| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
12,788.0 |
12,773.5 |
-14.5 |
-0.1% |
12,752.5 |
| High |
12,801.5 |
12,800.0 |
-1.5 |
0.0% |
12,915.0 |
| Low |
12,701.5 |
12,708.0 |
6.5 |
0.1% |
12,610.0 |
| Close |
12,764.0 |
12,797.0 |
33.0 |
0.3% |
12,734.0 |
| Range |
100.0 |
92.0 |
-8.0 |
-8.0% |
305.0 |
| ATR |
123.4 |
121.2 |
-2.2 |
-1.8% |
0.0 |
| Volume |
62,345 |
69,225 |
6,880 |
11.0% |
363,537 |
|
| Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,044.3 |
13,012.7 |
12,847.6 |
|
| R3 |
12,952.3 |
12,920.7 |
12,822.3 |
|
| R2 |
12,860.3 |
12,860.3 |
12,813.9 |
|
| R1 |
12,828.7 |
12,828.7 |
12,805.4 |
12,844.5 |
| PP |
12,768.3 |
12,768.3 |
12,768.3 |
12,776.3 |
| S1 |
12,736.7 |
12,736.7 |
12,788.6 |
12,752.5 |
| S2 |
12,676.3 |
12,676.3 |
12,780.1 |
|
| S3 |
12,584.3 |
12,644.7 |
12,771.7 |
|
| S4 |
12,492.3 |
12,552.7 |
12,746.4 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,668.0 |
13,506.0 |
12,901.8 |
|
| R3 |
13,363.0 |
13,201.0 |
12,817.9 |
|
| R2 |
13,058.0 |
13,058.0 |
12,789.9 |
|
| R1 |
12,896.0 |
12,896.0 |
12,762.0 |
12,824.5 |
| PP |
12,753.0 |
12,753.0 |
12,753.0 |
12,717.3 |
| S1 |
12,591.0 |
12,591.0 |
12,706.0 |
12,519.5 |
| S2 |
12,448.0 |
12,448.0 |
12,678.1 |
|
| S3 |
12,143.0 |
12,286.0 |
12,650.1 |
|
| S4 |
11,838.0 |
11,981.0 |
12,566.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,948.5 |
12,700.0 |
248.5 |
1.9% |
113.2 |
0.9% |
39% |
False |
False |
70,771 |
| 10 |
12,948.5 |
12,610.0 |
338.5 |
2.6% |
126.3 |
1.0% |
55% |
False |
False |
68,560 |
| 20 |
12,948.5 |
12,525.0 |
423.5 |
3.3% |
105.3 |
0.8% |
64% |
False |
False |
35,167 |
| 40 |
12,948.5 |
12,426.5 |
522.0 |
4.1% |
104.9 |
0.8% |
71% |
False |
False |
17,765 |
| 60 |
12,948.5 |
11,965.0 |
983.5 |
7.7% |
105.0 |
0.8% |
85% |
False |
False |
11,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,191.0 |
|
2.618 |
13,040.9 |
|
1.618 |
12,948.9 |
|
1.000 |
12,892.0 |
|
0.618 |
12,856.9 |
|
HIGH |
12,800.0 |
|
0.618 |
12,764.9 |
|
0.500 |
12,754.0 |
|
0.382 |
12,743.1 |
|
LOW |
12,708.0 |
|
0.618 |
12,651.1 |
|
1.000 |
12,616.0 |
|
1.618 |
12,559.1 |
|
2.618 |
12,467.1 |
|
4.250 |
12,317.0 |
|
|