| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,062.25 |
2,073.00 |
10.75 |
0.5% |
2,073.75 |
| High |
2,084.75 |
2,078.25 |
-6.50 |
-0.3% |
2,081.50 |
| Low |
2,062.25 |
2,066.75 |
4.50 |
0.2% |
2,033.25 |
| Close |
2,066.50 |
2,072.75 |
6.25 |
0.3% |
2,051.25 |
| Range |
22.50 |
11.50 |
-11.00 |
-48.9% |
48.25 |
| ATR |
20.81 |
20.16 |
-0.65 |
-3.1% |
0.00 |
| Volume |
3,405 |
1,935 |
-1,470 |
-43.2% |
5,049 |
|
| Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,107.00 |
2,101.50 |
2,079.00 |
|
| R3 |
2,095.50 |
2,090.00 |
2,076.00 |
|
| R2 |
2,084.00 |
2,084.00 |
2,074.75 |
|
| R1 |
2,078.50 |
2,078.50 |
2,073.75 |
2,075.50 |
| PP |
2,072.50 |
2,072.50 |
2,072.50 |
2,071.00 |
| S1 |
2,067.00 |
2,067.00 |
2,071.75 |
2,064.00 |
| S2 |
2,061.00 |
2,061.00 |
2,070.75 |
|
| S3 |
2,049.50 |
2,055.50 |
2,069.50 |
|
| S4 |
2,038.00 |
2,044.00 |
2,066.50 |
|
|
| 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% |
21.00 |
1.0% |
77% |
False |
False |
1,882 |
| 10 |
2,103.00 |
2,033.25 |
69.75 |
3.4% |
19.25 |
0.9% |
57% |
False |
False |
1,181 |
| 20 |
2,103.00 |
2,026.50 |
76.50 |
3.7% |
18.25 |
0.9% |
60% |
False |
False |
807 |
| 40 |
2,103.00 |
2,007.00 |
96.00 |
4.6% |
20.50 |
1.0% |
68% |
False |
False |
701 |
| 60 |
2,103.00 |
2,004.75 |
98.25 |
4.7% |
20.50 |
1.0% |
69% |
False |
False |
535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,127.00 |
|
2.618 |
2,108.25 |
|
1.618 |
2,096.75 |
|
1.000 |
2,089.75 |
|
0.618 |
2,085.25 |
|
HIGH |
2,078.25 |
|
0.618 |
2,073.75 |
|
0.500 |
2,072.50 |
|
0.382 |
2,071.25 |
|
LOW |
2,066.75 |
|
0.618 |
2,059.75 |
|
1.000 |
2,055.25 |
|
1.618 |
2,048.25 |
|
2.618 |
2,036.75 |
|
4.250 |
2,018.00 |
|
|