| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,082.25 |
2,080.00 |
-2.25 |
-0.1% |
2,072.00 |
| High |
2,091.25 |
2,111.00 |
19.75 |
0.9% |
2,099.25 |
| Low |
2,072.75 |
2,076.50 |
3.75 |
0.2% |
2,053.75 |
| Close |
2,081.75 |
2,107.25 |
25.50 |
1.2% |
2,078.00 |
| Range |
18.50 |
34.50 |
16.00 |
86.5% |
45.50 |
| ATR |
18.57 |
19.71 |
1.14 |
6.1% |
0.00 |
| Volume |
759 |
659 |
-100 |
-13.2% |
10,440 |
|
| Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,201.75 |
2,189.00 |
2,126.25 |
|
| R3 |
2,167.25 |
2,154.50 |
2,116.75 |
|
| R2 |
2,132.75 |
2,132.75 |
2,113.50 |
|
| R1 |
2,120.00 |
2,120.00 |
2,110.50 |
2,126.50 |
| PP |
2,098.25 |
2,098.25 |
2,098.25 |
2,101.50 |
| S1 |
2,085.50 |
2,085.50 |
2,104.00 |
2,092.00 |
| S2 |
2,063.75 |
2,063.75 |
2,101.00 |
|
| S3 |
2,029.25 |
2,051.00 |
2,097.75 |
|
| S4 |
1,994.75 |
2,016.50 |
2,088.25 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,213.50 |
2,191.25 |
2,103.00 |
|
| R3 |
2,168.00 |
2,145.75 |
2,090.50 |
|
| R2 |
2,122.50 |
2,122.50 |
2,086.25 |
|
| R1 |
2,100.25 |
2,100.25 |
2,082.25 |
2,111.50 |
| PP |
2,077.00 |
2,077.00 |
2,077.00 |
2,082.50 |
| S1 |
2,054.75 |
2,054.75 |
2,073.75 |
2,066.00 |
| S2 |
2,031.50 |
2,031.50 |
2,069.75 |
|
| S3 |
1,986.00 |
2,009.25 |
2,065.50 |
|
| S4 |
1,940.50 |
1,963.75 |
2,053.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,111.00 |
2,055.25 |
55.75 |
2.6% |
22.75 |
1.1% |
93% |
True |
False |
1,273 |
| 10 |
2,111.00 |
2,053.75 |
57.25 |
2.7% |
19.25 |
0.9% |
93% |
True |
False |
1,666 |
| 20 |
2,115.25 |
2,053.75 |
61.50 |
2.9% |
18.00 |
0.9% |
87% |
False |
False |
988 |
| 40 |
2,118.50 |
2,043.75 |
74.75 |
3.5% |
18.00 |
0.9% |
85% |
False |
False |
653 |
| 60 |
2,118.50 |
2,023.75 |
94.75 |
4.5% |
17.75 |
0.8% |
88% |
False |
False |
460 |
| 80 |
2,118.50 |
2,018.75 |
99.75 |
4.7% |
16.75 |
0.8% |
89% |
False |
False |
352 |
| 100 |
2,118.50 |
1,956.25 |
162.25 |
7.7% |
16.25 |
0.8% |
93% |
False |
False |
295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,257.50 |
|
2.618 |
2,201.25 |
|
1.618 |
2,166.75 |
|
1.000 |
2,145.50 |
|
0.618 |
2,132.25 |
|
HIGH |
2,111.00 |
|
0.618 |
2,097.75 |
|
0.500 |
2,093.75 |
|
0.382 |
2,089.75 |
|
LOW |
2,076.50 |
|
0.618 |
2,055.25 |
|
1.000 |
2,042.00 |
|
1.618 |
2,020.75 |
|
2.618 |
1,986.25 |
|
4.250 |
1,930.00 |
|
|