| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,106.75 |
2,097.50 |
-9.25 |
-0.4% |
2,110.25 |
| High |
2,107.50 |
2,101.75 |
-5.75 |
-0.3% |
2,110.25 |
| Low |
2,087.50 |
2,088.75 |
1.25 |
0.1% |
2,081.50 |
| Close |
2,091.25 |
2,094.50 |
3.25 |
0.2% |
2,091.25 |
| Range |
20.00 |
13.00 |
-7.00 |
-35.0% |
28.75 |
| ATR |
17.73 |
17.39 |
-0.34 |
-1.9% |
0.00 |
| Volume |
205 |
873 |
668 |
325.9% |
1,342 |
|
| Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,134.00 |
2,127.25 |
2,101.75 |
|
| R3 |
2,121.00 |
2,114.25 |
2,098.00 |
|
| R2 |
2,108.00 |
2,108.00 |
2,097.00 |
|
| R1 |
2,101.25 |
2,101.25 |
2,095.75 |
2,098.00 |
| PP |
2,095.00 |
2,095.00 |
2,095.00 |
2,093.50 |
| S1 |
2,088.25 |
2,088.25 |
2,093.25 |
2,085.00 |
| S2 |
2,082.00 |
2,082.00 |
2,092.00 |
|
| S3 |
2,069.00 |
2,075.25 |
2,091.00 |
|
| S4 |
2,056.00 |
2,062.25 |
2,087.25 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,180.50 |
2,164.75 |
2,107.00 |
|
| R3 |
2,151.75 |
2,136.00 |
2,099.25 |
|
| R2 |
2,123.00 |
2,123.00 |
2,096.50 |
|
| R1 |
2,107.25 |
2,107.25 |
2,094.00 |
2,100.75 |
| PP |
2,094.25 |
2,094.25 |
2,094.25 |
2,091.00 |
| S1 |
2,078.50 |
2,078.50 |
2,088.50 |
2,072.00 |
| S2 |
2,065.50 |
2,065.50 |
2,086.00 |
|
| S3 |
2,036.75 |
2,049.75 |
2,083.25 |
|
| S4 |
2,008.00 |
2,021.00 |
2,075.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,110.25 |
2,081.50 |
28.75 |
1.4% |
18.50 |
0.9% |
45% |
False |
False |
443 |
| 10 |
2,118.50 |
2,081.50 |
37.00 |
1.8% |
14.75 |
0.7% |
35% |
False |
False |
279 |
| 20 |
2,118.50 |
2,043.75 |
74.75 |
3.6% |
17.25 |
0.8% |
68% |
False |
False |
300 |
| 40 |
2,118.50 |
2,030.75 |
87.75 |
4.2% |
17.25 |
0.8% |
73% |
False |
False |
247 |
| 60 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
17.50 |
0.8% |
76% |
False |
False |
182 |
| 80 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
15.00 |
0.7% |
76% |
False |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,157.00 |
|
2.618 |
2,135.75 |
|
1.618 |
2,122.75 |
|
1.000 |
2,114.75 |
|
0.618 |
2,109.75 |
|
HIGH |
2,101.75 |
|
0.618 |
2,096.75 |
|
0.500 |
2,095.25 |
|
0.382 |
2,093.75 |
|
LOW |
2,088.75 |
|
0.618 |
2,080.75 |
|
1.000 |
2,075.75 |
|
1.618 |
2,067.75 |
|
2.618 |
2,054.75 |
|
4.250 |
2,033.50 |
|
|