| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,436.34 |
2,428.70 |
-7.64 |
-0.3% |
2,442.55 |
| High |
2,440.15 |
2,442.97 |
2.82 |
0.1% |
2,453.82 |
| Low |
2,419.38 |
2,428.02 |
8.64 |
0.4% |
2,430.74 |
| Close |
2,419.38 |
2,440.69 |
21.31 |
0.9% |
2,438.30 |
| Range |
20.77 |
14.95 |
-5.82 |
-28.0% |
23.08 |
| ATR |
14.06 |
14.74 |
0.68 |
4.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,482.08 |
2,476.33 |
2,448.91 |
|
| R3 |
2,467.13 |
2,461.38 |
2,444.80 |
|
| R2 |
2,452.18 |
2,452.18 |
2,443.43 |
|
| R1 |
2,446.43 |
2,446.43 |
2,442.06 |
2,449.31 |
| PP |
2,437.23 |
2,437.23 |
2,437.23 |
2,438.66 |
| S1 |
2,431.48 |
2,431.48 |
2,439.32 |
2,434.36 |
| S2 |
2,422.28 |
2,422.28 |
2,437.95 |
|
| S3 |
2,407.33 |
2,416.53 |
2,436.58 |
|
| S4 |
2,392.38 |
2,401.58 |
2,432.47 |
|
|
| 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% |
13.55 |
0.6% |
69% |
False |
False |
|
| 10 |
2,453.82 |
2,418.53 |
35.29 |
1.4% |
13.10 |
0.5% |
63% |
False |
False |
|
| 20 |
2,453.82 |
2,413.54 |
40.28 |
1.7% |
13.09 |
0.5% |
67% |
False |
False |
|
| 40 |
2,453.82 |
2,353.29 |
100.53 |
4.1% |
12.08 |
0.5% |
87% |
False |
False |
|
| 60 |
2,453.82 |
2,328.95 |
124.87 |
5.1% |
12.68 |
0.5% |
89% |
False |
False |
|
| 80 |
2,453.82 |
2,322.25 |
131.57 |
5.4% |
13.36 |
0.5% |
90% |
False |
False |
|
| 100 |
2,453.82 |
2,285.38 |
168.44 |
6.9% |
13.04 |
0.5% |
92% |
False |
False |
|
| 120 |
2,453.82 |
2,254.25 |
199.57 |
8.2% |
12.96 |
0.5% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,506.51 |
|
2.618 |
2,482.11 |
|
1.618 |
2,467.16 |
|
1.000 |
2,457.92 |
|
0.618 |
2,452.21 |
|
HIGH |
2,442.97 |
|
0.618 |
2,437.26 |
|
0.500 |
2,435.50 |
|
0.382 |
2,433.73 |
|
LOW |
2,428.02 |
|
0.618 |
2,418.78 |
|
1.000 |
2,413.07 |
|
1.618 |
2,403.83 |
|
2.618 |
2,388.88 |
|
4.250 |
2,364.48 |
|
|