| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,784.75 |
3,784.75 |
0.00 |
0.0% |
3,775.00 |
| High |
3,821.25 |
3,813.50 |
-7.75 |
-0.2% |
3,792.00 |
| Low |
3,778.25 |
3,776.75 |
-1.50 |
0.0% |
3,757.00 |
| Close |
3,788.00 |
3,808.00 |
20.00 |
0.5% |
3,787.25 |
| Range |
43.00 |
36.75 |
-6.25 |
-14.5% |
35.00 |
| ATR |
23.19 |
24.16 |
0.97 |
4.2% |
0.00 |
| Volume |
218 |
162 |
-56 |
-25.7% |
136 |
|
| Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,909.75 |
3,895.50 |
3,828.25 |
|
| R3 |
3,873.00 |
3,858.75 |
3,818.00 |
|
| R2 |
3,836.25 |
3,836.25 |
3,814.75 |
|
| R1 |
3,822.00 |
3,822.00 |
3,811.25 |
3,829.00 |
| PP |
3,799.50 |
3,799.50 |
3,799.50 |
3,803.00 |
| S1 |
3,785.25 |
3,785.25 |
3,804.75 |
3,792.50 |
| S2 |
3,762.75 |
3,762.75 |
3,801.25 |
|
| S3 |
3,726.00 |
3,748.50 |
3,798.00 |
|
| S4 |
3,689.25 |
3,711.75 |
3,787.75 |
|
|
| 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 |
3,821.25 |
3,771.00 |
50.25 |
1.3% |
25.50 |
0.7% |
74% |
False |
False |
110 |
| 10 |
3,821.25 |
3,741.50 |
79.75 |
2.1% |
23.75 |
0.6% |
83% |
False |
False |
59 |
| 20 |
3,821.25 |
3,692.75 |
128.50 |
3.4% |
17.50 |
0.5% |
90% |
False |
False |
34 |
| 40 |
3,821.25 |
3,511.75 |
309.50 |
8.1% |
16.75 |
0.4% |
96% |
False |
False |
19 |
| 60 |
3,821.25 |
3,409.75 |
411.50 |
10.8% |
20.25 |
0.5% |
97% |
False |
False |
14 |
| 80 |
3,821.25 |
3,409.75 |
411.50 |
10.8% |
16.75 |
0.4% |
97% |
False |
False |
11 |
| 100 |
3,821.25 |
3,409.75 |
411.50 |
10.8% |
14.75 |
0.4% |
97% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,969.75 |
|
2.618 |
3,909.75 |
|
1.618 |
3,873.00 |
|
1.000 |
3,850.25 |
|
0.618 |
3,836.25 |
|
HIGH |
3,813.50 |
|
0.618 |
3,799.50 |
|
0.500 |
3,795.00 |
|
0.382 |
3,790.75 |
|
LOW |
3,776.75 |
|
0.618 |
3,754.00 |
|
1.000 |
3,740.00 |
|
1.618 |
3,717.25 |
|
2.618 |
3,680.50 |
|
4.250 |
3,620.50 |
|
|