| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,190.0 |
11,525.5 |
335.5 |
3.0% |
11,032.5 |
| High |
11,483.5 |
11,647.0 |
163.5 |
1.4% |
11,300.0 |
| Low |
11,190.0 |
11,525.5 |
335.5 |
3.0% |
10,820.5 |
| Close |
11,478.0 |
11,549.0 |
71.0 |
0.6% |
11,054.0 |
| Range |
293.5 |
121.5 |
-172.0 |
-58.6% |
479.5 |
| ATR |
244.4 |
239.0 |
-5.4 |
-2.2% |
0.0 |
| Volume |
992 |
453 |
-539 |
-54.3% |
3,465 |
|
| Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,938.3 |
11,865.2 |
11,615.8 |
|
| R3 |
11,816.8 |
11,743.7 |
11,582.4 |
|
| R2 |
11,695.3 |
11,695.3 |
11,571.3 |
|
| R1 |
11,622.2 |
11,622.2 |
11,560.1 |
11,658.8 |
| PP |
11,573.8 |
11,573.8 |
11,573.8 |
11,592.1 |
| S1 |
11,500.7 |
11,500.7 |
11,537.9 |
11,537.3 |
| S2 |
11,452.3 |
11,452.3 |
11,526.7 |
|
| S3 |
11,330.8 |
11,379.2 |
11,515.6 |
|
| S4 |
11,209.3 |
11,257.7 |
11,482.2 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,496.7 |
12,254.8 |
11,317.7 |
|
| R3 |
12,017.2 |
11,775.3 |
11,185.9 |
|
| R2 |
11,537.7 |
11,537.7 |
11,141.9 |
|
| R1 |
11,295.8 |
11,295.8 |
11,098.0 |
11,416.8 |
| PP |
11,058.2 |
11,058.2 |
11,058.2 |
11,118.6 |
| S1 |
10,816.3 |
10,816.3 |
11,010.0 |
10,937.3 |
| S2 |
10,578.7 |
10,578.7 |
10,966.1 |
|
| S3 |
10,099.2 |
10,336.8 |
10,922.1 |
|
| S4 |
9,619.7 |
9,857.3 |
10,790.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,647.0 |
10,820.5 |
826.5 |
7.2% |
274.4 |
2.4% |
88% |
True |
False |
915 |
| 10 |
11,647.0 |
10,820.5 |
826.5 |
7.2% |
246.1 |
2.1% |
88% |
True |
False |
544 |
| 20 |
11,793.0 |
10,820.5 |
972.5 |
8.4% |
205.6 |
1.8% |
75% |
False |
False |
315 |
| 40 |
12,080.0 |
10,820.5 |
1,259.5 |
10.9% |
206.3 |
1.8% |
58% |
False |
False |
184 |
| 60 |
12,421.0 |
10,820.5 |
1,600.5 |
13.9% |
176.9 |
1.5% |
46% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,163.4 |
|
2.618 |
11,965.1 |
|
1.618 |
11,843.6 |
|
1.000 |
11,768.5 |
|
0.618 |
11,722.1 |
|
HIGH |
11,647.0 |
|
0.618 |
11,600.6 |
|
0.500 |
11,586.3 |
|
0.382 |
11,571.9 |
|
LOW |
11,525.5 |
|
0.618 |
11,450.4 |
|
1.000 |
11,404.0 |
|
1.618 |
11,328.9 |
|
2.618 |
11,207.4 |
|
4.250 |
11,009.1 |
|
|