| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,439.31 |
2,437.40 |
-1.91 |
-0.1% |
2,425.88 |
| High |
2,442.23 |
2,441.62 |
-0.61 |
0.0% |
2,443.75 |
| Low |
2,430.74 |
2,433.27 |
2.53 |
0.1% |
2,418.53 |
| Close |
2,435.61 |
2,434.50 |
-1.11 |
0.0% |
2,433.15 |
| Range |
11.49 |
8.35 |
-3.14 |
-27.3% |
25.22 |
| ATR |
14.23 |
13.81 |
-0.42 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,461.51 |
2,456.36 |
2,439.09 |
|
| R3 |
2,453.16 |
2,448.01 |
2,436.80 |
|
| R2 |
2,444.81 |
2,444.81 |
2,436.03 |
|
| R1 |
2,439.66 |
2,439.66 |
2,435.27 |
2,438.06 |
| PP |
2,436.46 |
2,436.46 |
2,436.46 |
2,435.67 |
| S1 |
2,431.31 |
2,431.31 |
2,433.73 |
2,429.71 |
| S2 |
2,428.11 |
2,428.11 |
2,432.97 |
|
| S3 |
2,419.76 |
2,422.96 |
2,432.20 |
|
| S4 |
2,411.41 |
2,414.61 |
2,429.91 |
|
|
| 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 |
2,422.88 |
30.94 |
1.3% |
11.24 |
0.5% |
38% |
False |
False |
|
| 10 |
2,453.82 |
2,415.70 |
38.12 |
1.6% |
13.82 |
0.6% |
49% |
False |
False |
|
| 20 |
2,453.82 |
2,403.62 |
50.20 |
2.1% |
11.79 |
0.5% |
62% |
False |
False |
|
| 40 |
2,453.82 |
2,353.29 |
100.53 |
4.1% |
11.53 |
0.5% |
81% |
False |
False |
|
| 60 |
2,453.82 |
2,328.95 |
124.87 |
5.1% |
12.53 |
0.5% |
85% |
False |
False |
|
| 80 |
2,453.82 |
2,322.25 |
131.57 |
5.4% |
13.31 |
0.5% |
85% |
False |
False |
|
| 100 |
2,453.82 |
2,267.21 |
186.61 |
7.7% |
12.96 |
0.5% |
90% |
False |
False |
|
| 120 |
2,453.82 |
2,233.62 |
220.20 |
9.0% |
12.97 |
0.5% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,477.11 |
|
2.618 |
2,463.48 |
|
1.618 |
2,455.13 |
|
1.000 |
2,449.97 |
|
0.618 |
2,446.78 |
|
HIGH |
2,441.62 |
|
0.618 |
2,438.43 |
|
0.500 |
2,437.45 |
|
0.382 |
2,436.46 |
|
LOW |
2,433.27 |
|
0.618 |
2,428.11 |
|
1.000 |
2,424.92 |
|
1.618 |
2,419.76 |
|
2.618 |
2,411.41 |
|
4.250 |
2,397.78 |
|
|