| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,089.75 |
2,092.80 |
3.05 |
0.1% |
2,091.75 |
| High |
2,099.71 |
2,113.32 |
13.61 |
0.6% |
2,098.12 |
| Low |
2,084.36 |
2,092.80 |
8.44 |
0.4% |
2,050.37 |
| Close |
2,085.44 |
2,113.32 |
27.88 |
1.3% |
2,071.21 |
| Range |
15.35 |
20.52 |
5.17 |
33.7% |
47.75 |
| ATR |
17.85 |
18.57 |
0.72 |
4.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,168.04 |
2,161.20 |
2,124.61 |
|
| R3 |
2,147.52 |
2,140.68 |
2,118.96 |
|
| R2 |
2,127.00 |
2,127.00 |
2,117.08 |
|
| R1 |
2,120.16 |
2,120.16 |
2,115.20 |
2,123.58 |
| PP |
2,106.48 |
2,106.48 |
2,106.48 |
2,108.19 |
| S1 |
2,099.64 |
2,099.64 |
2,111.44 |
2,103.06 |
| S2 |
2,085.96 |
2,085.96 |
2,109.56 |
|
| S3 |
2,065.44 |
2,079.12 |
2,107.68 |
|
| S4 |
2,044.92 |
2,058.60 |
2,102.03 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,216.48 |
2,191.60 |
2,097.47 |
|
| R3 |
2,168.73 |
2,143.85 |
2,084.34 |
|
| R2 |
2,120.98 |
2,120.98 |
2,079.96 |
|
| R1 |
2,096.10 |
2,096.10 |
2,075.59 |
2,084.67 |
| PP |
2,073.23 |
2,073.23 |
2,073.23 |
2,067.52 |
| S1 |
2,048.35 |
2,048.35 |
2,066.83 |
2,036.92 |
| S2 |
2,025.48 |
2,025.48 |
2,062.46 |
|
| S3 |
1,977.73 |
2,000.60 |
2,058.08 |
|
| S4 |
1,929.98 |
1,952.85 |
2,044.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,113.32 |
2,062.84 |
50.48 |
2.4% |
17.39 |
0.8% |
100% |
True |
False |
|
| 10 |
2,113.32 |
2,050.37 |
62.95 |
3.0% |
18.85 |
0.9% |
100% |
True |
False |
|
| 20 |
2,120.55 |
2,050.37 |
70.18 |
3.3% |
15.51 |
0.7% |
90% |
False |
False |
|
| 40 |
2,120.55 |
2,025.91 |
94.64 |
4.5% |
17.60 |
0.8% |
92% |
False |
False |
|
| 60 |
2,120.55 |
2,025.91 |
94.64 |
4.5% |
17.44 |
0.8% |
92% |
False |
False |
|
| 80 |
2,120.55 |
1,968.80 |
151.75 |
7.2% |
17.53 |
0.8% |
95% |
False |
False |
|
| 100 |
2,120.55 |
1,810.10 |
310.45 |
14.7% |
20.16 |
1.0% |
98% |
False |
False |
|
| 120 |
2,120.55 |
1,810.10 |
310.45 |
14.7% |
23.55 |
1.1% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,200.53 |
|
2.618 |
2,167.04 |
|
1.618 |
2,146.52 |
|
1.000 |
2,133.84 |
|
0.618 |
2,126.00 |
|
HIGH |
2,113.32 |
|
0.618 |
2,105.48 |
|
0.500 |
2,103.06 |
|
0.382 |
2,100.64 |
|
LOW |
2,092.80 |
|
0.618 |
2,080.12 |
|
1.000 |
2,072.28 |
|
1.618 |
2,059.60 |
|
2.618 |
2,039.08 |
|
4.250 |
2,005.59 |
|
|