| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2018 |
28-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,728.45 |
2,698.69 |
-29.76 |
-1.1% |
2,765.79 |
| High |
2,746.09 |
2,724.34 |
-21.75 |
-0.8% |
2,774.99 |
| Low |
2,699.38 |
2,691.99 |
-7.39 |
-0.3% |
2,743.19 |
| Close |
2,699.63 |
2,716.31 |
16.68 |
0.6% |
2,754.88 |
| Range |
46.71 |
32.35 |
-14.36 |
-30.7% |
31.80 |
| ATR |
25.26 |
25.77 |
0.51 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,807.93 |
2,794.47 |
2,734.10 |
|
| R3 |
2,775.58 |
2,762.12 |
2,725.21 |
|
| R2 |
2,743.23 |
2,743.23 |
2,722.24 |
|
| R1 |
2,729.77 |
2,729.77 |
2,719.28 |
2,736.50 |
| PP |
2,710.88 |
2,710.88 |
2,710.88 |
2,714.25 |
| S1 |
2,697.42 |
2,697.42 |
2,713.34 |
2,704.15 |
| S2 |
2,678.53 |
2,678.53 |
2,710.38 |
|
| S3 |
2,646.18 |
2,665.07 |
2,707.41 |
|
| S4 |
2,613.83 |
2,632.72 |
2,698.52 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,853.09 |
2,835.78 |
2,772.37 |
|
| R3 |
2,821.29 |
2,803.98 |
2,763.63 |
|
| R2 |
2,789.49 |
2,789.49 |
2,760.71 |
|
| R1 |
2,772.18 |
2,772.18 |
2,757.80 |
2,764.94 |
| PP |
2,757.69 |
2,757.69 |
2,757.69 |
2,754.06 |
| S1 |
2,740.38 |
2,740.38 |
2,751.97 |
2,733.14 |
| S2 |
2,725.89 |
2,725.89 |
2,749.05 |
|
| S3 |
2,694.09 |
2,708.58 |
2,746.14 |
|
| S4 |
2,662.29 |
2,676.78 |
2,737.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,764.17 |
2,691.99 |
72.18 |
2.7% |
30.37 |
1.1% |
34% |
False |
True |
|
| 10 |
2,782.81 |
2,691.99 |
90.82 |
3.3% |
24.85 |
0.9% |
27% |
False |
True |
|
| 20 |
2,791.47 |
2,691.99 |
99.48 |
3.7% |
19.92 |
0.7% |
24% |
False |
True |
|
| 40 |
2,791.47 |
2,594.62 |
196.85 |
7.2% |
21.43 |
0.8% |
62% |
False |
False |
|
| 60 |
2,791.47 |
2,586.27 |
205.20 |
7.6% |
24.62 |
0.9% |
63% |
False |
False |
|
| 80 |
2,801.90 |
2,553.80 |
248.10 |
9.1% |
29.17 |
1.1% |
66% |
False |
False |
|
| 100 |
2,801.90 |
2,532.69 |
269.21 |
9.9% |
33.63 |
1.2% |
68% |
False |
False |
|
| 120 |
2,872.87 |
2,532.69 |
340.18 |
12.5% |
32.48 |
1.2% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,861.83 |
|
2.618 |
2,809.03 |
|
1.618 |
2,776.68 |
|
1.000 |
2,756.69 |
|
0.618 |
2,744.33 |
|
HIGH |
2,724.34 |
|
0.618 |
2,711.98 |
|
0.500 |
2,708.17 |
|
0.382 |
2,704.35 |
|
LOW |
2,691.99 |
|
0.618 |
2,672.00 |
|
1.000 |
2,659.64 |
|
1.618 |
2,639.65 |
|
2.618 |
2,607.30 |
|
4.250 |
2,554.50 |
|
|