| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,765.0 |
2,798.0 |
33.0 |
1.2% |
2,907.0 |
| High |
2,811.0 |
2,880.0 |
69.0 |
2.5% |
3,040.0 |
| Low |
2,763.0 |
2,780.0 |
17.0 |
0.6% |
2,649.0 |
| Close |
2,804.0 |
2,840.0 |
36.0 |
1.3% |
2,753.0 |
| Range |
48.0 |
100.0 |
52.0 |
108.3% |
391.0 |
| ATR |
76.5 |
78.2 |
1.7 |
2.2% |
0.0 |
| Volume |
6,330 |
21 |
-6,309 |
-99.7% |
35,705 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,133.3 |
3,086.7 |
2,895.0 |
|
| R3 |
3,033.3 |
2,986.7 |
2,867.5 |
|
| R2 |
2,933.3 |
2,933.3 |
2,858.3 |
|
| R1 |
2,886.7 |
2,886.7 |
2,849.2 |
2,910.0 |
| PP |
2,833.3 |
2,833.3 |
2,833.3 |
2,845.0 |
| S1 |
2,786.7 |
2,786.7 |
2,830.8 |
2,810.0 |
| S2 |
2,733.3 |
2,733.3 |
2,821.7 |
|
| S3 |
2,633.3 |
2,686.7 |
2,812.5 |
|
| S4 |
2,533.3 |
2,586.7 |
2,785.0 |
|
|
| 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 |
2,880.0 |
2,649.0 |
231.0 |
8.1% |
93.6 |
3.3% |
83% |
True |
False |
9,973 |
| 10 |
3,040.0 |
2,649.0 |
391.0 |
13.8% |
70.1 |
2.5% |
49% |
False |
False |
11,522 |
| 20 |
3,040.0 |
2,649.0 |
391.0 |
13.8% |
50.9 |
1.8% |
49% |
False |
False |
8,353 |
| 40 |
3,056.0 |
2,649.0 |
407.0 |
14.3% |
33.7 |
1.2% |
47% |
False |
False |
7,093 |
| 60 |
3,064.0 |
2,649.0 |
415.0 |
14.6% |
24.4 |
0.9% |
46% |
False |
False |
4,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,305.0 |
|
2.618 |
3,141.8 |
|
1.618 |
3,041.8 |
|
1.000 |
2,980.0 |
|
0.618 |
2,941.8 |
|
HIGH |
2,880.0 |
|
0.618 |
2,841.8 |
|
0.500 |
2,830.0 |
|
0.382 |
2,818.2 |
|
LOW |
2,780.0 |
|
0.618 |
2,718.2 |
|
1.000 |
2,680.0 |
|
1.618 |
2,618.2 |
|
2.618 |
2,518.2 |
|
4.250 |
2,355.0 |
|
|