| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,428.70 |
2,442.38 |
13.68 |
0.6% |
2,442.55 |
| High |
2,442.97 |
2,442.73 |
-0.24 |
0.0% |
2,453.82 |
| Low |
2,428.02 |
2,405.70 |
-22.32 |
-0.9% |
2,430.74 |
| Close |
2,440.69 |
2,419.70 |
-20.99 |
-0.9% |
2,438.30 |
| Range |
14.95 |
37.03 |
22.08 |
147.7% |
23.08 |
| ATR |
14.74 |
16.33 |
1.59 |
10.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,533.80 |
2,513.78 |
2,440.07 |
|
| R3 |
2,496.77 |
2,476.75 |
2,429.88 |
|
| R2 |
2,459.74 |
2,459.74 |
2,426.49 |
|
| R1 |
2,439.72 |
2,439.72 |
2,423.09 |
2,431.22 |
| PP |
2,422.71 |
2,422.71 |
2,422.71 |
2,418.46 |
| S1 |
2,402.69 |
2,402.69 |
2,416.31 |
2,394.19 |
| S2 |
2,385.68 |
2,385.68 |
2,412.91 |
|
| S3 |
2,348.65 |
2,365.66 |
2,409.52 |
|
| S4 |
2,311.62 |
2,328.63 |
2,399.33 |
|
|
| 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 |
2,405.70 |
44.72 |
1.8% |
19.29 |
0.8% |
31% |
False |
True |
|
| 10 |
2,453.82 |
2,405.70 |
48.12 |
2.0% |
15.26 |
0.6% |
29% |
False |
True |
|
| 20 |
2,453.82 |
2,405.70 |
48.12 |
2.0% |
14.11 |
0.6% |
29% |
False |
True |
|
| 40 |
2,453.82 |
2,353.29 |
100.53 |
4.2% |
12.76 |
0.5% |
66% |
False |
False |
|
| 60 |
2,453.82 |
2,328.95 |
124.87 |
5.2% |
13.13 |
0.5% |
73% |
False |
False |
|
| 80 |
2,453.82 |
2,322.25 |
131.57 |
5.4% |
13.71 |
0.6% |
74% |
False |
False |
|
| 100 |
2,453.82 |
2,285.38 |
168.44 |
7.0% |
13.34 |
0.6% |
80% |
False |
False |
|
| 120 |
2,453.82 |
2,254.25 |
199.57 |
8.2% |
13.12 |
0.5% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,600.11 |
|
2.618 |
2,539.67 |
|
1.618 |
2,502.64 |
|
1.000 |
2,479.76 |
|
0.618 |
2,465.61 |
|
HIGH |
2,442.73 |
|
0.618 |
2,428.58 |
|
0.500 |
2,424.22 |
|
0.382 |
2,419.85 |
|
LOW |
2,405.70 |
|
0.618 |
2,382.82 |
|
1.000 |
2,368.67 |
|
1.618 |
2,345.79 |
|
2.618 |
2,308.76 |
|
4.250 |
2,248.32 |
|
|