| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,425.88 |
2,434.15 |
8.27 |
0.3% |
2,437.83 |
| High |
2,430.38 |
2,441.49 |
11.11 |
0.5% |
2,446.20 |
| Low |
2,419.97 |
2,431.28 |
11.31 |
0.5% |
2,415.70 |
| Close |
2,429.39 |
2,440.35 |
10.96 |
0.5% |
2,431.77 |
| Range |
10.41 |
10.21 |
-0.20 |
-1.9% |
30.50 |
| ATR |
13.58 |
13.48 |
-0.11 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,468.34 |
2,464.55 |
2,445.97 |
|
| R3 |
2,458.13 |
2,454.34 |
2,443.16 |
|
| R2 |
2,447.92 |
2,447.92 |
2,442.22 |
|
| R1 |
2,444.13 |
2,444.13 |
2,441.29 |
2,446.03 |
| PP |
2,437.71 |
2,437.71 |
2,437.71 |
2,438.65 |
| S1 |
2,433.92 |
2,433.92 |
2,439.41 |
2,435.82 |
| S2 |
2,427.50 |
2,427.50 |
2,438.48 |
|
| S3 |
2,417.29 |
2,423.71 |
2,437.54 |
|
| S4 |
2,407.08 |
2,413.50 |
2,434.73 |
|
|
| 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 |
1.2% |
14.60 |
0.6% |
81% |
False |
False |
|
| 10 |
2,446.20 |
2,403.62 |
42.58 |
1.7% |
12.77 |
0.5% |
86% |
False |
False |
|
| 20 |
2,446.20 |
2,353.29 |
92.91 |
3.8% |
12.53 |
0.5% |
94% |
False |
False |
|
| 40 |
2,446.20 |
2,334.54 |
111.66 |
4.6% |
11.70 |
0.5% |
95% |
False |
False |
|
| 60 |
2,446.20 |
2,322.25 |
123.95 |
5.1% |
13.61 |
0.6% |
95% |
False |
False |
|
| 80 |
2,446.20 |
2,322.25 |
123.95 |
5.1% |
13.17 |
0.5% |
95% |
False |
False |
|
| 100 |
2,446.20 |
2,257.02 |
189.18 |
7.8% |
12.97 |
0.5% |
97% |
False |
False |
|
| 120 |
2,446.20 |
2,233.62 |
212.58 |
8.7% |
12.78 |
0.5% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,484.88 |
|
2.618 |
2,468.22 |
|
1.618 |
2,458.01 |
|
1.000 |
2,451.70 |
|
0.618 |
2,447.80 |
|
HIGH |
2,441.49 |
|
0.618 |
2,437.59 |
|
0.500 |
2,436.39 |
|
0.382 |
2,435.18 |
|
LOW |
2,431.28 |
|
0.618 |
2,424.97 |
|
1.000 |
2,421.07 |
|
1.618 |
2,414.76 |
|
2.618 |
2,404.55 |
|
4.250 |
2,387.89 |
|
|