| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,092.34 |
2,079.07 |
-13.27 |
-0.6% |
2,108.64 |
| High |
2,093.01 |
2,085.62 |
-7.39 |
-0.4% |
2,121.92 |
| Low |
2,079.11 |
2,072.14 |
-6.97 |
-0.3% |
2,085.67 |
| Close |
2,079.28 |
2,080.15 |
0.87 |
0.0% |
2,092.83 |
| Range |
13.90 |
13.48 |
-0.42 |
-3.0% |
36.25 |
| ATR |
16.56 |
16.34 |
-0.22 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,119.74 |
2,113.43 |
2,087.56 |
|
| R3 |
2,106.26 |
2,099.95 |
2,083.86 |
|
| R2 |
2,092.78 |
2,092.78 |
2,082.62 |
|
| R1 |
2,086.47 |
2,086.47 |
2,081.39 |
2,089.63 |
| PP |
2,079.30 |
2,079.30 |
2,079.30 |
2,080.88 |
| S1 |
2,072.99 |
2,072.99 |
2,078.91 |
2,076.15 |
| S2 |
2,065.82 |
2,065.82 |
2,077.68 |
|
| S3 |
2,052.34 |
2,059.51 |
2,076.44 |
|
| S4 |
2,038.86 |
2,046.03 |
2,072.74 |
|
|
| 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 |
2,072.14 |
49.78 |
2.4% |
14.93 |
0.7% |
16% |
False |
True |
|
| 10 |
2,126.21 |
2,072.14 |
54.07 |
2.6% |
15.60 |
0.7% |
15% |
False |
True |
|
| 20 |
2,134.71 |
2,072.14 |
62.57 |
3.0% |
14.69 |
0.7% |
13% |
False |
True |
|
| 40 |
2,134.71 |
2,067.92 |
66.79 |
3.2% |
16.85 |
0.8% |
18% |
False |
False |
|
| 60 |
2,134.71 |
2,045.50 |
89.21 |
4.3% |
17.86 |
0.9% |
39% |
False |
False |
|
| 80 |
2,134.71 |
2,039.69 |
95.02 |
4.6% |
17.27 |
0.8% |
43% |
False |
False |
|
| 100 |
2,134.71 |
1,980.90 |
153.81 |
7.4% |
18.95 |
0.9% |
65% |
False |
False |
|
| 120 |
2,134.71 |
1,972.56 |
162.15 |
7.8% |
20.05 |
1.0% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,142.91 |
|
2.618 |
2,120.91 |
|
1.618 |
2,107.43 |
|
1.000 |
2,099.10 |
|
0.618 |
2,093.95 |
|
HIGH |
2,085.62 |
|
0.618 |
2,080.47 |
|
0.500 |
2,078.88 |
|
0.382 |
2,077.29 |
|
LOW |
2,072.14 |
|
0.618 |
2,063.81 |
|
1.000 |
2,058.66 |
|
1.618 |
2,050.33 |
|
2.618 |
2,036.85 |
|
4.250 |
2,014.85 |
|
|