| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,076.65 |
2,077.60 |
0.95 |
0.0% |
2,100.83 |
| High |
2,081.30 |
2,085.65 |
4.35 |
0.2% |
2,120.55 |
| Low |
2,064.10 |
2,069.80 |
5.70 |
0.3% |
2,089.96 |
| Close |
2,075.32 |
2,071.50 |
-3.82 |
-0.2% |
2,096.07 |
| Range |
17.20 |
15.85 |
-1.35 |
-7.8% |
30.59 |
| ATR |
17.19 |
17.10 |
-0.10 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,123.20 |
2,113.20 |
2,080.22 |
|
| R3 |
2,107.35 |
2,097.35 |
2,075.86 |
|
| R2 |
2,091.50 |
2,091.50 |
2,074.41 |
|
| R1 |
2,081.50 |
2,081.50 |
2,072.95 |
2,078.58 |
| PP |
2,075.65 |
2,075.65 |
2,075.65 |
2,074.19 |
| S1 |
2,065.65 |
2,065.65 |
2,070.05 |
2,062.73 |
| S2 |
2,059.80 |
2,059.80 |
2,068.59 |
|
| S3 |
2,043.95 |
2,049.80 |
2,067.14 |
|
| S4 |
2,028.10 |
2,033.95 |
2,062.78 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,193.96 |
2,175.61 |
2,112.89 |
|
| R3 |
2,163.37 |
2,145.02 |
2,104.48 |
|
| R2 |
2,132.78 |
2,132.78 |
2,101.68 |
|
| R1 |
2,114.43 |
2,114.43 |
2,098.87 |
2,108.31 |
| PP |
2,102.19 |
2,102.19 |
2,102.19 |
2,099.14 |
| S1 |
2,083.84 |
2,083.84 |
2,093.27 |
2,077.72 |
| S2 |
2,071.60 |
2,071.60 |
2,090.46 |
|
| S3 |
2,041.01 |
2,053.25 |
2,087.66 |
|
| S4 |
2,010.42 |
2,022.66 |
2,079.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,117.64 |
2,064.10 |
53.54 |
2.6% |
16.45 |
0.8% |
14% |
False |
False |
|
| 10 |
2,120.55 |
2,064.10 |
56.45 |
2.7% |
14.70 |
0.7% |
13% |
False |
False |
|
| 20 |
2,120.55 |
2,025.91 |
94.64 |
4.6% |
15.30 |
0.7% |
48% |
False |
False |
|
| 40 |
2,120.55 |
2,025.91 |
94.64 |
4.6% |
16.79 |
0.8% |
48% |
False |
False |
|
| 60 |
2,120.55 |
2,022.49 |
98.06 |
4.7% |
17.10 |
0.8% |
50% |
False |
False |
|
| 80 |
2,120.55 |
1,891.00 |
229.55 |
11.1% |
18.27 |
0.9% |
79% |
False |
False |
|
| 100 |
2,120.55 |
1,810.10 |
310.45 |
15.0% |
21.04 |
1.0% |
84% |
False |
False |
|
| 120 |
2,120.55 |
1,810.10 |
310.45 |
15.0% |
23.41 |
1.1% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,153.01 |
|
2.618 |
2,127.15 |
|
1.618 |
2,111.30 |
|
1.000 |
2,101.50 |
|
0.618 |
2,095.45 |
|
HIGH |
2,085.65 |
|
0.618 |
2,079.60 |
|
0.500 |
2,077.73 |
|
0.382 |
2,075.85 |
|
LOW |
2,069.80 |
|
0.618 |
2,060.00 |
|
1.000 |
2,053.95 |
|
1.618 |
2,044.15 |
|
2.618 |
2,028.30 |
|
4.250 |
2,002.44 |
|
|