| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,073.00 |
2,071.00 |
-2.00 |
-0.1% |
2,073.75 |
| High |
2,078.25 |
2,083.50 |
5.25 |
0.3% |
2,081.50 |
| Low |
2,066.75 |
2,068.00 |
1.25 |
0.1% |
2,033.25 |
| Close |
2,072.75 |
2,069.00 |
-3.75 |
-0.2% |
2,051.25 |
| Range |
11.50 |
15.50 |
4.00 |
34.8% |
48.25 |
| ATR |
20.16 |
19.83 |
-0.33 |
-1.7% |
0.00 |
| Volume |
1,935 |
1,512 |
-423 |
-21.9% |
5,049 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,120.00 |
2,110.00 |
2,077.50 |
|
| R3 |
2,104.50 |
2,094.50 |
2,073.25 |
|
| R2 |
2,089.00 |
2,089.00 |
2,071.75 |
|
| R1 |
2,079.00 |
2,079.00 |
2,070.50 |
2,076.25 |
| PP |
2,073.50 |
2,073.50 |
2,073.50 |
2,072.00 |
| S1 |
2,063.50 |
2,063.50 |
2,067.50 |
2,060.75 |
| S2 |
2,058.00 |
2,058.00 |
2,066.25 |
|
| S3 |
2,042.50 |
2,048.00 |
2,064.75 |
|
| S4 |
2,027.00 |
2,032.50 |
2,060.50 |
|
|
| 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% |
20.25 |
1.0% |
69% |
False |
False |
2,000 |
| 10 |
2,101.25 |
2,033.25 |
68.00 |
3.3% |
19.50 |
0.9% |
53% |
False |
False |
1,271 |
| 20 |
2,103.00 |
2,033.25 |
69.75 |
3.4% |
17.25 |
0.8% |
51% |
False |
False |
861 |
| 40 |
2,103.00 |
2,007.00 |
96.00 |
4.6% |
20.50 |
1.0% |
65% |
False |
False |
706 |
| 60 |
2,103.00 |
2,007.00 |
96.00 |
4.6% |
20.25 |
1.0% |
65% |
False |
False |
556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,149.50 |
|
2.618 |
2,124.00 |
|
1.618 |
2,108.50 |
|
1.000 |
2,099.00 |
|
0.618 |
2,093.00 |
|
HIGH |
2,083.50 |
|
0.618 |
2,077.50 |
|
0.500 |
2,075.75 |
|
0.382 |
2,074.00 |
|
LOW |
2,068.00 |
|
0.618 |
2,058.50 |
|
1.000 |
2,052.50 |
|
1.618 |
2,043.00 |
|
2.618 |
2,027.50 |
|
4.250 |
2,002.00 |
|
|