| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,097.50 |
2,094.00 |
-3.50 |
-0.2% |
2,110.25 |
| High |
2,101.75 |
2,100.50 |
-1.25 |
-0.1% |
2,110.25 |
| Low |
2,088.75 |
2,080.00 |
-8.75 |
-0.4% |
2,081.50 |
| Close |
2,094.50 |
2,092.00 |
-2.50 |
-0.1% |
2,091.25 |
| Range |
13.00 |
20.50 |
7.50 |
57.7% |
28.75 |
| ATR |
17.39 |
17.61 |
0.22 |
1.3% |
0.00 |
| Volume |
873 |
289 |
-584 |
-66.9% |
1,342 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,152.25 |
2,142.75 |
2,103.25 |
|
| R3 |
2,131.75 |
2,122.25 |
2,097.75 |
|
| R2 |
2,111.25 |
2,111.25 |
2,095.75 |
|
| R1 |
2,101.75 |
2,101.75 |
2,094.00 |
2,096.25 |
| PP |
2,090.75 |
2,090.75 |
2,090.75 |
2,088.00 |
| S1 |
2,081.25 |
2,081.25 |
2,090.00 |
2,075.75 |
| S2 |
2,070.25 |
2,070.25 |
2,088.25 |
|
| S3 |
2,049.75 |
2,060.75 |
2,086.25 |
|
| S4 |
2,029.25 |
2,040.25 |
2,080.75 |
|
|
| 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 |
2,109.25 |
2,080.00 |
29.25 |
1.4% |
17.00 |
0.8% |
41% |
False |
True |
480 |
| 10 |
2,118.50 |
2,080.00 |
38.50 |
1.8% |
15.50 |
0.7% |
31% |
False |
True |
302 |
| 20 |
2,118.50 |
2,043.75 |
74.75 |
3.6% |
18.00 |
0.9% |
65% |
False |
False |
310 |
| 40 |
2,118.50 |
2,043.75 |
74.75 |
3.6% |
17.00 |
0.8% |
65% |
False |
False |
253 |
| 60 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
17.75 |
0.8% |
73% |
False |
False |
187 |
| 80 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
15.00 |
0.7% |
73% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,187.50 |
|
2.618 |
2,154.25 |
|
1.618 |
2,133.75 |
|
1.000 |
2,121.00 |
|
0.618 |
2,113.25 |
|
HIGH |
2,100.50 |
|
0.618 |
2,092.75 |
|
0.500 |
2,090.25 |
|
0.382 |
2,087.75 |
|
LOW |
2,080.00 |
|
0.618 |
2,067.25 |
|
1.000 |
2,059.50 |
|
1.618 |
2,046.75 |
|
2.618 |
2,026.25 |
|
4.250 |
1,993.00 |
|
|