| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,781.00 |
3,781.50 |
0.50 |
0.0% |
3,693.50 |
| High |
3,784.25 |
3,781.50 |
-2.75 |
-0.1% |
3,784.50 |
| Low |
3,777.00 |
3,741.50 |
-35.50 |
-0.9% |
3,692.75 |
| Close |
3,784.25 |
3,757.25 |
-27.00 |
-0.7% |
3,784.50 |
| Range |
7.25 |
40.00 |
32.75 |
451.7% |
91.75 |
| ATR |
22.82 |
24.24 |
1.42 |
6.2% |
0.00 |
| Volume |
3 |
10 |
7 |
233.3% |
52 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,880.00 |
3,858.75 |
3,779.25 |
|
| R3 |
3,840.00 |
3,818.75 |
3,768.25 |
|
| R2 |
3,800.00 |
3,800.00 |
3,764.50 |
|
| R1 |
3,778.75 |
3,778.75 |
3,761.00 |
3,769.50 |
| PP |
3,760.00 |
3,760.00 |
3,760.00 |
3,755.50 |
| S1 |
3,738.75 |
3,738.75 |
3,753.50 |
3,729.50 |
| S2 |
3,720.00 |
3,720.00 |
3,750.00 |
|
| S3 |
3,680.00 |
3,698.75 |
3,746.25 |
|
| S4 |
3,640.00 |
3,658.75 |
3,735.25 |
|
|
| 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 |
3,741.50 |
49.50 |
1.3% |
16.25 |
0.4% |
32% |
False |
True |
11 |
| 10 |
3,791.00 |
3,692.75 |
98.25 |
2.6% |
15.00 |
0.4% |
66% |
False |
False |
9 |
| 20 |
3,791.00 |
3,550.25 |
240.75 |
6.4% |
14.75 |
0.4% |
86% |
False |
False |
7 |
| 40 |
3,791.00 |
3,488.25 |
302.75 |
8.1% |
15.50 |
0.4% |
89% |
False |
False |
5 |
| 60 |
3,791.00 |
3,409.75 |
381.25 |
10.1% |
18.75 |
0.5% |
91% |
False |
False |
5 |
| 80 |
3,791.00 |
3,409.75 |
381.25 |
10.1% |
15.00 |
0.4% |
91% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,951.50 |
|
2.618 |
3,886.25 |
|
1.618 |
3,846.25 |
|
1.000 |
3,821.50 |
|
0.618 |
3,806.25 |
|
HIGH |
3,781.50 |
|
0.618 |
3,766.25 |
|
0.500 |
3,761.50 |
|
0.382 |
3,756.75 |
|
LOW |
3,741.50 |
|
0.618 |
3,716.75 |
|
1.000 |
3,701.50 |
|
1.618 |
3,676.75 |
|
2.618 |
3,636.75 |
|
4.250 |
3,571.50 |
|
|