| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,573.5 |
11,440.0 |
-133.5 |
-1.2% |
11,032.5 |
| High |
11,579.5 |
11,600.0 |
20.5 |
0.2% |
11,300.0 |
| Low |
11,379.5 |
11,377.0 |
-2.5 |
0.0% |
10,820.5 |
| Close |
11,485.0 |
11,485.0 |
0.0 |
0.0% |
11,054.0 |
| Range |
200.0 |
223.0 |
23.0 |
11.5% |
479.5 |
| ATR |
236.2 |
235.3 |
-0.9 |
-0.4% |
0.0 |
| Volume |
626 |
352 |
-274 |
-43.8% |
3,465 |
|
| Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,156.3 |
12,043.7 |
11,607.7 |
|
| R3 |
11,933.3 |
11,820.7 |
11,546.3 |
|
| R2 |
11,710.3 |
11,710.3 |
11,525.9 |
|
| R1 |
11,597.7 |
11,597.7 |
11,505.4 |
11,654.0 |
| PP |
11,487.3 |
11,487.3 |
11,487.3 |
11,515.5 |
| S1 |
11,374.7 |
11,374.7 |
11,464.6 |
11,431.0 |
| S2 |
11,264.3 |
11,264.3 |
11,444.1 |
|
| S3 |
11,041.3 |
11,151.7 |
11,423.7 |
|
| S4 |
10,818.3 |
10,928.7 |
11,362.4 |
|
|
| 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 |
11,007.0 |
640.0 |
5.6% |
217.0 |
1.9% |
75% |
False |
False |
571 |
| 10 |
11,647.0 |
10,820.5 |
826.5 |
7.2% |
239.2 |
2.1% |
80% |
False |
False |
608 |
| 20 |
11,647.0 |
10,820.5 |
826.5 |
7.2% |
213.3 |
1.9% |
80% |
False |
False |
362 |
| 40 |
11,900.5 |
10,820.5 |
1,080.0 |
9.4% |
205.3 |
1.8% |
62% |
False |
False |
206 |
| 60 |
12,421.0 |
10,820.5 |
1,600.5 |
13.9% |
183.9 |
1.6% |
42% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,547.8 |
|
2.618 |
12,183.8 |
|
1.618 |
11,960.8 |
|
1.000 |
11,823.0 |
|
0.618 |
11,737.8 |
|
HIGH |
11,600.0 |
|
0.618 |
11,514.8 |
|
0.500 |
11,488.5 |
|
0.382 |
11,462.2 |
|
LOW |
11,377.0 |
|
0.618 |
11,239.2 |
|
1.000 |
11,154.0 |
|
1.618 |
11,016.2 |
|
2.618 |
10,793.2 |
|
4.250 |
10,429.3 |
|
|