| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,952.0 |
2,940.0 |
-12.0 |
-0.4% |
2,975.0 |
| High |
2,969.0 |
2,940.0 |
-29.0 |
-1.0% |
3,015.0 |
| Low |
2,952.0 |
2,885.0 |
-67.0 |
-2.3% |
2,885.0 |
| Close |
2,961.0 |
2,885.0 |
-76.0 |
-2.6% |
2,885.0 |
| Range |
17.0 |
55.0 |
38.0 |
223.5% |
130.0 |
| ATR |
30.6 |
33.9 |
3.2 |
10.6% |
0.0 |
| Volume |
154 |
2,308 |
2,154 |
1,398.7% |
18,448 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,068.3 |
3,031.7 |
2,915.3 |
|
| R3 |
3,013.3 |
2,976.7 |
2,900.1 |
|
| R2 |
2,958.3 |
2,958.3 |
2,895.1 |
|
| R1 |
2,921.7 |
2,921.7 |
2,890.0 |
2,912.5 |
| PP |
2,903.3 |
2,903.3 |
2,903.3 |
2,898.8 |
| S1 |
2,866.7 |
2,866.7 |
2,880.0 |
2,857.5 |
| S2 |
2,848.3 |
2,848.3 |
2,874.9 |
|
| S3 |
2,793.3 |
2,811.7 |
2,869.9 |
|
| S4 |
2,738.3 |
2,756.7 |
2,854.8 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,318.3 |
3,231.7 |
2,956.5 |
|
| R3 |
3,188.3 |
3,101.7 |
2,920.8 |
|
| R2 |
3,058.3 |
3,058.3 |
2,908.8 |
|
| R1 |
2,971.7 |
2,971.7 |
2,896.9 |
2,950.0 |
| PP |
2,928.3 |
2,928.3 |
2,928.3 |
2,917.5 |
| S1 |
2,841.7 |
2,841.7 |
2,873.1 |
2,820.0 |
| S2 |
2,798.3 |
2,798.3 |
2,861.2 |
|
| S3 |
2,668.3 |
2,711.7 |
2,849.3 |
|
| S4 |
2,538.3 |
2,581.7 |
2,813.5 |
|
|
| 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 |
2,885.0 |
130.0 |
4.5% |
21.0 |
0.7% |
0% |
False |
True |
3,689 |
| 10 |
3,056.0 |
2,885.0 |
171.0 |
5.9% |
20.2 |
0.7% |
0% |
False |
True |
2,537 |
| 20 |
3,056.0 |
2,867.0 |
189.0 |
6.6% |
19.6 |
0.7% |
10% |
False |
False |
5,145 |
| 40 |
3,064.0 |
2,860.0 |
204.0 |
7.1% |
13.8 |
0.5% |
12% |
False |
False |
3,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,173.8 |
|
2.618 |
3,084.0 |
|
1.618 |
3,029.0 |
|
1.000 |
2,995.0 |
|
0.618 |
2,974.0 |
|
HIGH |
2,940.0 |
|
0.618 |
2,919.0 |
|
0.500 |
2,912.5 |
|
0.382 |
2,906.0 |
|
LOW |
2,885.0 |
|
0.618 |
2,851.0 |
|
1.000 |
2,830.0 |
|
1.618 |
2,796.0 |
|
2.618 |
2,741.0 |
|
4.250 |
2,651.3 |
|
|