| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,042.69 |
2,073.17 |
30.48 |
1.5% |
2,075.58 |
| High |
2,073.13 |
2,098.94 |
25.81 |
1.2% |
2,113.32 |
| Low |
2,042.69 |
2,070.00 |
27.31 |
1.3% |
2,032.57 |
| Close |
2,070.77 |
2,098.86 |
28.09 |
1.4% |
2,037.41 |
| Range |
30.44 |
28.94 |
-1.50 |
-4.9% |
80.75 |
| ATR |
26.24 |
26.44 |
0.19 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,176.09 |
2,166.41 |
2,114.78 |
|
| R3 |
2,147.15 |
2,137.47 |
2,106.82 |
|
| R2 |
2,118.21 |
2,118.21 |
2,104.17 |
|
| R1 |
2,108.53 |
2,108.53 |
2,101.51 |
2,113.37 |
| PP |
2,089.27 |
2,089.27 |
2,089.27 |
2,091.69 |
| S1 |
2,079.59 |
2,079.59 |
2,096.21 |
2,084.43 |
| S2 |
2,060.33 |
2,060.33 |
2,093.55 |
|
| S3 |
2,031.39 |
2,050.65 |
2,090.90 |
|
| S4 |
2,002.45 |
2,021.71 |
2,082.94 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,303.35 |
2,251.13 |
2,081.82 |
|
| R3 |
2,222.60 |
2,170.38 |
2,059.62 |
|
| R2 |
2,141.85 |
2,141.85 |
2,052.21 |
|
| R1 |
2,089.63 |
2,089.63 |
2,044.81 |
2,075.37 |
| PP |
2,061.10 |
2,061.10 |
2,061.10 |
2,053.97 |
| S1 |
2,008.88 |
2,008.88 |
2,030.01 |
1,994.62 |
| S2 |
1,980.35 |
1,980.35 |
2,022.61 |
|
| S3 |
1,899.60 |
1,928.13 |
2,015.20 |
|
| S4 |
1,818.85 |
1,847.38 |
1,993.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,103.81 |
1,991.68 |
112.13 |
5.3% |
39.96 |
1.9% |
96% |
False |
False |
|
| 10 |
2,113.32 |
1,991.68 |
121.64 |
5.8% |
28.68 |
1.4% |
88% |
False |
False |
|
| 20 |
2,120.55 |
1,991.68 |
128.87 |
6.1% |
22.32 |
1.1% |
83% |
False |
False |
|
| 40 |
2,120.55 |
1,991.68 |
128.87 |
6.1% |
20.01 |
1.0% |
83% |
False |
False |
|
| 60 |
2,120.55 |
1,991.68 |
128.87 |
6.1% |
19.15 |
0.9% |
83% |
False |
False |
|
| 80 |
2,120.55 |
1,969.25 |
151.30 |
7.2% |
18.87 |
0.9% |
86% |
False |
False |
|
| 100 |
2,120.55 |
1,810.10 |
310.45 |
14.8% |
20.20 |
1.0% |
93% |
False |
False |
|
| 120 |
2,120.55 |
1,810.10 |
310.45 |
14.8% |
23.65 |
1.1% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,221.94 |
|
2.618 |
2,174.70 |
|
1.618 |
2,145.76 |
|
1.000 |
2,127.88 |
|
0.618 |
2,116.82 |
|
HIGH |
2,098.94 |
|
0.618 |
2,087.88 |
|
0.500 |
2,084.47 |
|
0.382 |
2,081.06 |
|
LOW |
2,070.00 |
|
0.618 |
2,052.12 |
|
1.000 |
2,041.06 |
|
1.618 |
2,023.18 |
|
2.618 |
1,994.24 |
|
4.250 |
1,947.01 |
|
|