| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,790.75 |
3,792.00 |
1.25 |
0.0% |
3,775.00 |
| High |
3,790.75 |
3,792.00 |
1.25 |
0.0% |
3,792.00 |
| Low |
3,771.00 |
3,781.00 |
10.00 |
0.3% |
3,757.00 |
| Close |
3,782.75 |
3,787.25 |
4.50 |
0.1% |
3,787.25 |
| Range |
19.75 |
11.00 |
-8.75 |
-44.3% |
35.00 |
| ATR |
22.83 |
21.98 |
-0.84 |
-3.7% |
0.00 |
| Volume |
67 |
49 |
-18 |
-26.9% |
136 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,819.75 |
3,814.50 |
3,793.25 |
|
| R3 |
3,808.75 |
3,803.50 |
3,790.25 |
|
| R2 |
3,797.75 |
3,797.75 |
3,789.25 |
|
| R1 |
3,792.50 |
3,792.50 |
3,788.25 |
3,789.50 |
| PP |
3,786.75 |
3,786.75 |
3,786.75 |
3,785.25 |
| S1 |
3,781.50 |
3,781.50 |
3,786.25 |
3,778.50 |
| S2 |
3,775.75 |
3,775.75 |
3,785.25 |
|
| S3 |
3,764.75 |
3,770.50 |
3,784.25 |
|
| S4 |
3,753.75 |
3,759.50 |
3,781.25 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,883.75 |
3,870.50 |
3,806.50 |
|
| R3 |
3,848.75 |
3,835.50 |
3,797.00 |
|
| R2 |
3,813.75 |
3,813.75 |
3,793.75 |
|
| R1 |
3,800.50 |
3,800.50 |
3,790.50 |
3,807.00 |
| PP |
3,778.75 |
3,778.75 |
3,778.75 |
3,782.00 |
| S1 |
3,765.50 |
3,765.50 |
3,784.00 |
3,772.00 |
| S2 |
3,743.75 |
3,743.75 |
3,780.75 |
|
| S3 |
3,708.75 |
3,730.50 |
3,777.50 |
|
| S4 |
3,673.75 |
3,695.50 |
3,768.00 |
|
|
| 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 |
3,757.00 |
35.00 |
0.9% |
20.25 |
0.5% |
86% |
True |
False |
27 |
| 10 |
3,792.00 |
3,741.50 |
50.50 |
1.3% |
16.50 |
0.4% |
91% |
True |
False |
17 |
| 20 |
3,792.00 |
3,643.00 |
149.00 |
3.9% |
16.25 |
0.4% |
97% |
True |
False |
14 |
| 40 |
3,792.00 |
3,488.75 |
303.25 |
8.0% |
16.25 |
0.4% |
98% |
True |
False |
8 |
| 60 |
3,792.00 |
3,409.75 |
382.25 |
10.1% |
19.50 |
0.5% |
99% |
True |
False |
7 |
| 80 |
3,792.00 |
3,409.75 |
382.25 |
10.1% |
15.75 |
0.4% |
99% |
True |
False |
5 |
| 100 |
3,792.00 |
3,409.75 |
382.25 |
10.1% |
14.00 |
0.4% |
99% |
True |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,838.75 |
|
2.618 |
3,820.75 |
|
1.618 |
3,809.75 |
|
1.000 |
3,803.00 |
|
0.618 |
3,798.75 |
|
HIGH |
3,792.00 |
|
0.618 |
3,787.75 |
|
0.500 |
3,786.50 |
|
0.382 |
3,785.25 |
|
LOW |
3,781.00 |
|
0.618 |
3,774.25 |
|
1.000 |
3,770.00 |
|
1.618 |
3,763.25 |
|
2.618 |
3,752.25 |
|
4.250 |
3,734.25 |
|
|