| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,992.0 |
2,952.0 |
-40.0 |
-1.3% |
3,040.0 |
| High |
2,993.0 |
2,969.0 |
-24.0 |
-0.8% |
3,056.0 |
| Low |
2,985.0 |
2,952.0 |
-33.0 |
-1.1% |
2,951.0 |
| Close |
2,987.0 |
2,961.0 |
-26.0 |
-0.9% |
2,963.0 |
| Range |
8.0 |
17.0 |
9.0 |
112.5% |
105.0 |
| ATR |
30.3 |
30.6 |
0.3 |
1.1% |
0.0 |
| Volume |
2,965 |
154 |
-2,811 |
-94.8% |
6,922 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,011.7 |
3,003.3 |
2,970.4 |
|
| R3 |
2,994.7 |
2,986.3 |
2,965.7 |
|
| R2 |
2,977.7 |
2,977.7 |
2,964.1 |
|
| R1 |
2,969.3 |
2,969.3 |
2,962.6 |
2,973.5 |
| PP |
2,960.7 |
2,960.7 |
2,960.7 |
2,962.8 |
| S1 |
2,952.3 |
2,952.3 |
2,959.4 |
2,956.5 |
| S2 |
2,943.7 |
2,943.7 |
2,957.9 |
|
| S3 |
2,926.7 |
2,935.3 |
2,956.3 |
|
| S4 |
2,909.7 |
2,918.3 |
2,951.7 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,305.0 |
3,239.0 |
3,020.8 |
|
| R3 |
3,200.0 |
3,134.0 |
2,991.9 |
|
| R2 |
3,095.0 |
3,095.0 |
2,982.3 |
|
| R1 |
3,029.0 |
3,029.0 |
2,972.6 |
3,009.5 |
| PP |
2,990.0 |
2,990.0 |
2,990.0 |
2,980.3 |
| S1 |
2,924.0 |
2,924.0 |
2,953.4 |
2,904.5 |
| S2 |
2,885.0 |
2,885.0 |
2,943.8 |
|
| S3 |
2,780.0 |
2,819.0 |
2,934.1 |
|
| S4 |
2,675.0 |
2,714.0 |
2,905.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,015.0 |
2,951.0 |
64.0 |
2.2% |
15.4 |
0.5% |
16% |
False |
False |
3,288 |
| 10 |
3,056.0 |
2,951.0 |
105.0 |
3.5% |
14.8 |
0.5% |
10% |
False |
False |
2,306 |
| 20 |
3,056.0 |
2,867.0 |
189.0 |
6.4% |
16.8 |
0.6% |
50% |
False |
False |
5,029 |
| 40 |
3,064.0 |
2,860.0 |
204.0 |
6.9% |
12.4 |
0.4% |
50% |
False |
False |
3,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,041.3 |
|
2.618 |
3,013.5 |
|
1.618 |
2,996.5 |
|
1.000 |
2,986.0 |
|
0.618 |
2,979.5 |
|
HIGH |
2,969.0 |
|
0.618 |
2,962.5 |
|
0.500 |
2,960.5 |
|
0.382 |
2,958.5 |
|
LOW |
2,952.0 |
|
0.618 |
2,941.5 |
|
1.000 |
2,935.0 |
|
1.618 |
2,924.5 |
|
2.618 |
2,907.5 |
|
4.250 |
2,879.8 |
|
|