| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,442.55 |
2,450.66 |
8.11 |
0.3% |
2,425.88 |
| High |
2,453.82 |
2,450.66 |
-3.16 |
-0.1% |
2,443.75 |
| Low |
2,441.79 |
2,436.60 |
-5.19 |
-0.2% |
2,418.53 |
| Close |
2,453.46 |
2,437.03 |
-16.43 |
-0.7% |
2,433.15 |
| Range |
12.03 |
14.06 |
2.03 |
16.9% |
25.22 |
| ATR |
14.25 |
14.44 |
0.19 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,483.61 |
2,474.38 |
2,444.76 |
|
| R3 |
2,469.55 |
2,460.32 |
2,440.90 |
|
| R2 |
2,455.49 |
2,455.49 |
2,439.61 |
|
| R1 |
2,446.26 |
2,446.26 |
2,438.32 |
2,443.85 |
| PP |
2,441.43 |
2,441.43 |
2,441.43 |
2,440.22 |
| S1 |
2,432.20 |
2,432.20 |
2,435.74 |
2,429.79 |
| S2 |
2,427.37 |
2,427.37 |
2,434.45 |
|
| S3 |
2,413.31 |
2,418.14 |
2,433.16 |
|
| S4 |
2,399.25 |
2,404.08 |
2,429.30 |
|
|
| 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% |
13.44 |
0.6% |
52% |
False |
False |
|
| 10 |
2,453.82 |
2,415.70 |
38.12 |
1.6% |
14.02 |
0.6% |
56% |
False |
False |
|
| 20 |
2,453.82 |
2,393.88 |
59.94 |
2.5% |
11.52 |
0.5% |
72% |
False |
False |
|
| 40 |
2,453.82 |
2,353.29 |
100.53 |
4.1% |
11.61 |
0.5% |
83% |
False |
False |
|
| 60 |
2,453.82 |
2,322.25 |
131.57 |
5.4% |
13.02 |
0.5% |
87% |
False |
False |
|
| 80 |
2,453.82 |
2,322.25 |
131.57 |
5.4% |
13.29 |
0.5% |
87% |
False |
False |
|
| 100 |
2,453.82 |
2,267.21 |
186.61 |
7.7% |
13.02 |
0.5% |
91% |
False |
False |
|
| 120 |
2,453.82 |
2,233.62 |
220.20 |
9.0% |
13.07 |
0.5% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,510.42 |
|
2.618 |
2,487.47 |
|
1.618 |
2,473.41 |
|
1.000 |
2,464.72 |
|
0.618 |
2,459.35 |
|
HIGH |
2,450.66 |
|
0.618 |
2,445.29 |
|
0.500 |
2,443.63 |
|
0.382 |
2,441.97 |
|
LOW |
2,436.60 |
|
0.618 |
2,427.91 |
|
1.000 |
2,422.54 |
|
1.618 |
2,413.85 |
|
2.618 |
2,399.79 |
|
4.250 |
2,376.85 |
|
|