| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,787.00 |
3,781.00 |
-6.00 |
-0.2% |
3,693.50 |
| High |
3,787.00 |
3,784.25 |
-2.75 |
-0.1% |
3,784.50 |
| Low |
3,786.50 |
3,777.00 |
-9.50 |
-0.3% |
3,692.75 |
| Close |
3,786.50 |
3,784.25 |
-2.25 |
-0.1% |
3,784.50 |
| Range |
0.50 |
7.25 |
6.75 |
1,350.0% |
91.75 |
| ATR |
23.84 |
22.82 |
-1.02 |
-4.3% |
0.00 |
| Volume |
7 |
3 |
-4 |
-57.1% |
52 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,803.50 |
3,801.25 |
3,788.25 |
|
| R3 |
3,796.25 |
3,794.00 |
3,786.25 |
|
| R2 |
3,789.00 |
3,789.00 |
3,785.50 |
|
| R1 |
3,786.75 |
3,786.75 |
3,785.00 |
3,788.00 |
| PP |
3,781.75 |
3,781.75 |
3,781.75 |
3,782.50 |
| S1 |
3,779.50 |
3,779.50 |
3,783.50 |
3,780.50 |
| S2 |
3,774.50 |
3,774.50 |
3,783.00 |
|
| S3 |
3,767.25 |
3,772.25 |
3,782.25 |
|
| S4 |
3,760.00 |
3,765.00 |
3,780.25 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,029.25 |
3,998.50 |
3,835.00 |
|
| R3 |
3,937.50 |
3,906.75 |
3,809.75 |
|
| R2 |
3,845.75 |
3,845.75 |
3,801.25 |
|
| R1 |
3,815.00 |
3,815.00 |
3,793.00 |
3,830.50 |
| PP |
3,754.00 |
3,754.00 |
3,754.00 |
3,761.50 |
| S1 |
3,723.25 |
3,723.25 |
3,776.00 |
3,738.50 |
| S2 |
3,662.25 |
3,662.25 |
3,767.75 |
|
| S3 |
3,570.50 |
3,631.50 |
3,759.25 |
|
| S4 |
3,478.75 |
3,539.75 |
3,734.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,791.00 |
3,730.25 |
60.75 |
1.6% |
14.75 |
0.4% |
89% |
False |
False |
10 |
| 10 |
3,791.00 |
3,692.75 |
98.25 |
2.6% |
11.00 |
0.3% |
93% |
False |
False |
9 |
| 20 |
3,791.00 |
3,550.25 |
240.75 |
6.4% |
12.75 |
0.3% |
97% |
False |
False |
7 |
| 40 |
3,791.00 |
3,409.75 |
381.25 |
10.1% |
16.25 |
0.4% |
98% |
False |
False |
5 |
| 60 |
3,791.00 |
3,409.75 |
381.25 |
10.1% |
18.00 |
0.5% |
98% |
False |
False |
4 |
| 80 |
3,791.00 |
3,409.75 |
381.25 |
10.1% |
14.50 |
0.4% |
98% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,815.00 |
|
2.618 |
3,803.25 |
|
1.618 |
3,796.00 |
|
1.000 |
3,791.50 |
|
0.618 |
3,788.75 |
|
HIGH |
3,784.25 |
|
0.618 |
3,781.50 |
|
0.500 |
3,780.50 |
|
0.382 |
3,779.75 |
|
LOW |
3,777.00 |
|
0.618 |
3,772.50 |
|
1.000 |
3,769.75 |
|
1.618 |
3,765.25 |
|
2.618 |
3,758.00 |
|
4.250 |
3,746.25 |
|
|