| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,083.00 |
2,072.00 |
-11.00 |
-0.5% |
2,097.50 |
| High |
2,084.50 |
2,076.25 |
-8.25 |
-0.4% |
2,105.25 |
| Low |
2,069.75 |
2,061.25 |
-8.50 |
-0.4% |
2,069.75 |
| Close |
2,077.50 |
2,063.25 |
-14.25 |
-0.7% |
2,077.50 |
| Range |
14.75 |
15.00 |
0.25 |
1.7% |
35.50 |
| ATR |
17.61 |
17.51 |
-0.10 |
-0.6% |
0.00 |
| Volume |
165 |
572 |
407 |
246.7% |
1,626 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,112.00 |
2,102.50 |
2,071.50 |
|
| R3 |
2,097.00 |
2,087.50 |
2,067.50 |
|
| R2 |
2,082.00 |
2,082.00 |
2,066.00 |
|
| R1 |
2,072.50 |
2,072.50 |
2,064.50 |
2,069.75 |
| PP |
2,067.00 |
2,067.00 |
2,067.00 |
2,065.50 |
| S1 |
2,057.50 |
2,057.50 |
2,062.00 |
2,054.75 |
| S2 |
2,052.00 |
2,052.00 |
2,060.50 |
|
| S3 |
2,037.00 |
2,042.50 |
2,059.00 |
|
| S4 |
2,022.00 |
2,027.50 |
2,055.00 |
|
|
| 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 |
2,061.25 |
44.00 |
2.1% |
16.75 |
0.8% |
5% |
False |
True |
265 |
| 10 |
2,110.25 |
2,061.25 |
49.00 |
2.4% |
17.50 |
0.9% |
4% |
False |
True |
354 |
| 20 |
2,118.50 |
2,061.25 |
57.25 |
2.8% |
15.25 |
0.7% |
3% |
False |
True |
319 |
| 40 |
2,118.50 |
2,043.75 |
74.75 |
3.6% |
17.25 |
0.8% |
26% |
False |
False |
272 |
| 60 |
2,118.50 |
2,023.75 |
94.75 |
4.6% |
17.50 |
0.8% |
42% |
False |
False |
200 |
| 80 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
15.25 |
0.7% |
45% |
False |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,140.00 |
|
2.618 |
2,115.50 |
|
1.618 |
2,100.50 |
|
1.000 |
2,091.25 |
|
0.618 |
2,085.50 |
|
HIGH |
2,076.25 |
|
0.618 |
2,070.50 |
|
0.500 |
2,068.75 |
|
0.382 |
2,067.00 |
|
LOW |
2,061.25 |
|
0.618 |
2,052.00 |
|
1.000 |
2,046.25 |
|
1.618 |
2,037.00 |
|
2.618 |
2,022.00 |
|
4.250 |
1,997.50 |
|
|