| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
12,751.5 |
12,748.0 |
-3.5 |
0.0% |
12,770.0 |
| High |
12,835.0 |
12,751.5 |
-83.5 |
-0.7% |
12,948.5 |
| Low |
12,742.0 |
12,578.5 |
-163.5 |
-1.3% |
12,665.5 |
| Close |
12,769.5 |
12,663.5 |
-106.0 |
-0.8% |
12,725.5 |
| Range |
93.0 |
173.0 |
80.0 |
86.0% |
283.0 |
| ATR |
121.0 |
126.0 |
5.0 |
4.1% |
0.0 |
| Volume |
97,536 |
94,174 |
-3,362 |
-3.4% |
341,648 |
|
| Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,183.5 |
13,096.5 |
12,758.7 |
|
| R3 |
13,010.5 |
12,923.5 |
12,711.1 |
|
| R2 |
12,837.5 |
12,837.5 |
12,695.2 |
|
| R1 |
12,750.5 |
12,750.5 |
12,679.4 |
12,707.5 |
| PP |
12,664.5 |
12,664.5 |
12,664.5 |
12,643.0 |
| S1 |
12,577.5 |
12,577.5 |
12,647.6 |
12,534.5 |
| S2 |
12,491.5 |
12,491.5 |
12,631.8 |
|
| S3 |
12,318.5 |
12,404.5 |
12,615.9 |
|
| S4 |
12,145.5 |
12,231.5 |
12,568.4 |
|
|
| 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 |
12,835.0 |
12,578.5 |
256.5 |
2.0% |
116.2 |
0.9% |
33% |
False |
True |
76,841 |
| 10 |
12,948.5 |
12,578.5 |
370.0 |
2.9% |
129.9 |
1.0% |
23% |
False |
True |
74,023 |
| 20 |
12,948.5 |
12,571.5 |
377.0 |
3.0% |
114.8 |
0.9% |
24% |
False |
False |
47,748 |
| 40 |
12,948.5 |
12,480.5 |
468.0 |
3.7% |
110.4 |
0.9% |
39% |
False |
False |
24,070 |
| 60 |
12,948.5 |
11,965.0 |
983.5 |
7.8% |
107.4 |
0.8% |
71% |
False |
False |
16,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,486.8 |
|
2.618 |
13,204.4 |
|
1.618 |
13,031.4 |
|
1.000 |
12,924.5 |
|
0.618 |
12,858.4 |
|
HIGH |
12,751.5 |
|
0.618 |
12,685.4 |
|
0.500 |
12,665.0 |
|
0.382 |
12,644.6 |
|
LOW |
12,578.5 |
|
0.618 |
12,471.6 |
|
1.000 |
12,405.5 |
|
1.618 |
12,298.6 |
|
2.618 |
12,125.6 |
|
4.250 |
11,843.3 |
|
|