| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,062.00 |
2,062.25 |
0.25 |
0.0% |
2,073.75 |
| High |
2,066.50 |
2,084.75 |
18.25 |
0.9% |
2,081.50 |
| Low |
2,045.75 |
2,062.25 |
16.50 |
0.8% |
2,033.25 |
| Close |
2,051.25 |
2,066.50 |
15.25 |
0.7% |
2,051.25 |
| Range |
20.75 |
22.50 |
1.75 |
8.4% |
48.25 |
| ATR |
19.83 |
20.81 |
0.98 |
4.9% |
0.00 |
| Volume |
1,799 |
3,405 |
1,606 |
89.3% |
5,049 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.75 |
2,125.00 |
2,079.00 |
|
| R3 |
2,116.25 |
2,102.50 |
2,072.75 |
|
| R2 |
2,093.75 |
2,093.75 |
2,070.50 |
|
| R1 |
2,080.00 |
2,080.00 |
2,068.50 |
2,087.00 |
| PP |
2,071.25 |
2,071.25 |
2,071.25 |
2,074.50 |
| S1 |
2,057.50 |
2,057.50 |
2,064.50 |
2,064.50 |
| S2 |
2,048.75 |
2,048.75 |
2,062.50 |
|
| S3 |
2,026.25 |
2,035.00 |
2,060.25 |
|
| S4 |
2,003.75 |
2,012.50 |
2,054.00 |
|
|
| 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 |
2,084.75 |
2,033.25 |
51.50 |
2.5% |
22.00 |
1.1% |
65% |
True |
False |
1,606 |
| 10 |
2,103.00 |
2,033.25 |
69.75 |
3.4% |
19.00 |
0.9% |
48% |
False |
False |
1,066 |
| 20 |
2,103.00 |
2,026.50 |
76.50 |
3.7% |
18.25 |
0.9% |
52% |
False |
False |
719 |
| 40 |
2,103.00 |
2,007.00 |
96.00 |
4.6% |
20.50 |
1.0% |
62% |
False |
False |
662 |
| 60 |
2,103.00 |
2,004.75 |
98.25 |
4.8% |
20.75 |
1.0% |
63% |
False |
False |
505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,180.50 |
|
2.618 |
2,143.75 |
|
1.618 |
2,121.25 |
|
1.000 |
2,107.25 |
|
0.618 |
2,098.75 |
|
HIGH |
2,084.75 |
|
0.618 |
2,076.25 |
|
0.500 |
2,073.50 |
|
0.382 |
2,070.75 |
|
LOW |
2,062.25 |
|
0.618 |
2,048.25 |
|
1.000 |
2,039.75 |
|
1.618 |
2,025.75 |
|
2.618 |
2,003.25 |
|
4.250 |
1,966.50 |
|
|