| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,940.0 |
2,845.0 |
-95.0 |
-3.2% |
2,975.0 |
| High |
2,940.0 |
2,855.0 |
-85.0 |
-2.9% |
3,015.0 |
| Low |
2,885.0 |
2,808.0 |
-77.0 |
-2.7% |
2,885.0 |
| Close |
2,885.0 |
2,834.0 |
-51.0 |
-1.8% |
2,885.0 |
| Range |
55.0 |
47.0 |
-8.0 |
-14.5% |
130.0 |
| ATR |
33.9 |
36.9 |
3.1 |
9.1% |
0.0 |
| Volume |
2,308 |
5,845 |
3,537 |
153.2% |
18,448 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,973.3 |
2,950.7 |
2,859.9 |
|
| R3 |
2,926.3 |
2,903.7 |
2,846.9 |
|
| R2 |
2,879.3 |
2,879.3 |
2,842.6 |
|
| R1 |
2,856.7 |
2,856.7 |
2,838.3 |
2,844.5 |
| PP |
2,832.3 |
2,832.3 |
2,832.3 |
2,826.3 |
| S1 |
2,809.7 |
2,809.7 |
2,829.7 |
2,797.5 |
| S2 |
2,785.3 |
2,785.3 |
2,825.4 |
|
| S3 |
2,738.3 |
2,762.7 |
2,821.1 |
|
| S4 |
2,691.3 |
2,715.7 |
2,808.2 |
|
|
| 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 |
2,808.0 |
207.0 |
7.3% |
30.4 |
1.1% |
13% |
False |
True |
4,567 |
| 10 |
3,041.0 |
2,808.0 |
233.0 |
8.2% |
23.1 |
0.8% |
11% |
False |
True |
2,721 |
| 20 |
3,056.0 |
2,808.0 |
248.0 |
8.8% |
21.1 |
0.7% |
10% |
False |
True |
4,165 |
| 40 |
3,064.0 |
2,808.0 |
256.0 |
9.0% |
15.0 |
0.5% |
10% |
False |
True |
3,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,054.8 |
|
2.618 |
2,978.0 |
|
1.618 |
2,931.0 |
|
1.000 |
2,902.0 |
|
0.618 |
2,884.0 |
|
HIGH |
2,855.0 |
|
0.618 |
2,837.0 |
|
0.500 |
2,831.5 |
|
0.382 |
2,826.0 |
|
LOW |
2,808.0 |
|
0.618 |
2,779.0 |
|
1.000 |
2,761.0 |
|
1.618 |
2,732.0 |
|
2.618 |
2,685.0 |
|
4.250 |
2,608.3 |
|
|