| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,789.0 |
6,769.0 |
-20.0 |
-0.3% |
6,782.0 |
| High |
6,789.0 |
6,780.5 |
-8.5 |
-0.1% |
6,820.0 |
| Low |
6,758.5 |
6,743.5 |
-15.0 |
-0.2% |
6,770.5 |
| Close |
6,768.0 |
6,759.0 |
-9.0 |
-0.1% |
6,774.5 |
| Range |
30.5 |
37.0 |
6.5 |
21.3% |
49.5 |
| ATR |
35.8 |
35.9 |
0.1 |
0.2% |
0.0 |
| Volume |
206 |
550 |
344 |
167.0% |
896 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,872.0 |
6,852.5 |
6,779.5 |
|
| R3 |
6,835.0 |
6,815.5 |
6,769.0 |
|
| R2 |
6,798.0 |
6,798.0 |
6,766.0 |
|
| R1 |
6,778.5 |
6,778.5 |
6,762.5 |
6,770.0 |
| PP |
6,761.0 |
6,761.0 |
6,761.0 |
6,756.5 |
| S1 |
6,741.5 |
6,741.5 |
6,755.5 |
6,733.0 |
| S2 |
6,724.0 |
6,724.0 |
6,752.0 |
|
| S3 |
6,687.0 |
6,704.5 |
6,749.0 |
|
| S4 |
6,650.0 |
6,667.5 |
6,738.5 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,937.0 |
6,905.0 |
6,801.5 |
|
| R3 |
6,887.5 |
6,855.5 |
6,788.0 |
|
| R2 |
6,838.0 |
6,838.0 |
6,783.5 |
|
| R1 |
6,806.0 |
6,806.0 |
6,779.0 |
6,797.0 |
| PP |
6,788.5 |
6,788.5 |
6,788.5 |
6,784.0 |
| S1 |
6,756.5 |
6,756.5 |
6,770.0 |
6,748.0 |
| S2 |
6,739.0 |
6,739.0 |
6,765.5 |
|
| S3 |
6,689.5 |
6,707.0 |
6,761.0 |
|
| S4 |
6,640.0 |
6,657.5 |
6,747.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,820.0 |
6,743.5 |
76.5 |
1.1% |
30.5 |
0.5% |
20% |
False |
True |
286 |
| 10 |
6,820.0 |
6,725.5 |
94.5 |
1.4% |
29.0 |
0.4% |
35% |
False |
False |
389 |
| 20 |
6,820.0 |
6,692.0 |
128.0 |
1.9% |
29.5 |
0.4% |
52% |
False |
False |
253 |
| 40 |
6,820.0 |
6,460.0 |
360.0 |
5.3% |
18.5 |
0.3% |
83% |
False |
False |
130 |
| 60 |
6,820.0 |
6,397.0 |
423.0 |
6.3% |
14.5 |
0.2% |
86% |
False |
False |
89 |
| 80 |
6,820.0 |
6,397.0 |
423.0 |
6.3% |
11.5 |
0.2% |
86% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,938.0 |
|
2.618 |
6,877.5 |
|
1.618 |
6,840.5 |
|
1.000 |
6,817.5 |
|
0.618 |
6,803.5 |
|
HIGH |
6,780.5 |
|
0.618 |
6,766.5 |
|
0.500 |
6,762.0 |
|
0.382 |
6,757.5 |
|
LOW |
6,743.5 |
|
0.618 |
6,720.5 |
|
1.000 |
6,706.5 |
|
1.618 |
6,683.5 |
|
2.618 |
6,646.5 |
|
4.250 |
6,586.0 |
|
|