| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,808.25 |
3,806.50 |
-1.75 |
0.0% |
3,786.50 |
| High |
3,814.00 |
3,829.25 |
15.25 |
0.4% |
3,829.25 |
| Low |
3,783.50 |
3,803.75 |
20.25 |
0.5% |
3,776.75 |
| Close |
3,810.50 |
3,824.25 |
13.75 |
0.4% |
3,824.25 |
| Range |
30.50 |
25.50 |
-5.00 |
-16.4% |
52.50 |
| ATR |
24.61 |
24.67 |
0.06 |
0.3% |
0.00 |
| Volume |
177 |
403 |
226 |
127.7% |
1,017 |
|
| Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,895.50 |
3,885.50 |
3,838.25 |
|
| R3 |
3,870.00 |
3,860.00 |
3,831.25 |
|
| R2 |
3,844.50 |
3,844.50 |
3,829.00 |
|
| R1 |
3,834.50 |
3,834.50 |
3,826.50 |
3,839.50 |
| PP |
3,819.00 |
3,819.00 |
3,819.00 |
3,821.50 |
| S1 |
3,809.00 |
3,809.00 |
3,822.00 |
3,814.00 |
| S2 |
3,793.50 |
3,793.50 |
3,819.50 |
|
| S3 |
3,768.00 |
3,783.50 |
3,817.25 |
|
| S4 |
3,742.50 |
3,758.00 |
3,810.25 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,967.50 |
3,948.50 |
3,853.00 |
|
| R3 |
3,915.00 |
3,896.00 |
3,838.75 |
|
| R2 |
3,862.50 |
3,862.50 |
3,834.00 |
|
| R1 |
3,843.50 |
3,843.50 |
3,829.00 |
3,853.00 |
| PP |
3,810.00 |
3,810.00 |
3,810.00 |
3,815.00 |
| S1 |
3,791.00 |
3,791.00 |
3,819.50 |
3,800.50 |
| S2 |
3,757.50 |
3,757.50 |
3,814.50 |
|
| S3 |
3,705.00 |
3,738.50 |
3,809.75 |
|
| S4 |
3,652.50 |
3,686.00 |
3,795.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,829.25 |
3,776.75 |
52.50 |
1.4% |
30.75 |
0.8% |
90% |
True |
False |
203 |
| 10 |
3,829.25 |
3,757.00 |
72.25 |
1.9% |
25.50 |
0.7% |
93% |
True |
False |
115 |
| 20 |
3,829.25 |
3,692.75 |
136.50 |
3.6% |
19.50 |
0.5% |
96% |
True |
False |
62 |
| 40 |
3,829.25 |
3,511.75 |
317.50 |
8.3% |
18.00 |
0.5% |
98% |
True |
False |
33 |
| 60 |
3,829.25 |
3,409.75 |
419.50 |
11.0% |
20.50 |
0.5% |
99% |
True |
False |
23 |
| 80 |
3,829.25 |
3,409.75 |
419.50 |
11.0% |
17.50 |
0.5% |
99% |
True |
False |
18 |
| 100 |
3,829.25 |
3,409.75 |
419.50 |
11.0% |
14.50 |
0.4% |
99% |
True |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,937.50 |
|
2.618 |
3,896.00 |
|
1.618 |
3,870.50 |
|
1.000 |
3,854.75 |
|
0.618 |
3,845.00 |
|
HIGH |
3,829.25 |
|
0.618 |
3,819.50 |
|
0.500 |
3,816.50 |
|
0.382 |
3,813.50 |
|
LOW |
3,803.75 |
|
0.618 |
3,788.00 |
|
1.000 |
3,778.25 |
|
1.618 |
3,762.50 |
|
2.618 |
3,737.00 |
|
4.250 |
3,695.50 |
|
|