| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2017 |
03-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,429.20 |
2,431.39 |
2.19 |
0.1% |
2,443.32 |
| High |
2,432.71 |
2,439.17 |
6.46 |
0.3% |
2,450.42 |
| Low |
2,421.65 |
2,428.69 |
7.04 |
0.3% |
2,405.70 |
| Close |
2,423.41 |
2,429.01 |
5.60 |
0.2% |
2,423.41 |
| Range |
11.06 |
10.48 |
-0.58 |
-5.2% |
44.72 |
| ATR |
16.10 |
16.07 |
-0.02 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,463.73 |
2,456.85 |
2,434.77 |
|
| R3 |
2,453.25 |
2,446.37 |
2,431.89 |
|
| R2 |
2,442.77 |
2,442.77 |
2,430.93 |
|
| R1 |
2,435.89 |
2,435.89 |
2,429.97 |
2,434.09 |
| PP |
2,432.29 |
2,432.29 |
2,432.29 |
2,431.39 |
| S1 |
2,425.41 |
2,425.41 |
2,428.05 |
2,423.61 |
| S2 |
2,421.81 |
2,421.81 |
2,427.09 |
|
| S3 |
2,411.33 |
2,414.93 |
2,426.13 |
|
| S4 |
2,400.85 |
2,404.45 |
2,423.25 |
|
|
| 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 |
2,442.97 |
2,405.70 |
37.27 |
1.5% |
18.86 |
0.8% |
63% |
False |
False |
|
| 10 |
2,450.66 |
2,405.70 |
44.96 |
1.9% |
15.19 |
0.6% |
52% |
False |
False |
|
| 20 |
2,453.82 |
2,405.70 |
48.12 |
2.0% |
14.30 |
0.6% |
48% |
False |
False |
|
| 40 |
2,453.82 |
2,353.29 |
100.53 |
4.1% |
12.77 |
0.5% |
75% |
False |
False |
|
| 60 |
2,453.82 |
2,328.95 |
124.87 |
5.1% |
12.78 |
0.5% |
80% |
False |
False |
|
| 80 |
2,453.82 |
2,322.25 |
131.57 |
5.4% |
13.64 |
0.6% |
81% |
False |
False |
|
| 100 |
2,453.82 |
2,296.61 |
157.21 |
6.5% |
13.36 |
0.5% |
84% |
False |
False |
|
| 120 |
2,453.82 |
2,254.25 |
199.57 |
8.2% |
13.12 |
0.5% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,483.71 |
|
2.618 |
2,466.61 |
|
1.618 |
2,456.13 |
|
1.000 |
2,449.65 |
|
0.618 |
2,445.65 |
|
HIGH |
2,439.17 |
|
0.618 |
2,435.17 |
|
0.500 |
2,433.93 |
|
0.382 |
2,432.69 |
|
LOW |
2,428.69 |
|
0.618 |
2,422.21 |
|
1.000 |
2,418.21 |
|
1.618 |
2,411.73 |
|
2.618 |
2,401.25 |
|
4.250 |
2,384.15 |
|
|