| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,094.00 |
2,091.75 |
-2.25 |
-0.1% |
2,110.25 |
| High |
2,100.50 |
2,105.25 |
4.75 |
0.2% |
2,110.25 |
| Low |
2,080.00 |
2,091.75 |
11.75 |
0.6% |
2,081.50 |
| Close |
2,092.00 |
2,101.25 |
9.25 |
0.4% |
2,091.25 |
| Range |
20.50 |
13.50 |
-7.00 |
-34.1% |
28.75 |
| ATR |
17.61 |
17.32 |
-0.29 |
-1.7% |
0.00 |
| Volume |
289 |
166 |
-123 |
-42.6% |
1,342 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,140.00 |
2,134.00 |
2,108.75 |
|
| R3 |
2,126.50 |
2,120.50 |
2,105.00 |
|
| R2 |
2,113.00 |
2,113.00 |
2,103.75 |
|
| R1 |
2,107.00 |
2,107.00 |
2,102.50 |
2,110.00 |
| PP |
2,099.50 |
2,099.50 |
2,099.50 |
2,101.00 |
| S1 |
2,093.50 |
2,093.50 |
2,100.00 |
2,096.50 |
| S2 |
2,086.00 |
2,086.00 |
2,098.75 |
|
| S3 |
2,072.50 |
2,080.00 |
2,097.50 |
|
| S4 |
2,059.00 |
2,066.50 |
2,093.75 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,180.50 |
2,164.75 |
2,107.00 |
|
| R3 |
2,151.75 |
2,136.00 |
2,099.25 |
|
| R2 |
2,123.00 |
2,123.00 |
2,096.50 |
|
| R1 |
2,107.25 |
2,107.25 |
2,094.00 |
2,100.75 |
| PP |
2,094.25 |
2,094.25 |
2,094.25 |
2,091.00 |
| S1 |
2,078.50 |
2,078.50 |
2,088.50 |
2,072.00 |
| S2 |
2,065.50 |
2,065.50 |
2,086.00 |
|
| S3 |
2,036.75 |
2,049.75 |
2,083.25 |
|
| S4 |
2,008.00 |
2,021.00 |
2,075.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,108.00 |
2,080.00 |
28.00 |
1.3% |
15.75 |
0.7% |
76% |
False |
False |
343 |
| 10 |
2,116.75 |
2,080.00 |
36.75 |
1.7% |
15.75 |
0.8% |
58% |
False |
False |
308 |
| 20 |
2,118.50 |
2,043.75 |
74.75 |
3.6% |
17.25 |
0.8% |
77% |
False |
False |
316 |
| 40 |
2,118.50 |
2,043.75 |
74.75 |
3.6% |
17.00 |
0.8% |
77% |
False |
False |
257 |
| 60 |
2,118.50 |
2,018.75 |
99.75 |
4.7% |
17.50 |
0.8% |
83% |
False |
False |
189 |
| 80 |
2,118.50 |
2,018.75 |
99.75 |
4.7% |
15.25 |
0.7% |
83% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,162.50 |
|
2.618 |
2,140.50 |
|
1.618 |
2,127.00 |
|
1.000 |
2,118.75 |
|
0.618 |
2,113.50 |
|
HIGH |
2,105.25 |
|
0.618 |
2,100.00 |
|
0.500 |
2,098.50 |
|
0.382 |
2,097.00 |
|
LOW |
2,091.75 |
|
0.618 |
2,083.50 |
|
1.000 |
2,078.25 |
|
1.618 |
2,070.00 |
|
2.618 |
2,056.50 |
|
4.250 |
2,034.50 |
|
|