| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,095.09 |
2,092.34 |
-2.75 |
-0.1% |
2,108.64 |
| High |
2,100.98 |
2,093.01 |
-7.97 |
-0.4% |
2,121.92 |
| Low |
2,085.67 |
2,079.11 |
-6.56 |
-0.3% |
2,085.67 |
| Close |
2,092.83 |
2,079.28 |
-13.55 |
-0.6% |
2,092.83 |
| Range |
15.31 |
13.90 |
-1.41 |
-9.2% |
36.25 |
| ATR |
16.77 |
16.56 |
-0.20 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,125.50 |
2,116.29 |
2,086.93 |
|
| R3 |
2,111.60 |
2,102.39 |
2,083.10 |
|
| R2 |
2,097.70 |
2,097.70 |
2,081.83 |
|
| R1 |
2,088.49 |
2,088.49 |
2,080.55 |
2,086.15 |
| PP |
2,083.80 |
2,083.80 |
2,083.80 |
2,082.63 |
| S1 |
2,074.59 |
2,074.59 |
2,078.01 |
2,072.25 |
| S2 |
2,069.90 |
2,069.90 |
2,076.73 |
|
| S3 |
2,056.00 |
2,060.69 |
2,075.46 |
|
| S4 |
2,042.10 |
2,046.79 |
2,071.64 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,208.89 |
2,187.11 |
2,112.77 |
|
| R3 |
2,172.64 |
2,150.86 |
2,102.80 |
|
| R2 |
2,136.39 |
2,136.39 |
2,099.48 |
|
| R1 |
2,114.61 |
2,114.61 |
2,096.15 |
2,107.38 |
| PP |
2,100.14 |
2,100.14 |
2,100.14 |
2,096.52 |
| S1 |
2,078.36 |
2,078.36 |
2,089.51 |
2,071.13 |
| S2 |
2,063.89 |
2,063.89 |
2,086.18 |
|
| S3 |
2,027.64 |
2,042.11 |
2,082.86 |
|
| S4 |
1,991.39 |
2,005.86 |
2,072.89 |
|
|
| 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 |
2,079.11 |
42.81 |
2.1% |
15.93 |
0.8% |
0% |
False |
True |
|
| 10 |
2,126.21 |
2,079.11 |
47.10 |
2.3% |
16.87 |
0.8% |
0% |
False |
True |
|
| 20 |
2,134.71 |
2,079.11 |
55.60 |
2.7% |
14.67 |
0.7% |
0% |
False |
True |
|
| 40 |
2,134.71 |
2,067.92 |
66.79 |
3.2% |
16.90 |
0.8% |
17% |
False |
False |
|
| 60 |
2,134.71 |
2,041.17 |
93.54 |
4.5% |
18.02 |
0.9% |
41% |
False |
False |
|
| 80 |
2,134.71 |
2,039.69 |
95.02 |
4.6% |
17.33 |
0.8% |
42% |
False |
False |
|
| 100 |
2,134.71 |
1,980.90 |
153.81 |
7.4% |
19.12 |
0.9% |
64% |
False |
False |
|
| 120 |
2,134.71 |
1,972.56 |
162.15 |
7.8% |
20.25 |
1.0% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,152.09 |
|
2.618 |
2,129.40 |
|
1.618 |
2,115.50 |
|
1.000 |
2,106.91 |
|
0.618 |
2,101.60 |
|
HIGH |
2,093.01 |
|
0.618 |
2,087.70 |
|
0.500 |
2,086.06 |
|
0.382 |
2,084.42 |
|
LOW |
2,079.11 |
|
0.618 |
2,070.52 |
|
1.000 |
2,065.21 |
|
1.618 |
2,056.62 |
|
2.618 |
2,042.72 |
|
4.250 |
2,020.04 |
|
|