| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,437.40 |
2,434.65 |
-2.75 |
-0.1% |
2,442.55 |
| High |
2,441.62 |
2,441.40 |
-0.22 |
0.0% |
2,453.82 |
| Low |
2,433.27 |
2,431.11 |
-2.16 |
-0.1% |
2,430.74 |
| Close |
2,434.50 |
2,438.30 |
3.80 |
0.2% |
2,438.30 |
| Range |
8.35 |
10.29 |
1.94 |
23.2% |
23.08 |
| ATR |
13.81 |
13.56 |
-0.25 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,467.81 |
2,463.34 |
2,443.96 |
|
| R3 |
2,457.52 |
2,453.05 |
2,441.13 |
|
| R2 |
2,447.23 |
2,447.23 |
2,440.19 |
|
| R1 |
2,442.76 |
2,442.76 |
2,439.24 |
2,445.00 |
| PP |
2,436.94 |
2,436.94 |
2,436.94 |
2,438.05 |
| S1 |
2,432.47 |
2,432.47 |
2,437.36 |
2,434.71 |
| S2 |
2,426.65 |
2,426.65 |
2,436.41 |
|
| S3 |
2,416.36 |
2,422.18 |
2,435.47 |
|
| S4 |
2,406.07 |
2,411.89 |
2,432.64 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,510.19 |
2,497.33 |
2,450.99 |
|
| R3 |
2,487.11 |
2,474.25 |
2,444.65 |
|
| R2 |
2,464.03 |
2,464.03 |
2,442.53 |
|
| R1 |
2,451.17 |
2,451.17 |
2,440.42 |
2,446.06 |
| PP |
2,440.95 |
2,440.95 |
2,440.95 |
2,438.40 |
| S1 |
2,428.09 |
2,428.09 |
2,436.18 |
2,422.98 |
| S2 |
2,417.87 |
2,417.87 |
2,434.07 |
|
| S3 |
2,394.79 |
2,405.01 |
2,431.95 |
|
| S4 |
2,371.71 |
2,381.93 |
2,425.61 |
|
|
| 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 |
2,430.74 |
23.08 |
0.9% |
11.24 |
0.5% |
33% |
False |
False |
|
| 10 |
2,453.82 |
2,418.53 |
35.29 |
1.4% |
11.79 |
0.5% |
56% |
False |
False |
|
| 20 |
2,453.82 |
2,403.62 |
50.20 |
2.1% |
11.77 |
0.5% |
69% |
False |
False |
|
| 40 |
2,453.82 |
2,353.29 |
100.53 |
4.1% |
11.56 |
0.5% |
85% |
False |
False |
|
| 60 |
2,453.82 |
2,328.95 |
124.87 |
5.1% |
12.53 |
0.5% |
88% |
False |
False |
|
| 80 |
2,453.82 |
2,322.25 |
131.57 |
5.4% |
13.17 |
0.5% |
88% |
False |
False |
|
| 100 |
2,453.82 |
2,271.65 |
182.17 |
7.5% |
12.95 |
0.5% |
91% |
False |
False |
|
| 120 |
2,453.82 |
2,245.13 |
208.69 |
8.6% |
12.89 |
0.5% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,485.13 |
|
2.618 |
2,468.34 |
|
1.618 |
2,458.05 |
|
1.000 |
2,451.69 |
|
0.618 |
2,447.76 |
|
HIGH |
2,441.40 |
|
0.618 |
2,437.47 |
|
0.500 |
2,436.26 |
|
0.382 |
2,435.04 |
|
LOW |
2,431.11 |
|
0.618 |
2,424.75 |
|
1.000 |
2,420.82 |
|
1.618 |
2,414.46 |
|
2.618 |
2,404.17 |
|
4.250 |
2,387.38 |
|
|