| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,982.0 |
2,700.0 |
-282.0 |
-9.5% |
2,907.0 |
| High |
3,040.0 |
2,810.0 |
-230.0 |
-7.6% |
3,040.0 |
| Low |
2,966.0 |
2,649.0 |
-317.0 |
-10.7% |
2,649.0 |
| Close |
3,012.0 |
2,753.0 |
-259.0 |
-8.6% |
2,753.0 |
| Range |
74.0 |
161.0 |
87.0 |
117.6% |
391.0 |
| ATR |
49.6 |
71.9 |
22.4 |
45.2% |
0.0 |
| Volume |
17,803 |
457 |
-17,346 |
-97.4% |
35,705 |
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,220.3 |
3,147.7 |
2,841.6 |
|
| R3 |
3,059.3 |
2,986.7 |
2,797.3 |
|
| R2 |
2,898.3 |
2,898.3 |
2,782.5 |
|
| R1 |
2,825.7 |
2,825.7 |
2,767.8 |
2,862.0 |
| PP |
2,737.3 |
2,737.3 |
2,737.3 |
2,755.5 |
| S1 |
2,664.7 |
2,664.7 |
2,738.2 |
2,701.0 |
| S2 |
2,576.3 |
2,576.3 |
2,723.5 |
|
| S3 |
2,415.3 |
2,503.7 |
2,708.7 |
|
| S4 |
2,254.3 |
2,342.7 |
2,664.5 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,987.0 |
3,761.0 |
2,968.1 |
|
| R3 |
3,596.0 |
3,370.0 |
2,860.5 |
|
| R2 |
3,205.0 |
3,205.0 |
2,824.7 |
|
| R1 |
2,979.0 |
2,979.0 |
2,788.8 |
2,896.5 |
| PP |
2,814.0 |
2,814.0 |
2,814.0 |
2,772.8 |
| S1 |
2,588.0 |
2,588.0 |
2,717.2 |
2,505.5 |
| S2 |
2,423.0 |
2,423.0 |
2,681.3 |
|
| S3 |
2,032.0 |
2,197.0 |
2,645.5 |
|
| S4 |
1,641.0 |
1,806.0 |
2,538.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,040.0 |
2,649.0 |
391.0 |
14.2% |
70.6 |
2.6% |
27% |
False |
True |
7,141 |
| 10 |
3,040.0 |
2,649.0 |
391.0 |
14.2% |
57.9 |
2.1% |
27% |
False |
True |
9,890 |
| 20 |
3,056.0 |
2,649.0 |
407.0 |
14.8% |
39.1 |
1.4% |
26% |
False |
True |
6,213 |
| 40 |
3,056.0 |
2,649.0 |
407.0 |
14.8% |
26.0 |
0.9% |
26% |
False |
True |
5,921 |
| 60 |
3,064.0 |
2,649.0 |
415.0 |
15.1% |
20.0 |
0.7% |
25% |
False |
True |
4,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,494.3 |
|
2.618 |
3,231.5 |
|
1.618 |
3,070.5 |
|
1.000 |
2,971.0 |
|
0.618 |
2,909.5 |
|
HIGH |
2,810.0 |
|
0.618 |
2,748.5 |
|
0.500 |
2,729.5 |
|
0.382 |
2,710.5 |
|
LOW |
2,649.0 |
|
0.618 |
2,549.5 |
|
1.000 |
2,488.0 |
|
1.618 |
2,388.5 |
|
2.618 |
2,227.5 |
|
4.250 |
1,964.8 |
|
|