| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,424.14 |
2,431.24 |
7.10 |
0.3% |
2,425.88 |
| High |
2,433.95 |
2,433.15 |
-0.80 |
0.0% |
2,443.75 |
| Low |
2,418.53 |
2,422.88 |
4.35 |
0.2% |
2,418.53 |
| Close |
2,432.46 |
2,433.15 |
0.69 |
0.0% |
2,433.15 |
| Range |
15.42 |
10.27 |
-5.15 |
-33.4% |
25.22 |
| ATR |
14.03 |
13.76 |
-0.27 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,460.54 |
2,457.11 |
2,438.80 |
|
| R3 |
2,450.27 |
2,446.84 |
2,435.97 |
|
| R2 |
2,440.00 |
2,440.00 |
2,435.03 |
|
| R1 |
2,436.57 |
2,436.57 |
2,434.09 |
2,438.29 |
| PP |
2,429.73 |
2,429.73 |
2,429.73 |
2,430.58 |
| S1 |
2,426.30 |
2,426.30 |
2,432.21 |
2,428.02 |
| S2 |
2,419.46 |
2,419.46 |
2,431.27 |
|
| S3 |
2,409.19 |
2,416.03 |
2,430.33 |
|
| S4 |
2,398.92 |
2,405.76 |
2,427.50 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,507.47 |
2,495.53 |
2,447.02 |
|
| R3 |
2,482.25 |
2,470.31 |
2,440.09 |
|
| R2 |
2,457.03 |
2,457.03 |
2,437.77 |
|
| R1 |
2,445.09 |
2,445.09 |
2,435.46 |
2,451.06 |
| PP |
2,431.81 |
2,431.81 |
2,431.81 |
2,434.80 |
| S1 |
2,419.87 |
2,419.87 |
2,430.84 |
2,425.84 |
| S2 |
2,406.59 |
2,406.59 |
2,428.53 |
|
| S3 |
2,381.37 |
2,394.65 |
2,426.21 |
|
| S4 |
2,356.15 |
2,369.43 |
2,419.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,443.75 |
2,418.53 |
25.22 |
1.0% |
12.34 |
0.5% |
58% |
False |
False |
|
| 10 |
2,446.20 |
2,415.70 |
30.50 |
1.3% |
12.74 |
0.5% |
57% |
False |
False |
|
| 20 |
2,446.20 |
2,370.43 |
75.77 |
3.1% |
11.57 |
0.5% |
83% |
False |
False |
|
| 40 |
2,446.20 |
2,344.51 |
101.69 |
4.2% |
11.44 |
0.5% |
87% |
False |
False |
|
| 60 |
2,446.20 |
2,322.25 |
123.95 |
5.1% |
13.20 |
0.5% |
89% |
False |
False |
|
| 80 |
2,446.20 |
2,322.25 |
123.95 |
5.1% |
13.31 |
0.5% |
89% |
False |
False |
|
| 100 |
2,446.20 |
2,267.21 |
178.99 |
7.4% |
12.93 |
0.5% |
93% |
False |
False |
|
| 120 |
2,446.20 |
2,233.62 |
212.58 |
8.7% |
12.96 |
0.5% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,476.80 |
|
2.618 |
2,460.04 |
|
1.618 |
2,449.77 |
|
1.000 |
2,443.42 |
|
0.618 |
2,439.50 |
|
HIGH |
2,433.15 |
|
0.618 |
2,429.23 |
|
0.500 |
2,428.02 |
|
0.382 |
2,426.80 |
|
LOW |
2,422.88 |
|
0.618 |
2,416.53 |
|
1.000 |
2,412.61 |
|
1.618 |
2,406.26 |
|
2.618 |
2,395.99 |
|
4.250 |
2,379.23 |
|
|