| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,054.75 |
2,062.00 |
7.25 |
0.4% |
2,073.75 |
| High |
2,063.75 |
2,066.50 |
2.75 |
0.1% |
2,081.50 |
| Low |
2,033.25 |
2,045.75 |
12.50 |
0.6% |
2,033.25 |
| Close |
2,063.00 |
2,051.25 |
-11.75 |
-0.6% |
2,051.25 |
| Range |
30.50 |
20.75 |
-9.75 |
-32.0% |
48.25 |
| ATR |
19.76 |
19.83 |
0.07 |
0.4% |
0.00 |
| Volume |
1,349 |
1,799 |
450 |
33.4% |
5,049 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,116.75 |
2,104.75 |
2,062.75 |
|
| R3 |
2,096.00 |
2,084.00 |
2,057.00 |
|
| R2 |
2,075.25 |
2,075.25 |
2,055.00 |
|
| R1 |
2,063.25 |
2,063.25 |
2,053.25 |
2,059.00 |
| PP |
2,054.50 |
2,054.50 |
2,054.50 |
2,052.25 |
| S1 |
2,042.50 |
2,042.50 |
2,049.25 |
2,038.00 |
| S2 |
2,033.75 |
2,033.75 |
2,047.50 |
|
| S3 |
2,013.00 |
2,021.75 |
2,045.50 |
|
| S4 |
1,992.25 |
2,001.00 |
2,039.75 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,200.00 |
2,174.00 |
2,077.75 |
|
| R3 |
2,151.75 |
2,125.75 |
2,064.50 |
|
| R2 |
2,103.50 |
2,103.50 |
2,060.00 |
|
| R1 |
2,077.50 |
2,077.50 |
2,055.75 |
2,066.50 |
| PP |
2,055.25 |
2,055.25 |
2,055.25 |
2,049.75 |
| S1 |
2,029.25 |
2,029.25 |
2,046.75 |
2,018.00 |
| S2 |
2,007.00 |
2,007.00 |
2,042.50 |
|
| S3 |
1,958.75 |
1,981.00 |
2,038.00 |
|
| S4 |
1,910.50 |
1,932.75 |
2,024.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,081.50 |
2,033.25 |
48.25 |
2.4% |
22.00 |
1.1% |
37% |
False |
False |
1,009 |
| 10 |
2,103.00 |
2,033.25 |
69.75 |
3.4% |
18.50 |
0.9% |
26% |
False |
False |
784 |
| 20 |
2,103.00 |
2,022.50 |
80.50 |
3.9% |
18.00 |
0.9% |
36% |
False |
False |
555 |
| 40 |
2,103.00 |
2,007.00 |
96.00 |
4.7% |
20.25 |
1.0% |
46% |
False |
False |
585 |
| 60 |
2,103.00 |
1,998.25 |
104.75 |
5.1% |
20.50 |
1.0% |
51% |
False |
False |
455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,154.75 |
|
2.618 |
2,120.75 |
|
1.618 |
2,100.00 |
|
1.000 |
2,087.25 |
|
0.618 |
2,079.25 |
|
HIGH |
2,066.50 |
|
0.618 |
2,058.50 |
|
0.500 |
2,056.00 |
|
0.382 |
2,053.75 |
|
LOW |
2,045.75 |
|
0.618 |
2,033.00 |
|
1.000 |
2,025.00 |
|
1.618 |
2,012.25 |
|
2.618 |
1,991.50 |
|
4.250 |
1,957.50 |
|
|