| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,443.75 |
2,424.14 |
-19.61 |
-0.8% |
2,437.83 |
| High |
2,443.75 |
2,433.95 |
-9.80 |
-0.4% |
2,446.20 |
| Low |
2,428.34 |
2,418.53 |
-9.81 |
-0.4% |
2,415.70 |
| Close |
2,437.92 |
2,432.46 |
-5.46 |
-0.2% |
2,431.77 |
| Range |
15.41 |
15.42 |
0.01 |
0.1% |
30.50 |
| ATR |
13.61 |
14.03 |
0.41 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,474.57 |
2,468.94 |
2,440.94 |
|
| R3 |
2,459.15 |
2,453.52 |
2,436.70 |
|
| R2 |
2,443.73 |
2,443.73 |
2,435.29 |
|
| R1 |
2,438.10 |
2,438.10 |
2,433.87 |
2,440.92 |
| PP |
2,428.31 |
2,428.31 |
2,428.31 |
2,429.72 |
| S1 |
2,422.68 |
2,422.68 |
2,431.05 |
2,425.50 |
| S2 |
2,412.89 |
2,412.89 |
2,429.63 |
|
| S3 |
2,397.47 |
2,407.26 |
2,428.22 |
|
| S4 |
2,382.05 |
2,391.84 |
2,423.98 |
|
|
| 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% |
16.39 |
0.7% |
55% |
False |
False |
|
| 10 |
2,446.20 |
2,415.70 |
30.50 |
1.3% |
12.97 |
0.5% |
55% |
False |
False |
|
| 20 |
2,446.20 |
2,353.29 |
92.91 |
3.8% |
12.18 |
0.5% |
85% |
False |
False |
|
| 40 |
2,446.20 |
2,340.91 |
105.29 |
4.3% |
11.70 |
0.5% |
87% |
False |
False |
|
| 60 |
2,446.20 |
2,322.25 |
123.95 |
5.1% |
13.29 |
0.5% |
89% |
False |
False |
|
| 80 |
2,446.20 |
2,322.25 |
123.95 |
5.1% |
13.26 |
0.5% |
89% |
False |
False |
|
| 100 |
2,446.20 |
2,266.68 |
179.52 |
7.4% |
13.01 |
0.5% |
92% |
False |
False |
|
| 120 |
2,446.20 |
2,233.62 |
212.58 |
8.7% |
12.94 |
0.5% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,499.49 |
|
2.618 |
2,474.32 |
|
1.618 |
2,458.90 |
|
1.000 |
2,449.37 |
|
0.618 |
2,443.48 |
|
HIGH |
2,433.95 |
|
0.618 |
2,428.06 |
|
0.500 |
2,426.24 |
|
0.382 |
2,424.42 |
|
LOW |
2,418.53 |
|
0.618 |
2,409.00 |
|
1.000 |
2,403.11 |
|
1.618 |
2,393.58 |
|
2.618 |
2,378.16 |
|
4.250 |
2,353.00 |
|
|