| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,769.0 |
6,748.0 |
-21.0 |
-0.3% |
6,782.0 |
| High |
6,780.5 |
6,788.0 |
7.5 |
0.1% |
6,820.0 |
| Low |
6,743.5 |
6,742.0 |
-1.5 |
0.0% |
6,770.5 |
| Close |
6,759.0 |
6,757.5 |
-1.5 |
0.0% |
6,774.5 |
| Range |
37.0 |
46.0 |
9.0 |
24.3% |
49.5 |
| ATR |
35.9 |
36.6 |
0.7 |
2.0% |
0.0 |
| Volume |
550 |
843 |
293 |
53.3% |
896 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,900.5 |
6,875.0 |
6,783.0 |
|
| R3 |
6,854.5 |
6,829.0 |
6,770.0 |
|
| R2 |
6,808.5 |
6,808.5 |
6,766.0 |
|
| R1 |
6,783.0 |
6,783.0 |
6,761.5 |
6,796.0 |
| PP |
6,762.5 |
6,762.5 |
6,762.5 |
6,769.0 |
| S1 |
6,737.0 |
6,737.0 |
6,753.5 |
6,750.0 |
| S2 |
6,716.5 |
6,716.5 |
6,749.0 |
|
| S3 |
6,670.5 |
6,691.0 |
6,745.0 |
|
| S4 |
6,624.5 |
6,645.0 |
6,732.0 |
|
|
| 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 |
6,816.0 |
6,742.0 |
74.0 |
1.1% |
35.0 |
0.5% |
21% |
False |
True |
398 |
| 10 |
6,820.0 |
6,740.0 |
80.0 |
1.2% |
29.5 |
0.4% |
22% |
False |
False |
469 |
| 20 |
6,820.0 |
6,721.0 |
99.0 |
1.5% |
31.5 |
0.5% |
37% |
False |
False |
295 |
| 40 |
6,820.0 |
6,460.0 |
360.0 |
5.3% |
19.0 |
0.3% |
83% |
False |
False |
151 |
| 60 |
6,820.0 |
6,397.0 |
423.0 |
6.3% |
15.0 |
0.2% |
85% |
False |
False |
103 |
| 80 |
6,820.0 |
6,397.0 |
423.0 |
6.3% |
12.0 |
0.2% |
85% |
False |
False |
85 |
| 100 |
6,820.0 |
6,274.0 |
546.0 |
8.1% |
11.0 |
0.2% |
89% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,983.5 |
|
2.618 |
6,908.5 |
|
1.618 |
6,862.5 |
|
1.000 |
6,834.0 |
|
0.618 |
6,816.5 |
|
HIGH |
6,788.0 |
|
0.618 |
6,770.5 |
|
0.500 |
6,765.0 |
|
0.382 |
6,759.5 |
|
LOW |
6,742.0 |
|
0.618 |
6,713.5 |
|
1.000 |
6,696.0 |
|
1.618 |
6,667.5 |
|
2.618 |
6,621.5 |
|
4.250 |
6,546.5 |
|
|