| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,775.00 |
3,764.00 |
-11.00 |
-0.3% |
3,783.00 |
| High |
3,778.50 |
3,792.00 |
13.50 |
0.4% |
3,791.00 |
| Low |
3,757.75 |
3,757.00 |
-0.75 |
0.0% |
3,741.50 |
| Close |
3,765.50 |
3,789.00 |
23.50 |
0.6% |
3,761.75 |
| Range |
20.75 |
35.00 |
14.25 |
68.7% |
49.50 |
| ATR |
22.15 |
23.07 |
0.92 |
4.1% |
0.00 |
| Volume |
3 |
3 |
0 |
0.0% |
43 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,884.25 |
3,871.75 |
3,808.25 |
|
| R3 |
3,849.25 |
3,836.75 |
3,798.50 |
|
| R2 |
3,814.25 |
3,814.25 |
3,795.50 |
|
| R1 |
3,801.75 |
3,801.75 |
3,792.25 |
3,808.00 |
| PP |
3,779.25 |
3,779.25 |
3,779.25 |
3,782.50 |
| S1 |
3,766.75 |
3,766.75 |
3,785.75 |
3,773.00 |
| S2 |
3,744.25 |
3,744.25 |
3,782.50 |
|
| S3 |
3,709.25 |
3,731.75 |
3,779.50 |
|
| S4 |
3,674.25 |
3,696.75 |
3,769.75 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,913.25 |
3,887.00 |
3,789.00 |
|
| R3 |
3,863.75 |
3,837.50 |
3,775.25 |
|
| R2 |
3,814.25 |
3,814.25 |
3,770.75 |
|
| R1 |
3,788.00 |
3,788.00 |
3,766.25 |
3,776.50 |
| PP |
3,764.75 |
3,764.75 |
3,764.75 |
3,759.00 |
| S1 |
3,738.50 |
3,738.50 |
3,757.25 |
3,727.00 |
| S2 |
3,715.25 |
3,715.25 |
3,752.75 |
|
| S3 |
3,665.75 |
3,689.00 |
3,748.25 |
|
| S4 |
3,616.25 |
3,639.50 |
3,734.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,792.00 |
3,741.50 |
50.50 |
1.3% |
22.00 |
0.6% |
94% |
True |
False |
8 |
| 10 |
3,792.00 |
3,730.25 |
61.75 |
1.6% |
18.50 |
0.5% |
95% |
True |
False |
9 |
| 20 |
3,792.00 |
3,612.50 |
179.50 |
4.7% |
16.25 |
0.4% |
98% |
True |
False |
9 |
| 40 |
3,792.00 |
3,488.75 |
303.25 |
8.0% |
17.00 |
0.4% |
99% |
True |
False |
6 |
| 60 |
3,792.00 |
3,409.75 |
382.25 |
10.1% |
19.00 |
0.5% |
99% |
True |
False |
5 |
| 80 |
3,792.00 |
3,409.75 |
382.25 |
10.1% |
15.50 |
0.4% |
99% |
True |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,940.75 |
|
2.618 |
3,883.75 |
|
1.618 |
3,848.75 |
|
1.000 |
3,827.00 |
|
0.618 |
3,813.75 |
|
HIGH |
3,792.00 |
|
0.618 |
3,778.75 |
|
0.500 |
3,774.50 |
|
0.382 |
3,770.25 |
|
LOW |
3,757.00 |
|
0.618 |
3,735.25 |
|
1.000 |
3,722.00 |
|
1.618 |
3,700.25 |
|
2.618 |
3,665.25 |
|
4.250 |
3,608.25 |
|
|