| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,450.66 |
2,439.31 |
-11.35 |
-0.5% |
2,425.88 |
| High |
2,450.66 |
2,442.23 |
-8.43 |
-0.3% |
2,443.75 |
| Low |
2,436.60 |
2,430.74 |
-5.86 |
-0.2% |
2,418.53 |
| Close |
2,437.03 |
2,435.61 |
-1.42 |
-0.1% |
2,433.15 |
| Range |
14.06 |
11.49 |
-2.57 |
-18.3% |
25.22 |
| ATR |
14.44 |
14.23 |
-0.21 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,470.66 |
2,464.63 |
2,441.93 |
|
| R3 |
2,459.17 |
2,453.14 |
2,438.77 |
|
| R2 |
2,447.68 |
2,447.68 |
2,437.72 |
|
| R1 |
2,441.65 |
2,441.65 |
2,436.66 |
2,438.92 |
| PP |
2,436.19 |
2,436.19 |
2,436.19 |
2,434.83 |
| S1 |
2,430.16 |
2,430.16 |
2,434.56 |
2,427.43 |
| S2 |
2,424.70 |
2,424.70 |
2,433.50 |
|
| S3 |
2,413.21 |
2,418.67 |
2,432.45 |
|
| S4 |
2,401.72 |
2,407.18 |
2,429.29 |
|
|
| 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% |
12.65 |
0.5% |
48% |
False |
False |
|
| 10 |
2,453.82 |
2,415.70 |
38.12 |
1.6% |
14.11 |
0.6% |
52% |
False |
False |
|
| 20 |
2,453.82 |
2,398.09 |
55.73 |
2.3% |
11.74 |
0.5% |
67% |
False |
False |
|
| 40 |
2,453.82 |
2,353.29 |
100.53 |
4.1% |
11.61 |
0.5% |
82% |
False |
False |
|
| 60 |
2,453.82 |
2,328.95 |
124.87 |
5.1% |
12.83 |
0.5% |
85% |
False |
False |
|
| 80 |
2,453.82 |
2,322.25 |
131.57 |
5.4% |
13.31 |
0.5% |
86% |
False |
False |
|
| 100 |
2,453.82 |
2,267.21 |
186.61 |
7.7% |
13.06 |
0.5% |
90% |
False |
False |
|
| 120 |
2,453.82 |
2,233.62 |
220.20 |
9.0% |
12.98 |
0.5% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,491.06 |
|
2.618 |
2,472.31 |
|
1.618 |
2,460.82 |
|
1.000 |
2,453.72 |
|
0.618 |
2,449.33 |
|
HIGH |
2,442.23 |
|
0.618 |
2,437.84 |
|
0.500 |
2,436.49 |
|
0.382 |
2,435.13 |
|
LOW |
2,430.74 |
|
0.618 |
2,423.64 |
|
1.000 |
2,419.25 |
|
1.618 |
2,412.15 |
|
2.618 |
2,400.66 |
|
4.250 |
2,381.91 |
|
|