| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2018 |
02-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,727.13 |
2,704.95 |
-22.18 |
-0.8% |
2,742.94 |
| High |
2,743.26 |
2,727.26 |
-16.00 |
-0.6% |
2,746.09 |
| Low |
2,718.03 |
2,698.95 |
-19.08 |
-0.7% |
2,691.99 |
| Close |
2,718.37 |
2,726.71 |
8.34 |
0.3% |
2,718.37 |
| Range |
25.23 |
28.31 |
3.08 |
12.2% |
54.10 |
| ATR |
25.85 |
26.03 |
0.18 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,802.57 |
2,792.95 |
2,742.28 |
|
| R3 |
2,774.26 |
2,764.64 |
2,734.50 |
|
| R2 |
2,745.95 |
2,745.95 |
2,731.90 |
|
| R1 |
2,736.33 |
2,736.33 |
2,729.31 |
2,741.14 |
| PP |
2,717.64 |
2,717.64 |
2,717.64 |
2,720.05 |
| S1 |
2,708.02 |
2,708.02 |
2,724.11 |
2,712.83 |
| S2 |
2,689.33 |
2,689.33 |
2,721.52 |
|
| S3 |
2,661.02 |
2,679.71 |
2,718.92 |
|
| S4 |
2,632.71 |
2,651.40 |
2,711.14 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,881.12 |
2,853.84 |
2,748.13 |
|
| R3 |
2,827.02 |
2,799.74 |
2,733.25 |
|
| R2 |
2,772.92 |
2,772.92 |
2,728.29 |
|
| R1 |
2,745.64 |
2,745.64 |
2,723.33 |
2,732.23 |
| PP |
2,718.82 |
2,718.82 |
2,718.82 |
2,712.11 |
| S1 |
2,691.54 |
2,691.54 |
2,713.41 |
2,678.13 |
| S2 |
2,664.72 |
2,664.72 |
2,708.45 |
|
| S3 |
2,610.62 |
2,637.44 |
2,703.49 |
|
| S4 |
2,556.52 |
2,583.34 |
2,688.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,746.09 |
2,691.99 |
54.10 |
2.0% |
29.98 |
1.1% |
64% |
False |
False |
|
| 10 |
2,774.86 |
2,691.99 |
82.87 |
3.0% |
26.31 |
1.0% |
42% |
False |
False |
|
| 20 |
2,791.47 |
2,691.99 |
99.48 |
3.6% |
21.25 |
0.8% |
35% |
False |
False |
|
| 40 |
2,791.47 |
2,655.20 |
136.27 |
5.0% |
20.32 |
0.7% |
52% |
False |
False |
|
| 60 |
2,791.47 |
2,594.62 |
196.85 |
7.2% |
23.96 |
0.9% |
67% |
False |
False |
|
| 80 |
2,801.90 |
2,553.80 |
248.10 |
9.1% |
29.26 |
1.1% |
70% |
False |
False |
|
| 100 |
2,801.90 |
2,532.69 |
269.21 |
9.9% |
32.62 |
1.2% |
72% |
False |
False |
|
| 120 |
2,872.87 |
2,532.69 |
340.18 |
12.5% |
32.74 |
1.2% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,847.58 |
|
2.618 |
2,801.38 |
|
1.618 |
2,773.07 |
|
1.000 |
2,755.57 |
|
0.618 |
2,744.76 |
|
HIGH |
2,727.26 |
|
0.618 |
2,716.45 |
|
0.500 |
2,713.11 |
|
0.382 |
2,709.76 |
|
LOW |
2,698.95 |
|
0.618 |
2,681.45 |
|
1.000 |
2,670.64 |
|
1.618 |
2,653.14 |
|
2.618 |
2,624.83 |
|
4.250 |
2,578.63 |
|
|