| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,436.39 |
2,425.88 |
-10.51 |
-0.4% |
2,437.83 |
| High |
2,446.20 |
2,430.38 |
-15.82 |
-0.6% |
2,446.20 |
| Low |
2,415.70 |
2,419.97 |
4.27 |
0.2% |
2,415.70 |
| Close |
2,431.77 |
2,429.39 |
-2.38 |
-0.1% |
2,431.77 |
| Range |
30.50 |
10.41 |
-20.09 |
-65.9% |
30.50 |
| ATR |
13.72 |
13.58 |
-0.14 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,457.81 |
2,454.01 |
2,435.12 |
|
| R3 |
2,447.40 |
2,443.60 |
2,432.25 |
|
| R2 |
2,436.99 |
2,436.99 |
2,431.30 |
|
| R1 |
2,433.19 |
2,433.19 |
2,430.34 |
2,435.09 |
| PP |
2,426.58 |
2,426.58 |
2,426.58 |
2,427.53 |
| S1 |
2,422.78 |
2,422.78 |
2,428.44 |
2,424.68 |
| S2 |
2,416.17 |
2,416.17 |
2,427.48 |
|
| S3 |
2,405.76 |
2,412.37 |
2,426.53 |
|
| S4 |
2,395.35 |
2,401.96 |
2,423.66 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,522.72 |
2,507.75 |
2,448.55 |
|
| R3 |
2,492.22 |
2,477.25 |
2,440.16 |
|
| R2 |
2,461.72 |
2,461.72 |
2,437.36 |
|
| R1 |
2,446.75 |
2,446.75 |
2,434.57 |
2,438.99 |
| PP |
2,431.22 |
2,431.22 |
2,431.22 |
2,427.34 |
| S1 |
2,416.25 |
2,416.25 |
2,428.97 |
2,408.49 |
| S2 |
2,400.72 |
2,400.72 |
2,426.18 |
|
| S3 |
2,370.22 |
2,385.75 |
2,423.38 |
|
| S4 |
2,339.72 |
2,355.25 |
2,415.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,446.20 |
2,415.70 |
30.50 |
1.3% |
14.17 |
0.6% |
45% |
False |
False |
|
| 10 |
2,446.20 |
2,403.62 |
42.58 |
1.8% |
12.33 |
0.5% |
61% |
False |
False |
|
| 20 |
2,446.20 |
2,353.29 |
92.91 |
3.8% |
12.53 |
0.5% |
82% |
False |
False |
|
| 40 |
2,446.20 |
2,332.51 |
113.69 |
4.7% |
11.87 |
0.5% |
85% |
False |
False |
|
| 60 |
2,446.20 |
2,322.25 |
123.95 |
5.1% |
13.57 |
0.6% |
86% |
False |
False |
|
| 80 |
2,446.20 |
2,322.25 |
123.95 |
5.1% |
13.20 |
0.5% |
86% |
False |
False |
|
| 100 |
2,446.20 |
2,257.02 |
189.18 |
7.8% |
13.03 |
0.5% |
91% |
False |
False |
|
| 120 |
2,446.20 |
2,233.62 |
212.58 |
8.8% |
12.77 |
0.5% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,474.62 |
|
2.618 |
2,457.63 |
|
1.618 |
2,447.22 |
|
1.000 |
2,440.79 |
|
0.618 |
2,436.81 |
|
HIGH |
2,430.38 |
|
0.618 |
2,426.40 |
|
0.500 |
2,425.18 |
|
0.382 |
2,423.95 |
|
LOW |
2,419.97 |
|
0.618 |
2,413.54 |
|
1.000 |
2,409.56 |
|
1.618 |
2,403.13 |
|
2.618 |
2,392.72 |
|
4.250 |
2,375.73 |
|
|