| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,845.0 |
2,798.0 |
-47.0 |
-1.7% |
2,975.0 |
| High |
2,855.0 |
2,800.0 |
-55.0 |
-1.9% |
3,015.0 |
| Low |
2,808.0 |
2,767.0 |
-41.0 |
-1.5% |
2,885.0 |
| Close |
2,834.0 |
2,767.0 |
-67.0 |
-2.4% |
2,885.0 |
| Range |
47.0 |
33.0 |
-14.0 |
-29.8% |
130.0 |
| ATR |
36.9 |
39.1 |
2.1 |
5.8% |
0.0 |
| Volume |
5,845 |
2,031 |
-3,814 |
-65.3% |
18,448 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,877.0 |
2,855.0 |
2,785.2 |
|
| R3 |
2,844.0 |
2,822.0 |
2,776.1 |
|
| R2 |
2,811.0 |
2,811.0 |
2,773.1 |
|
| R1 |
2,789.0 |
2,789.0 |
2,770.0 |
2,783.5 |
| PP |
2,778.0 |
2,778.0 |
2,778.0 |
2,775.3 |
| S1 |
2,756.0 |
2,756.0 |
2,764.0 |
2,750.5 |
| S2 |
2,745.0 |
2,745.0 |
2,761.0 |
|
| S3 |
2,712.0 |
2,723.0 |
2,757.9 |
|
| S4 |
2,679.0 |
2,690.0 |
2,748.9 |
|
|
| 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 |
2,993.0 |
2,767.0 |
226.0 |
8.2% |
32.0 |
1.2% |
0% |
False |
True |
2,660 |
| 10 |
3,026.0 |
2,767.0 |
259.0 |
9.4% |
25.1 |
0.9% |
0% |
False |
True |
2,899 |
| 20 |
3,056.0 |
2,767.0 |
289.0 |
10.4% |
19.9 |
0.7% |
0% |
False |
True |
3,690 |
| 40 |
3,064.0 |
2,767.0 |
297.0 |
10.7% |
15.8 |
0.6% |
0% |
False |
True |
3,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,940.3 |
|
2.618 |
2,886.4 |
|
1.618 |
2,853.4 |
|
1.000 |
2,833.0 |
|
0.618 |
2,820.4 |
|
HIGH |
2,800.0 |
|
0.618 |
2,787.4 |
|
0.500 |
2,783.5 |
|
0.382 |
2,779.6 |
|
LOW |
2,767.0 |
|
0.618 |
2,746.6 |
|
1.000 |
2,734.0 |
|
1.618 |
2,713.6 |
|
2.618 |
2,680.6 |
|
4.250 |
2,626.8 |
|
|