| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,907.0 |
2,927.0 |
20.0 |
0.7% |
2,845.0 |
| High |
2,927.0 |
2,977.0 |
50.0 |
1.7% |
2,855.0 |
| Low |
2,900.0 |
2,920.0 |
20.0 |
0.7% |
2,750.0 |
| Close |
2,921.0 |
2,952.0 |
31.0 |
1.1% |
2,817.0 |
| Range |
27.0 |
57.0 |
30.0 |
111.1% |
105.0 |
| ATR |
48.1 |
48.7 |
0.6 |
1.3% |
0.0 |
| Volume |
12,137 |
32 |
-12,105 |
-99.7% |
63,199 |
|
| Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,120.7 |
3,093.3 |
2,983.4 |
|
| R3 |
3,063.7 |
3,036.3 |
2,967.7 |
|
| R2 |
3,006.7 |
3,006.7 |
2,962.5 |
|
| R1 |
2,979.3 |
2,979.3 |
2,957.2 |
2,993.0 |
| PP |
2,949.7 |
2,949.7 |
2,949.7 |
2,956.5 |
| S1 |
2,922.3 |
2,922.3 |
2,946.8 |
2,936.0 |
| S2 |
2,892.7 |
2,892.7 |
2,941.6 |
|
| S3 |
2,835.7 |
2,865.3 |
2,936.3 |
|
| S4 |
2,778.7 |
2,808.3 |
2,920.7 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,122.3 |
3,074.7 |
2,874.8 |
|
| R3 |
3,017.3 |
2,969.7 |
2,845.9 |
|
| R2 |
2,912.3 |
2,912.3 |
2,836.3 |
|
| R1 |
2,864.7 |
2,864.7 |
2,826.6 |
2,836.0 |
| PP |
2,807.3 |
2,807.3 |
2,807.3 |
2,793.0 |
| S1 |
2,759.7 |
2,759.7 |
2,807.4 |
2,731.0 |
| S2 |
2,702.3 |
2,702.3 |
2,797.8 |
|
| S3 |
2,597.3 |
2,654.7 |
2,788.1 |
|
| S4 |
2,492.3 |
2,549.7 |
2,759.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,977.0 |
2,750.0 |
227.0 |
7.7% |
46.0 |
1.6% |
89% |
True |
False |
13,498 |
| 10 |
2,993.0 |
2,750.0 |
243.0 |
8.2% |
39.0 |
1.3% |
83% |
False |
False |
8,079 |
| 20 |
3,056.0 |
2,750.0 |
306.0 |
10.4% |
26.7 |
0.9% |
66% |
False |
False |
5,037 |
| 40 |
3,056.0 |
2,750.0 |
306.0 |
10.4% |
20.4 |
0.7% |
66% |
False |
False |
5,390 |
| 60 |
3,064.0 |
2,750.0 |
314.0 |
10.6% |
15.9 |
0.5% |
64% |
False |
False |
3,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,219.3 |
|
2.618 |
3,126.2 |
|
1.618 |
3,069.2 |
|
1.000 |
3,034.0 |
|
0.618 |
3,012.2 |
|
HIGH |
2,977.0 |
|
0.618 |
2,955.2 |
|
0.500 |
2,948.5 |
|
0.382 |
2,941.8 |
|
LOW |
2,920.0 |
|
0.618 |
2,884.8 |
|
1.000 |
2,863.0 |
|
1.618 |
2,827.8 |
|
2.618 |
2,770.8 |
|
4.250 |
2,677.8 |
|
|