| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,792.00 |
3,786.50 |
-5.50 |
-0.1% |
3,775.00 |
| High |
3,792.00 |
3,797.00 |
5.00 |
0.1% |
3,792.00 |
| Low |
3,781.00 |
3,779.50 |
-1.50 |
0.0% |
3,757.00 |
| Close |
3,787.25 |
3,788.00 |
0.75 |
0.0% |
3,787.25 |
| Range |
11.00 |
17.50 |
6.50 |
59.1% |
35.00 |
| ATR |
21.98 |
21.66 |
-0.32 |
-1.5% |
0.00 |
| Volume |
49 |
57 |
8 |
16.3% |
136 |
|
| Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,840.75 |
3,831.75 |
3,797.50 |
|
| R3 |
3,823.25 |
3,814.25 |
3,792.75 |
|
| R2 |
3,805.75 |
3,805.75 |
3,791.25 |
|
| R1 |
3,796.75 |
3,796.75 |
3,789.50 |
3,801.25 |
| PP |
3,788.25 |
3,788.25 |
3,788.25 |
3,790.50 |
| S1 |
3,779.25 |
3,779.25 |
3,786.50 |
3,783.75 |
| S2 |
3,770.75 |
3,770.75 |
3,784.75 |
|
| S3 |
3,753.25 |
3,761.75 |
3,783.25 |
|
| S4 |
3,735.75 |
3,744.25 |
3,778.50 |
|
|
| 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 |
3,797.00 |
3,757.00 |
40.00 |
1.1% |
20.75 |
0.5% |
78% |
True |
False |
35 |
| 10 |
3,797.00 |
3,741.50 |
55.50 |
1.5% |
16.75 |
0.4% |
84% |
True |
False |
22 |
| 20 |
3,797.00 |
3,673.50 |
123.50 |
3.3% |
16.00 |
0.4% |
93% |
True |
False |
16 |
| 40 |
3,797.00 |
3,488.75 |
308.25 |
8.1% |
15.75 |
0.4% |
97% |
True |
False |
10 |
| 60 |
3,797.00 |
3,409.75 |
387.25 |
10.2% |
19.50 |
0.5% |
98% |
True |
False |
8 |
| 80 |
3,797.00 |
3,409.75 |
387.25 |
10.2% |
16.00 |
0.4% |
98% |
True |
False |
6 |
| 100 |
3,797.00 |
3,409.75 |
387.25 |
10.2% |
14.25 |
0.4% |
98% |
True |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,871.50 |
|
2.618 |
3,842.75 |
|
1.618 |
3,825.25 |
|
1.000 |
3,814.50 |
|
0.618 |
3,807.75 |
|
HIGH |
3,797.00 |
|
0.618 |
3,790.25 |
|
0.500 |
3,788.25 |
|
0.382 |
3,786.25 |
|
LOW |
3,779.50 |
|
0.618 |
3,768.75 |
|
1.000 |
3,762.00 |
|
1.618 |
3,751.25 |
|
2.618 |
3,733.75 |
|
4.250 |
3,705.00 |
|
|