| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,798.0 |
2,860.0 |
62.0 |
2.2% |
2,712.0 |
| High |
2,880.0 |
2,870.0 |
-10.0 |
-0.3% |
2,880.0 |
| Low |
2,780.0 |
2,840.0 |
60.0 |
2.2% |
2,655.0 |
| Close |
2,840.0 |
2,857.0 |
17.0 |
0.6% |
2,857.0 |
| Range |
100.0 |
30.0 |
-70.0 |
-70.0% |
225.0 |
| ATR |
78.2 |
74.8 |
-3.4 |
-4.4% |
0.0 |
| Volume |
21 |
18 |
-3 |
-14.3% |
49,426 |
|
| Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,945.7 |
2,931.3 |
2,873.5 |
|
| R3 |
2,915.7 |
2,901.3 |
2,865.3 |
|
| R2 |
2,885.7 |
2,885.7 |
2,862.5 |
|
| R1 |
2,871.3 |
2,871.3 |
2,859.8 |
2,863.5 |
| PP |
2,855.7 |
2,855.7 |
2,855.7 |
2,851.8 |
| S1 |
2,841.3 |
2,841.3 |
2,854.3 |
2,833.5 |
| S2 |
2,825.7 |
2,825.7 |
2,851.5 |
|
| S3 |
2,795.7 |
2,811.3 |
2,848.8 |
|
| S4 |
2,765.7 |
2,781.3 |
2,840.5 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,472.3 |
3,389.7 |
2,980.8 |
|
| R3 |
3,247.3 |
3,164.7 |
2,918.9 |
|
| R2 |
3,022.3 |
3,022.3 |
2,898.3 |
|
| R1 |
2,939.7 |
2,939.7 |
2,877.6 |
2,981.0 |
| PP |
2,797.3 |
2,797.3 |
2,797.3 |
2,818.0 |
| S1 |
2,714.7 |
2,714.7 |
2,836.4 |
2,756.0 |
| S2 |
2,572.3 |
2,572.3 |
2,815.8 |
|
| S3 |
2,347.3 |
2,489.7 |
2,795.1 |
|
| S4 |
2,122.3 |
2,264.7 |
2,733.3 |
|
|
| 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 |
2,655.0 |
225.0 |
7.9% |
67.4 |
2.4% |
90% |
False |
False |
9,885 |
| 10 |
3,040.0 |
2,649.0 |
391.0 |
13.7% |
69.0 |
2.4% |
53% |
False |
False |
8,513 |
| 20 |
3,040.0 |
2,649.0 |
391.0 |
13.7% |
51.1 |
1.8% |
53% |
False |
False |
8,338 |
| 40 |
3,056.0 |
2,649.0 |
407.0 |
14.2% |
34.4 |
1.2% |
51% |
False |
False |
7,093 |
| 60 |
3,064.0 |
2,649.0 |
415.0 |
14.5% |
24.9 |
0.9% |
50% |
False |
False |
4,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,997.5 |
|
2.618 |
2,948.5 |
|
1.618 |
2,918.5 |
|
1.000 |
2,900.0 |
|
0.618 |
2,888.5 |
|
HIGH |
2,870.0 |
|
0.618 |
2,858.5 |
|
0.500 |
2,855.0 |
|
0.382 |
2,851.5 |
|
LOW |
2,840.0 |
|
0.618 |
2,821.5 |
|
1.000 |
2,810.0 |
|
1.618 |
2,791.5 |
|
2.618 |
2,761.5 |
|
4.250 |
2,712.5 |
|
|