| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,712.0 |
2,716.0 |
4.0 |
0.1% |
2,907.0 |
| High |
2,766.0 |
2,764.0 |
-2.0 |
-0.1% |
3,040.0 |
| Low |
2,655.0 |
2,716.0 |
61.0 |
2.3% |
2,649.0 |
| Close |
2,671.0 |
2,728.0 |
57.0 |
2.1% |
2,753.0 |
| Range |
111.0 |
48.0 |
-63.0 |
-56.8% |
391.0 |
| ATR |
74.7 |
76.0 |
1.3 |
1.7% |
0.0 |
| Volume |
42,915 |
142 |
-42,773 |
-99.7% |
35,705 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,880.0 |
2,852.0 |
2,754.4 |
|
| R3 |
2,832.0 |
2,804.0 |
2,741.2 |
|
| R2 |
2,784.0 |
2,784.0 |
2,736.8 |
|
| R1 |
2,756.0 |
2,756.0 |
2,732.4 |
2,770.0 |
| PP |
2,736.0 |
2,736.0 |
2,736.0 |
2,743.0 |
| S1 |
2,708.0 |
2,708.0 |
2,723.6 |
2,722.0 |
| S2 |
2,688.0 |
2,688.0 |
2,719.2 |
|
| S3 |
2,640.0 |
2,660.0 |
2,714.8 |
|
| S4 |
2,592.0 |
2,612.0 |
2,701.6 |
|
|
| 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 |
14.3% |
85.6 |
3.1% |
20% |
False |
False |
13,318 |
| 10 |
3,040.0 |
2,649.0 |
391.0 |
14.3% |
65.8 |
2.4% |
20% |
False |
False |
13,408 |
| 20 |
3,040.0 |
2,649.0 |
391.0 |
14.3% |
45.5 |
1.7% |
20% |
False |
False |
8,153 |
| 40 |
3,056.0 |
2,649.0 |
407.0 |
14.9% |
30.0 |
1.1% |
19% |
False |
False |
6,972 |
| 60 |
3,064.0 |
2,649.0 |
415.0 |
15.2% |
22.7 |
0.8% |
19% |
False |
False |
4,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,968.0 |
|
2.618 |
2,889.7 |
|
1.618 |
2,841.7 |
|
1.000 |
2,812.0 |
|
0.618 |
2,793.7 |
|
HIGH |
2,764.0 |
|
0.618 |
2,745.7 |
|
0.500 |
2,740.0 |
|
0.382 |
2,734.3 |
|
LOW |
2,716.0 |
|
0.618 |
2,686.3 |
|
1.000 |
2,668.0 |
|
1.618 |
2,638.3 |
|
2.618 |
2,590.3 |
|
4.250 |
2,512.0 |
|
|