| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,110.64 |
2,112.35 |
1.71 |
0.1% |
2,125.34 |
| High |
2,121.92 |
2,112.89 |
-9.03 |
-0.4% |
2,126.21 |
| Low |
2,109.61 |
2,093.23 |
-16.38 |
-0.8% |
2,099.17 |
| Close |
2,114.07 |
2,095.84 |
-18.23 |
-0.9% |
2,107.39 |
| Range |
12.31 |
19.66 |
7.35 |
59.7% |
27.04 |
| ATR |
16.58 |
16.88 |
0.30 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,159.63 |
2,147.40 |
2,106.65 |
|
| R3 |
2,139.97 |
2,127.74 |
2,101.25 |
|
| R2 |
2,120.31 |
2,120.31 |
2,099.44 |
|
| R1 |
2,108.08 |
2,108.08 |
2,097.64 |
2,104.37 |
| PP |
2,100.65 |
2,100.65 |
2,100.65 |
2,098.80 |
| S1 |
2,088.42 |
2,088.42 |
2,094.04 |
2,084.71 |
| S2 |
2,080.99 |
2,080.99 |
2,092.24 |
|
| S3 |
2,061.33 |
2,068.76 |
2,090.43 |
|
| S4 |
2,041.67 |
2,049.10 |
2,085.03 |
|
|
| 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 |
2,121.92 |
2,093.23 |
28.69 |
1.4% |
16.56 |
0.8% |
9% |
False |
True |
|
| 10 |
2,134.28 |
2,093.23 |
41.05 |
2.0% |
15.69 |
0.7% |
6% |
False |
True |
|
| 20 |
2,134.71 |
2,074.98 |
59.73 |
2.8% |
15.38 |
0.7% |
35% |
False |
False |
|
| 40 |
2,134.71 |
2,067.92 |
66.79 |
3.2% |
16.92 |
0.8% |
42% |
False |
False |
|
| 60 |
2,134.71 |
2,039.69 |
95.02 |
4.5% |
18.13 |
0.9% |
59% |
False |
False |
|
| 80 |
2,134.71 |
2,039.69 |
95.02 |
4.5% |
17.44 |
0.8% |
59% |
False |
False |
|
| 100 |
2,134.71 |
1,980.90 |
153.81 |
7.3% |
19.58 |
0.9% |
75% |
False |
False |
|
| 120 |
2,134.71 |
1,972.56 |
162.15 |
7.7% |
20.48 |
1.0% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,196.45 |
|
2.618 |
2,164.36 |
|
1.618 |
2,144.70 |
|
1.000 |
2,132.55 |
|
0.618 |
2,125.04 |
|
HIGH |
2,112.89 |
|
0.618 |
2,105.38 |
|
0.500 |
2,103.06 |
|
0.382 |
2,100.74 |
|
LOW |
2,093.23 |
|
0.618 |
2,081.08 |
|
1.000 |
2,073.57 |
|
1.618 |
2,061.42 |
|
2.618 |
2,041.76 |
|
4.250 |
2,009.68 |
|
|