| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,442.38 |
2,429.20 |
-13.18 |
-0.5% |
2,443.32 |
| High |
2,442.73 |
2,432.71 |
-10.02 |
-0.4% |
2,450.42 |
| Low |
2,405.70 |
2,421.65 |
15.95 |
0.7% |
2,405.70 |
| Close |
2,419.70 |
2,423.41 |
3.71 |
0.2% |
2,423.41 |
| Range |
37.03 |
11.06 |
-25.97 |
-70.1% |
44.72 |
| ATR |
16.33 |
16.10 |
-0.24 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,459.10 |
2,452.32 |
2,429.49 |
|
| R3 |
2,448.04 |
2,441.26 |
2,426.45 |
|
| R2 |
2,436.98 |
2,436.98 |
2,425.44 |
|
| R1 |
2,430.20 |
2,430.20 |
2,424.42 |
2,428.06 |
| PP |
2,425.92 |
2,425.92 |
2,425.92 |
2,424.86 |
| S1 |
2,419.14 |
2,419.14 |
2,422.40 |
2,417.00 |
| S2 |
2,414.86 |
2,414.86 |
2,421.38 |
|
| S3 |
2,403.80 |
2,408.08 |
2,420.37 |
|
| S4 |
2,392.74 |
2,397.02 |
2,417.33 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,560.67 |
2,536.76 |
2,448.01 |
|
| R3 |
2,515.95 |
2,492.04 |
2,435.71 |
|
| R2 |
2,471.23 |
2,471.23 |
2,431.61 |
|
| R1 |
2,447.32 |
2,447.32 |
2,427.51 |
2,436.92 |
| PP |
2,426.51 |
2,426.51 |
2,426.51 |
2,421.31 |
| S1 |
2,402.60 |
2,402.60 |
2,419.31 |
2,392.20 |
| S2 |
2,381.79 |
2,381.79 |
2,415.21 |
|
| S3 |
2,337.07 |
2,357.88 |
2,411.11 |
|
| S4 |
2,292.35 |
2,313.16 |
2,398.81 |
|
|
| 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% |
19.44 |
0.8% |
40% |
False |
False |
|
| 10 |
2,453.82 |
2,405.70 |
48.12 |
2.0% |
15.34 |
0.6% |
37% |
False |
False |
|
| 20 |
2,453.82 |
2,405.70 |
48.12 |
2.0% |
14.04 |
0.6% |
37% |
False |
False |
|
| 40 |
2,453.82 |
2,353.29 |
100.53 |
4.1% |
12.76 |
0.5% |
70% |
False |
False |
|
| 60 |
2,453.82 |
2,328.95 |
124.87 |
5.2% |
12.86 |
0.5% |
76% |
False |
False |
|
| 80 |
2,453.82 |
2,322.25 |
131.57 |
5.4% |
13.69 |
0.6% |
77% |
False |
False |
|
| 100 |
2,453.82 |
2,285.38 |
168.44 |
7.0% |
13.36 |
0.6% |
82% |
False |
False |
|
| 120 |
2,453.82 |
2,254.25 |
199.57 |
8.2% |
13.15 |
0.5% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,479.72 |
|
2.618 |
2,461.67 |
|
1.618 |
2,450.61 |
|
1.000 |
2,443.77 |
|
0.618 |
2,439.55 |
|
HIGH |
2,432.71 |
|
0.618 |
2,428.49 |
|
0.500 |
2,427.18 |
|
0.382 |
2,425.87 |
|
LOW |
2,421.65 |
|
0.618 |
2,414.81 |
|
1.000 |
2,410.59 |
|
1.618 |
2,403.75 |
|
2.618 |
2,392.69 |
|
4.250 |
2,374.65 |
|
|