| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,431.24 |
2,442.55 |
11.31 |
0.5% |
2,425.88 |
| High |
2,433.15 |
2,453.82 |
20.67 |
0.8% |
2,443.75 |
| Low |
2,422.88 |
2,441.79 |
18.91 |
0.8% |
2,418.53 |
| Close |
2,433.15 |
2,453.46 |
20.31 |
0.8% |
2,433.15 |
| Range |
10.27 |
12.03 |
1.76 |
17.1% |
25.22 |
| ATR |
13.76 |
14.25 |
0.49 |
3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,485.78 |
2,481.65 |
2,460.08 |
|
| R3 |
2,473.75 |
2,469.62 |
2,456.77 |
|
| R2 |
2,461.72 |
2,461.72 |
2,455.67 |
|
| R1 |
2,457.59 |
2,457.59 |
2,454.56 |
2,459.66 |
| PP |
2,449.69 |
2,449.69 |
2,449.69 |
2,450.72 |
| S1 |
2,445.56 |
2,445.56 |
2,452.36 |
2,447.63 |
| S2 |
2,437.66 |
2,437.66 |
2,451.25 |
|
| S3 |
2,425.63 |
2,433.53 |
2,450.15 |
|
| S4 |
2,413.60 |
2,421.50 |
2,446.84 |
|
|
| 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 |
2,453.82 |
2,418.53 |
35.29 |
1.4% |
12.67 |
0.5% |
99% |
True |
False |
|
| 10 |
2,453.82 |
2,415.70 |
38.12 |
1.6% |
13.42 |
0.5% |
99% |
True |
False |
|
| 20 |
2,453.82 |
2,386.92 |
66.90 |
2.7% |
11.24 |
0.5% |
99% |
True |
False |
|
| 40 |
2,453.82 |
2,353.29 |
100.53 |
4.1% |
11.45 |
0.5% |
100% |
True |
False |
|
| 60 |
2,453.82 |
2,322.25 |
131.57 |
5.4% |
13.12 |
0.5% |
100% |
True |
False |
|
| 80 |
2,453.82 |
2,322.25 |
131.57 |
5.4% |
13.29 |
0.5% |
100% |
True |
False |
|
| 100 |
2,453.82 |
2,267.21 |
186.61 |
7.6% |
12.95 |
0.5% |
100% |
True |
False |
|
| 120 |
2,453.82 |
2,233.62 |
220.20 |
9.0% |
13.02 |
0.5% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,504.95 |
|
2.618 |
2,485.31 |
|
1.618 |
2,473.28 |
|
1.000 |
2,465.85 |
|
0.618 |
2,461.25 |
|
HIGH |
2,453.82 |
|
0.618 |
2,449.22 |
|
0.500 |
2,447.81 |
|
0.382 |
2,446.39 |
|
LOW |
2,441.79 |
|
0.618 |
2,434.36 |
|
1.000 |
2,429.76 |
|
1.618 |
2,422.33 |
|
2.618 |
2,410.30 |
|
4.250 |
2,390.66 |
|
|