| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,110.41 |
2,110.64 |
0.23 |
0.0% |
2,125.34 |
| High |
2,117.59 |
2,121.92 |
4.33 |
0.2% |
2,126.21 |
| Low |
2,099.14 |
2,109.61 |
10.47 |
0.5% |
2,099.17 |
| Close |
2,109.60 |
2,114.07 |
4.47 |
0.2% |
2,107.39 |
| Range |
18.45 |
12.31 |
-6.14 |
-33.3% |
27.04 |
| ATR |
16.90 |
16.58 |
-0.33 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,152.13 |
2,145.41 |
2,120.84 |
|
| R3 |
2,139.82 |
2,133.10 |
2,117.46 |
|
| R2 |
2,127.51 |
2,127.51 |
2,116.33 |
|
| R1 |
2,120.79 |
2,120.79 |
2,115.20 |
2,124.15 |
| PP |
2,115.20 |
2,115.20 |
2,115.20 |
2,116.88 |
| S1 |
2,108.48 |
2,108.48 |
2,112.94 |
2,111.84 |
| S2 |
2,102.89 |
2,102.89 |
2,111.81 |
|
| S3 |
2,090.58 |
2,096.17 |
2,110.68 |
|
| S4 |
2,078.27 |
2,083.86 |
2,107.30 |
|
|
| 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 |
2,122.27 |
2,099.14 |
23.13 |
1.1% |
14.51 |
0.7% |
65% |
False |
False |
|
| 10 |
2,134.71 |
2,099.14 |
35.57 |
1.7% |
14.94 |
0.7% |
42% |
False |
False |
|
| 20 |
2,134.71 |
2,067.92 |
66.79 |
3.2% |
15.92 |
0.8% |
69% |
False |
False |
|
| 40 |
2,134.71 |
2,067.92 |
66.79 |
3.2% |
16.76 |
0.8% |
69% |
False |
False |
|
| 60 |
2,134.71 |
2,039.69 |
95.02 |
4.5% |
18.33 |
0.9% |
78% |
False |
False |
|
| 80 |
2,134.71 |
2,039.69 |
95.02 |
4.5% |
17.37 |
0.8% |
78% |
False |
False |
|
| 100 |
2,134.71 |
1,980.90 |
153.81 |
7.3% |
19.64 |
0.9% |
87% |
False |
False |
|
| 120 |
2,134.71 |
1,972.56 |
162.15 |
7.7% |
20.60 |
1.0% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,174.24 |
|
2.618 |
2,154.15 |
|
1.618 |
2,141.84 |
|
1.000 |
2,134.23 |
|
0.618 |
2,129.53 |
|
HIGH |
2,121.92 |
|
0.618 |
2,117.22 |
|
0.500 |
2,115.77 |
|
0.382 |
2,114.31 |
|
LOW |
2,109.61 |
|
0.618 |
2,102.00 |
|
1.000 |
2,097.30 |
|
1.618 |
2,089.69 |
|
2.618 |
2,077.38 |
|
4.250 |
2,057.29 |
|
|