| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,108.64 |
2,110.41 |
1.77 |
0.1% |
2,125.34 |
| High |
2,119.15 |
2,117.59 |
-1.56 |
-0.1% |
2,126.21 |
| Low |
2,102.54 |
2,099.14 |
-3.40 |
-0.2% |
2,099.17 |
| Close |
2,111.73 |
2,109.60 |
-2.13 |
-0.1% |
2,107.39 |
| Range |
16.61 |
18.45 |
1.84 |
11.1% |
27.04 |
| ATR |
16.78 |
16.90 |
0.12 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,164.13 |
2,155.31 |
2,119.75 |
|
| R3 |
2,145.68 |
2,136.86 |
2,114.67 |
|
| R2 |
2,127.23 |
2,127.23 |
2,112.98 |
|
| R1 |
2,118.41 |
2,118.41 |
2,111.29 |
2,113.60 |
| PP |
2,108.78 |
2,108.78 |
2,108.78 |
2,106.37 |
| S1 |
2,099.96 |
2,099.96 |
2,107.91 |
2,095.15 |
| S2 |
2,090.33 |
2,090.33 |
2,106.22 |
|
| S3 |
2,071.88 |
2,081.51 |
2,104.53 |
|
| S4 |
2,053.43 |
2,063.06 |
2,099.45 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,192.04 |
2,176.76 |
2,122.26 |
|
| R3 |
2,165.00 |
2,149.72 |
2,114.83 |
|
| R2 |
2,137.96 |
2,137.96 |
2,112.35 |
|
| R1 |
2,122.68 |
2,122.68 |
2,109.87 |
2,116.80 |
| PP |
2,110.92 |
2,110.92 |
2,110.92 |
2,107.99 |
| S1 |
2,095.64 |
2,095.64 |
2,104.91 |
2,089.76 |
| S2 |
2,083.88 |
2,083.88 |
2,102.43 |
|
| S3 |
2,056.84 |
2,068.60 |
2,099.95 |
|
| S4 |
2,029.80 |
2,041.56 |
2,092.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,126.21 |
2,099.14 |
27.07 |
1.3% |
16.26 |
0.8% |
39% |
False |
True |
|
| 10 |
2,134.71 |
2,099.14 |
35.57 |
1.7% |
14.56 |
0.7% |
29% |
False |
True |
|
| 20 |
2,134.71 |
2,067.92 |
66.79 |
3.2% |
16.65 |
0.8% |
62% |
False |
False |
|
| 40 |
2,134.71 |
2,067.92 |
66.79 |
3.2% |
16.80 |
0.8% |
62% |
False |
False |
|
| 60 |
2,134.71 |
2,039.69 |
95.02 |
4.5% |
18.32 |
0.9% |
74% |
False |
False |
|
| 80 |
2,134.71 |
2,039.69 |
95.02 |
4.5% |
17.50 |
0.8% |
74% |
False |
False |
|
| 100 |
2,134.71 |
1,980.90 |
153.81 |
7.3% |
19.85 |
0.9% |
84% |
False |
False |
|
| 120 |
2,134.71 |
1,972.56 |
162.15 |
7.7% |
20.72 |
1.0% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,196.00 |
|
2.618 |
2,165.89 |
|
1.618 |
2,147.44 |
|
1.000 |
2,136.04 |
|
0.618 |
2,128.99 |
|
HIGH |
2,117.59 |
|
0.618 |
2,110.54 |
|
0.500 |
2,108.37 |
|
0.382 |
2,106.19 |
|
LOW |
2,099.14 |
|
0.618 |
2,087.74 |
|
1.000 |
2,080.69 |
|
1.618 |
2,069.29 |
|
2.618 |
2,050.84 |
|
4.250 |
2,020.73 |
|
|