| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,443.32 |
2,436.34 |
-6.98 |
-0.3% |
2,442.55 |
| High |
2,450.42 |
2,440.15 |
-10.27 |
-0.4% |
2,453.82 |
| Low |
2,437.03 |
2,419.38 |
-17.65 |
-0.7% |
2,430.74 |
| Close |
2,439.07 |
2,419.38 |
-19.69 |
-0.8% |
2,438.30 |
| Range |
13.39 |
20.77 |
7.38 |
55.1% |
23.08 |
| ATR |
13.54 |
14.06 |
0.52 |
3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,488.61 |
2,474.77 |
2,430.80 |
|
| R3 |
2,467.84 |
2,454.00 |
2,425.09 |
|
| R2 |
2,447.07 |
2,447.07 |
2,423.19 |
|
| R1 |
2,433.23 |
2,433.23 |
2,421.28 |
2,429.77 |
| PP |
2,426.30 |
2,426.30 |
2,426.30 |
2,424.57 |
| S1 |
2,412.46 |
2,412.46 |
2,417.48 |
2,409.00 |
| S2 |
2,405.53 |
2,405.53 |
2,415.57 |
|
| S3 |
2,384.76 |
2,391.69 |
2,413.67 |
|
| S4 |
2,363.99 |
2,370.92 |
2,407.96 |
|
|
| 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 |
2,450.42 |
2,419.38 |
31.04 |
1.3% |
12.86 |
0.5% |
0% |
False |
True |
|
| 10 |
2,453.82 |
2,418.53 |
35.29 |
1.5% |
13.15 |
0.5% |
2% |
False |
False |
|
| 20 |
2,453.82 |
2,403.62 |
50.20 |
2.1% |
12.96 |
0.5% |
31% |
False |
False |
|
| 40 |
2,453.82 |
2,353.29 |
100.53 |
4.2% |
11.89 |
0.5% |
66% |
False |
False |
|
| 60 |
2,453.82 |
2,328.95 |
124.87 |
5.2% |
12.78 |
0.5% |
72% |
False |
False |
|
| 80 |
2,453.82 |
2,322.25 |
131.57 |
5.4% |
13.31 |
0.6% |
74% |
False |
False |
|
| 100 |
2,453.82 |
2,285.38 |
168.44 |
7.0% |
13.00 |
0.5% |
80% |
False |
False |
|
| 120 |
2,453.82 |
2,254.25 |
199.57 |
8.2% |
12.93 |
0.5% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,528.42 |
|
2.618 |
2,494.53 |
|
1.618 |
2,473.76 |
|
1.000 |
2,460.92 |
|
0.618 |
2,452.99 |
|
HIGH |
2,440.15 |
|
0.618 |
2,432.22 |
|
0.500 |
2,429.77 |
|
0.382 |
2,427.31 |
|
LOW |
2,419.38 |
|
0.618 |
2,406.54 |
|
1.000 |
2,398.61 |
|
1.618 |
2,385.77 |
|
2.618 |
2,365.00 |
|
4.250 |
2,331.11 |
|
|