| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,791.0 |
2,793.0 |
2.0 |
0.1% |
2,975.0 |
| High |
2,818.0 |
2,827.0 |
9.0 |
0.3% |
3,015.0 |
| Low |
2,790.0 |
2,750.0 |
-40.0 |
-1.4% |
2,885.0 |
| Close |
2,806.0 |
2,796.0 |
-10.0 |
-0.4% |
2,885.0 |
| Range |
28.0 |
77.0 |
49.0 |
175.0% |
130.0 |
| ATR |
39.9 |
42.6 |
2.6 |
6.6% |
0.0 |
| Volume |
9,636 |
15,579 |
5,943 |
61.7% |
18,448 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,022.0 |
2,986.0 |
2,838.4 |
|
| R3 |
2,945.0 |
2,909.0 |
2,817.2 |
|
| R2 |
2,868.0 |
2,868.0 |
2,810.1 |
|
| R1 |
2,832.0 |
2,832.0 |
2,803.1 |
2,850.0 |
| PP |
2,791.0 |
2,791.0 |
2,791.0 |
2,800.0 |
| S1 |
2,755.0 |
2,755.0 |
2,788.9 |
2,773.0 |
| S2 |
2,714.0 |
2,714.0 |
2,781.9 |
|
| S3 |
2,637.0 |
2,678.0 |
2,774.8 |
|
| S4 |
2,560.0 |
2,601.0 |
2,753.7 |
|
|
| 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 |
2,940.0 |
2,750.0 |
190.0 |
6.8% |
48.0 |
1.7% |
24% |
False |
True |
7,079 |
| 10 |
3,015.0 |
2,750.0 |
265.0 |
9.5% |
31.7 |
1.1% |
17% |
False |
True |
5,184 |
| 20 |
3,056.0 |
2,750.0 |
306.0 |
10.9% |
22.5 |
0.8% |
15% |
False |
True |
3,500 |
| 40 |
3,057.0 |
2,750.0 |
307.0 |
11.0% |
17.9 |
0.6% |
15% |
False |
True |
4,334 |
| 60 |
3,064.0 |
2,750.0 |
314.0 |
11.2% |
13.8 |
0.5% |
15% |
False |
True |
3,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,154.3 |
|
2.618 |
3,028.6 |
|
1.618 |
2,951.6 |
|
1.000 |
2,904.0 |
|
0.618 |
2,874.6 |
|
HIGH |
2,827.0 |
|
0.618 |
2,797.6 |
|
0.500 |
2,788.5 |
|
0.382 |
2,779.4 |
|
LOW |
2,750.0 |
|
0.618 |
2,702.4 |
|
1.000 |
2,673.0 |
|
1.618 |
2,625.4 |
|
2.618 |
2,548.4 |
|
4.250 |
2,422.8 |
|
|