| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,071.00 |
2,074.75 |
3.75 |
0.2% |
2,073.75 |
| High |
2,083.50 |
2,106.50 |
23.00 |
1.1% |
2,081.50 |
| Low |
2,068.00 |
2,074.75 |
6.75 |
0.3% |
2,033.25 |
| Close |
2,069.00 |
2,098.00 |
29.00 |
1.4% |
2,051.25 |
| Range |
15.50 |
31.75 |
16.25 |
104.8% |
48.25 |
| ATR |
19.83 |
21.09 |
1.26 |
6.4% |
0.00 |
| Volume |
1,512 |
2,602 |
1,090 |
72.1% |
5,049 |
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,188.25 |
2,175.00 |
2,115.50 |
|
| R3 |
2,156.50 |
2,143.25 |
2,106.75 |
|
| R2 |
2,124.75 |
2,124.75 |
2,103.75 |
|
| R1 |
2,111.50 |
2,111.50 |
2,101.00 |
2,118.00 |
| PP |
2,093.00 |
2,093.00 |
2,093.00 |
2,096.50 |
| S1 |
2,079.75 |
2,079.75 |
2,095.00 |
2,086.50 |
| S2 |
2,061.25 |
2,061.25 |
2,092.25 |
|
| S3 |
2,029.50 |
2,048.00 |
2,089.25 |
|
| S4 |
1,997.75 |
2,016.25 |
2,080.50 |
|
|
| 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 |
2,106.50 |
2,045.75 |
60.75 |
2.9% |
20.50 |
1.0% |
86% |
True |
False |
2,250 |
| 10 |
2,106.50 |
2,033.25 |
73.25 |
3.5% |
21.50 |
1.0% |
88% |
True |
False |
1,485 |
| 20 |
2,106.50 |
2,033.25 |
73.25 |
3.5% |
17.75 |
0.9% |
88% |
True |
False |
972 |
| 40 |
2,106.50 |
2,007.00 |
99.50 |
4.7% |
20.75 |
1.0% |
91% |
True |
False |
751 |
| 60 |
2,106.50 |
2,007.00 |
99.50 |
4.7% |
20.50 |
1.0% |
91% |
True |
False |
597 |
| 80 |
2,106.50 |
1,943.75 |
162.75 |
7.8% |
20.25 |
1.0% |
95% |
True |
False |
491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,241.50 |
|
2.618 |
2,189.50 |
|
1.618 |
2,157.75 |
|
1.000 |
2,138.25 |
|
0.618 |
2,126.00 |
|
HIGH |
2,106.50 |
|
0.618 |
2,094.25 |
|
0.500 |
2,090.50 |
|
0.382 |
2,087.00 |
|
LOW |
2,074.75 |
|
0.618 |
2,055.25 |
|
1.000 |
2,043.00 |
|
1.618 |
2,023.50 |
|
2.618 |
1,991.75 |
|
4.250 |
1,939.75 |
|
|