| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,525.5 |
11,573.5 |
48.0 |
0.4% |
11,032.5 |
| High |
11,647.0 |
11,579.5 |
-67.5 |
-0.6% |
11,300.0 |
| Low |
11,525.5 |
11,379.5 |
-146.0 |
-1.3% |
10,820.5 |
| Close |
11,549.0 |
11,485.0 |
-64.0 |
-0.6% |
11,054.0 |
| Range |
121.5 |
200.0 |
78.5 |
64.6% |
479.5 |
| ATR |
239.0 |
236.2 |
-2.8 |
-1.2% |
0.0 |
| Volume |
453 |
626 |
173 |
38.2% |
3,465 |
|
| Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,081.3 |
11,983.2 |
11,595.0 |
|
| R3 |
11,881.3 |
11,783.2 |
11,540.0 |
|
| R2 |
11,681.3 |
11,681.3 |
11,521.7 |
|
| R1 |
11,583.2 |
11,583.2 |
11,503.3 |
11,532.3 |
| PP |
11,481.3 |
11,481.3 |
11,481.3 |
11,455.9 |
| S1 |
11,383.2 |
11,383.2 |
11,466.7 |
11,332.3 |
| S2 |
11,281.3 |
11,281.3 |
11,448.3 |
|
| S3 |
11,081.3 |
11,183.2 |
11,430.0 |
|
| S4 |
10,881.3 |
10,983.2 |
11,375.0 |
|
|
| 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% |
268.3 |
2.3% |
80% |
False |
False |
716 |
| 10 |
11,647.0 |
10,820.5 |
826.5 |
7.2% |
234.0 |
2.0% |
80% |
False |
False |
601 |
| 20 |
11,740.0 |
10,820.5 |
919.5 |
8.0% |
207.5 |
1.8% |
72% |
False |
False |
346 |
| 40 |
12,025.0 |
10,820.5 |
1,204.5 |
10.5% |
204.6 |
1.8% |
55% |
False |
False |
199 |
| 60 |
12,421.0 |
10,820.5 |
1,600.5 |
13.9% |
180.2 |
1.6% |
42% |
False |
False |
147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,429.5 |
|
2.618 |
12,103.1 |
|
1.618 |
11,903.1 |
|
1.000 |
11,779.5 |
|
0.618 |
11,703.1 |
|
HIGH |
11,579.5 |
|
0.618 |
11,503.1 |
|
0.500 |
11,479.5 |
|
0.382 |
11,455.9 |
|
LOW |
11,379.5 |
|
0.618 |
11,255.9 |
|
1.000 |
11,179.5 |
|
1.618 |
11,055.9 |
|
2.618 |
10,855.9 |
|
4.250 |
10,529.5 |
|
|