| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,091.75 |
2,096.00 |
4.25 |
0.2% |
2,110.25 |
| High |
2,105.25 |
2,096.25 |
-9.00 |
-0.4% |
2,110.25 |
| Low |
2,091.75 |
2,076.75 |
-15.00 |
-0.7% |
2,081.50 |
| Close |
2,101.25 |
2,084.25 |
-17.00 |
-0.8% |
2,091.25 |
| Range |
13.50 |
19.50 |
6.00 |
44.4% |
28.75 |
| ATR |
17.32 |
17.83 |
0.51 |
3.0% |
0.00 |
| Volume |
166 |
133 |
-33 |
-19.9% |
1,342 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,144.25 |
2,133.75 |
2,095.00 |
|
| R3 |
2,124.75 |
2,114.25 |
2,089.50 |
|
| R2 |
2,105.25 |
2,105.25 |
2,087.75 |
|
| R1 |
2,094.75 |
2,094.75 |
2,086.00 |
2,090.25 |
| PP |
2,085.75 |
2,085.75 |
2,085.75 |
2,083.50 |
| S1 |
2,075.25 |
2,075.25 |
2,082.50 |
2,070.75 |
| S2 |
2,066.25 |
2,066.25 |
2,080.75 |
|
| S3 |
2,046.75 |
2,055.75 |
2,079.00 |
|
| S4 |
2,027.25 |
2,036.25 |
2,073.50 |
|
|
| 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 |
2,107.50 |
2,076.75 |
30.75 |
1.5% |
17.25 |
0.8% |
24% |
False |
True |
333 |
| 10 |
2,115.25 |
2,076.75 |
38.50 |
1.8% |
16.50 |
0.8% |
19% |
False |
True |
310 |
| 20 |
2,118.50 |
2,043.75 |
74.75 |
3.6% |
16.75 |
0.8% |
54% |
False |
False |
309 |
| 40 |
2,118.50 |
2,043.75 |
74.75 |
3.6% |
17.25 |
0.8% |
54% |
False |
False |
260 |
| 60 |
2,118.50 |
2,020.75 |
97.75 |
4.7% |
17.50 |
0.8% |
65% |
False |
False |
190 |
| 80 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
15.25 |
0.7% |
66% |
False |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,179.00 |
|
2.618 |
2,147.25 |
|
1.618 |
2,127.75 |
|
1.000 |
2,115.75 |
|
0.618 |
2,108.25 |
|
HIGH |
2,096.25 |
|
0.618 |
2,088.75 |
|
0.500 |
2,086.50 |
|
0.382 |
2,084.25 |
|
LOW |
2,076.75 |
|
0.618 |
2,064.75 |
|
1.000 |
2,057.25 |
|
1.618 |
2,045.25 |
|
2.618 |
2,025.75 |
|
4.250 |
1,994.00 |
|
|