| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
12,773.5 |
12,785.0 |
11.5 |
0.1% |
12,770.0 |
| High |
12,800.0 |
12,788.5 |
-11.5 |
-0.1% |
12,948.5 |
| Low |
12,708.0 |
12,665.5 |
-42.5 |
-0.3% |
12,665.5 |
| Close |
12,797.0 |
12,725.5 |
-71.5 |
-0.6% |
12,725.5 |
| Range |
92.0 |
123.0 |
31.0 |
33.7% |
283.0 |
| ATR |
121.2 |
121.9 |
0.7 |
0.6% |
0.0 |
| Volume |
69,225 |
60,928 |
-8,297 |
-12.0% |
341,648 |
|
| Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,095.5 |
13,033.5 |
12,793.2 |
|
| R3 |
12,972.5 |
12,910.5 |
12,759.3 |
|
| R2 |
12,849.5 |
12,849.5 |
12,748.1 |
|
| R1 |
12,787.5 |
12,787.5 |
12,736.8 |
12,757.0 |
| PP |
12,726.5 |
12,726.5 |
12,726.5 |
12,711.3 |
| S1 |
12,664.5 |
12,664.5 |
12,714.2 |
12,634.0 |
| S2 |
12,603.5 |
12,603.5 |
12,703.0 |
|
| S3 |
12,480.5 |
12,541.5 |
12,691.7 |
|
| S4 |
12,357.5 |
12,418.5 |
12,657.9 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,628.8 |
13,460.2 |
12,881.2 |
|
| R3 |
13,345.8 |
13,177.2 |
12,803.3 |
|
| R2 |
13,062.8 |
13,062.8 |
12,777.4 |
|
| R1 |
12,894.2 |
12,894.2 |
12,751.4 |
12,837.0 |
| PP |
12,779.8 |
12,779.8 |
12,779.8 |
12,751.3 |
| S1 |
12,611.2 |
12,611.2 |
12,699.6 |
12,554.0 |
| S2 |
12,496.8 |
12,496.8 |
12,673.6 |
|
| S3 |
12,213.8 |
12,328.2 |
12,647.7 |
|
| S4 |
11,930.8 |
12,045.2 |
12,569.9 |
|
|
| 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 |
12,665.5 |
283.0 |
2.2% |
126.4 |
1.0% |
21% |
False |
True |
68,329 |
| 10 |
12,948.5 |
12,610.0 |
338.5 |
2.7% |
126.6 |
1.0% |
34% |
False |
False |
70,518 |
| 20 |
12,948.5 |
12,563.5 |
385.0 |
3.0% |
108.0 |
0.8% |
42% |
False |
False |
38,195 |
| 40 |
12,948.5 |
12,426.5 |
522.0 |
4.1% |
107.0 |
0.8% |
57% |
False |
False |
19,285 |
| 60 |
12,948.5 |
11,965.0 |
983.5 |
7.7% |
104.8 |
0.8% |
77% |
False |
False |
12,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,311.3 |
|
2.618 |
13,110.5 |
|
1.618 |
12,987.5 |
|
1.000 |
12,911.5 |
|
0.618 |
12,864.5 |
|
HIGH |
12,788.5 |
|
0.618 |
12,741.5 |
|
0.500 |
12,727.0 |
|
0.382 |
12,712.5 |
|
LOW |
12,665.5 |
|
0.618 |
12,589.5 |
|
1.000 |
12,542.5 |
|
1.618 |
12,466.5 |
|
2.618 |
12,343.5 |
|
4.250 |
12,142.8 |
|
|