| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,090.50 |
2,093.00 |
2.50 |
0.1% |
2,072.00 |
| High |
2,099.25 |
2,093.00 |
-6.25 |
-0.3% |
2,099.25 |
| Low |
2,089.00 |
2,074.50 |
-14.50 |
-0.7% |
2,053.75 |
| Close |
2,094.00 |
2,078.00 |
-16.00 |
-0.8% |
2,078.00 |
| Range |
10.25 |
18.50 |
8.25 |
80.5% |
45.50 |
| ATR |
17.52 |
17.66 |
0.14 |
0.8% |
0.00 |
| Volume |
162 |
307 |
145 |
89.5% |
10,440 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,137.25 |
2,126.25 |
2,088.25 |
|
| R3 |
2,118.75 |
2,107.75 |
2,083.00 |
|
| R2 |
2,100.25 |
2,100.25 |
2,081.50 |
|
| R1 |
2,089.25 |
2,089.25 |
2,079.75 |
2,085.50 |
| PP |
2,081.75 |
2,081.75 |
2,081.75 |
2,080.00 |
| S1 |
2,070.75 |
2,070.75 |
2,076.25 |
2,067.00 |
| S2 |
2,063.25 |
2,063.25 |
2,074.50 |
|
| S3 |
2,044.75 |
2,052.25 |
2,073.00 |
|
| S4 |
2,026.25 |
2,033.75 |
2,067.75 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,213.50 |
2,191.25 |
2,103.00 |
|
| R3 |
2,168.00 |
2,145.75 |
2,090.50 |
|
| R2 |
2,122.50 |
2,122.50 |
2,086.25 |
|
| R1 |
2,100.25 |
2,100.25 |
2,082.25 |
2,111.50 |
| PP |
2,077.00 |
2,077.00 |
2,077.00 |
2,082.50 |
| S1 |
2,054.75 |
2,054.75 |
2,073.75 |
2,066.00 |
| S2 |
2,031.50 |
2,031.50 |
2,069.75 |
|
| S3 |
1,986.00 |
2,009.25 |
2,065.50 |
|
| S4 |
1,940.50 |
1,963.75 |
2,053.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,099.25 |
2,053.75 |
45.50 |
2.2% |
16.50 |
0.8% |
53% |
False |
False |
2,088 |
| 10 |
2,105.25 |
2,053.75 |
51.50 |
2.5% |
16.50 |
0.8% |
47% |
False |
False |
1,206 |
| 20 |
2,118.50 |
2,053.75 |
64.75 |
3.1% |
15.50 |
0.7% |
37% |
False |
False |
709 |
| 40 |
2,118.50 |
2,043.75 |
74.75 |
3.6% |
17.50 |
0.8% |
46% |
False |
False |
512 |
| 60 |
2,118.50 |
2,023.75 |
94.75 |
4.6% |
17.25 |
0.8% |
57% |
False |
False |
361 |
| 80 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
16.00 |
0.8% |
59% |
False |
False |
277 |
| 100 |
2,118.50 |
1,956.25 |
162.25 |
7.8% |
16.25 |
0.8% |
75% |
False |
False |
242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,171.50 |
|
2.618 |
2,141.50 |
|
1.618 |
2,123.00 |
|
1.000 |
2,111.50 |
|
0.618 |
2,104.50 |
|
HIGH |
2,093.00 |
|
0.618 |
2,086.00 |
|
0.500 |
2,083.75 |
|
0.382 |
2,081.50 |
|
LOW |
2,074.50 |
|
0.618 |
2,063.00 |
|
1.000 |
2,056.00 |
|
1.618 |
2,044.50 |
|
2.618 |
2,026.00 |
|
4.250 |
1,996.00 |
|
|