| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,096.00 |
2,083.00 |
-13.00 |
-0.6% |
2,097.50 |
| High |
2,096.25 |
2,084.50 |
-11.75 |
-0.6% |
2,105.25 |
| Low |
2,076.75 |
2,069.75 |
-7.00 |
-0.3% |
2,069.75 |
| Close |
2,084.25 |
2,077.50 |
-6.75 |
-0.3% |
2,077.50 |
| Range |
19.50 |
14.75 |
-4.75 |
-24.4% |
35.50 |
| ATR |
17.83 |
17.61 |
-0.22 |
-1.2% |
0.00 |
| Volume |
133 |
165 |
32 |
24.1% |
1,626 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,121.50 |
2,114.25 |
2,085.50 |
|
| R3 |
2,106.75 |
2,099.50 |
2,081.50 |
|
| R2 |
2,092.00 |
2,092.00 |
2,080.25 |
|
| R1 |
2,084.75 |
2,084.75 |
2,078.75 |
2,081.00 |
| PP |
2,077.25 |
2,077.25 |
2,077.25 |
2,075.50 |
| S1 |
2,070.00 |
2,070.00 |
2,076.25 |
2,066.25 |
| S2 |
2,062.50 |
2,062.50 |
2,074.75 |
|
| S3 |
2,047.75 |
2,055.25 |
2,073.50 |
|
| S4 |
2,033.00 |
2,040.50 |
2,069.50 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,190.75 |
2,169.50 |
2,097.00 |
|
| R3 |
2,155.25 |
2,134.00 |
2,087.25 |
|
| R2 |
2,119.75 |
2,119.75 |
2,084.00 |
|
| R1 |
2,098.50 |
2,098.50 |
2,080.75 |
2,091.50 |
| PP |
2,084.25 |
2,084.25 |
2,084.25 |
2,080.50 |
| S1 |
2,063.00 |
2,063.00 |
2,074.25 |
2,056.00 |
| S2 |
2,048.75 |
2,048.75 |
2,071.00 |
|
| S3 |
2,013.25 |
2,027.50 |
2,067.75 |
|
| S4 |
1,977.75 |
1,992.00 |
2,058.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,105.25 |
2,069.75 |
35.50 |
1.7% |
16.25 |
0.8% |
22% |
False |
True |
325 |
| 10 |
2,115.00 |
2,069.75 |
45.25 |
2.2% |
16.75 |
0.8% |
17% |
False |
True |
318 |
| 20 |
2,118.50 |
2,066.25 |
52.25 |
2.5% |
16.00 |
0.8% |
22% |
False |
False |
297 |
| 40 |
2,118.50 |
2,043.75 |
74.75 |
3.6% |
17.25 |
0.8% |
45% |
False |
False |
259 |
| 60 |
2,118.50 |
2,020.75 |
97.75 |
4.7% |
17.75 |
0.8% |
58% |
False |
False |
193 |
| 80 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
15.25 |
0.7% |
59% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,147.25 |
|
2.618 |
2,123.00 |
|
1.618 |
2,108.25 |
|
1.000 |
2,099.25 |
|
0.618 |
2,093.50 |
|
HIGH |
2,084.50 |
|
0.618 |
2,078.75 |
|
0.500 |
2,077.00 |
|
0.382 |
2,075.50 |
|
LOW |
2,069.75 |
|
0.618 |
2,060.75 |
|
1.000 |
2,055.00 |
|
1.618 |
2,046.00 |
|
2.618 |
2,031.25 |
|
4.250 |
2,007.00 |
|
|