| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,091.34 |
2,084.26 |
-7.08 |
-0.3% |
2,092.34 |
| High |
2,091.34 |
2,097.40 |
6.06 |
0.3% |
2,115.02 |
| Low |
2,072.48 |
2,082.10 |
9.62 |
0.5% |
2,072.14 |
| Close |
2,084.42 |
2,096.29 |
11.87 |
0.6% |
2,094.11 |
| Range |
18.86 |
15.30 |
-3.56 |
-18.9% |
42.88 |
| ATR |
17.08 |
16.96 |
-0.13 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,137.83 |
2,132.36 |
2,104.71 |
|
| R3 |
2,122.53 |
2,117.06 |
2,100.50 |
|
| R2 |
2,107.23 |
2,107.23 |
2,099.10 |
|
| R1 |
2,101.76 |
2,101.76 |
2,097.69 |
2,104.50 |
| PP |
2,091.93 |
2,091.93 |
2,091.93 |
2,093.30 |
| S1 |
2,086.46 |
2,086.46 |
2,094.89 |
2,089.20 |
| S2 |
2,076.63 |
2,076.63 |
2,093.49 |
|
| S3 |
2,061.33 |
2,071.16 |
2,092.08 |
|
| S4 |
2,046.03 |
2,055.86 |
2,087.88 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,222.40 |
2,201.13 |
2,117.69 |
|
| R3 |
2,179.52 |
2,158.25 |
2,105.90 |
|
| R2 |
2,136.64 |
2,136.64 |
2,101.97 |
|
| R1 |
2,115.37 |
2,115.37 |
2,098.04 |
2,126.01 |
| PP |
2,093.76 |
2,093.76 |
2,093.76 |
2,099.07 |
| S1 |
2,072.49 |
2,072.49 |
2,090.18 |
2,083.13 |
| S2 |
2,050.88 |
2,050.88 |
2,086.25 |
|
| S3 |
2,008.00 |
2,029.61 |
2,082.32 |
|
| S4 |
1,965.12 |
1,986.73 |
2,070.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,115.02 |
2,072.48 |
42.54 |
2.0% |
17.28 |
0.8% |
56% |
False |
False |
|
| 10 |
2,121.92 |
2,072.14 |
49.78 |
2.4% |
16.11 |
0.8% |
49% |
False |
False |
|
| 20 |
2,134.71 |
2,072.14 |
62.57 |
3.0% |
15.33 |
0.7% |
39% |
False |
False |
|
| 40 |
2,134.71 |
2,067.92 |
66.79 |
3.2% |
16.74 |
0.8% |
42% |
False |
False |
|
| 60 |
2,134.71 |
2,045.50 |
89.21 |
4.3% |
17.23 |
0.8% |
57% |
False |
False |
|
| 80 |
2,134.71 |
2,039.69 |
95.02 |
4.5% |
17.52 |
0.8% |
60% |
False |
False |
|
| 100 |
2,134.71 |
1,980.90 |
153.81 |
7.3% |
18.30 |
0.9% |
75% |
False |
False |
|
| 120 |
2,134.71 |
1,980.90 |
153.81 |
7.3% |
19.48 |
0.9% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,162.43 |
|
2.618 |
2,137.46 |
|
1.618 |
2,122.16 |
|
1.000 |
2,112.70 |
|
0.618 |
2,106.86 |
|
HIGH |
2,097.40 |
|
0.618 |
2,091.56 |
|
0.500 |
2,089.75 |
|
0.382 |
2,087.94 |
|
LOW |
2,082.10 |
|
0.618 |
2,072.64 |
|
1.000 |
2,066.80 |
|
1.618 |
2,057.34 |
|
2.618 |
2,042.04 |
|
4.250 |
2,017.08 |
|
|