| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,402.5 |
10,988.0 |
-414.5 |
-3.6% |
11,190.0 |
| High |
11,551.5 |
11,288.0 |
-263.5 |
-2.3% |
11,647.0 |
| Low |
11,382.0 |
10,869.0 |
-513.0 |
-4.5% |
11,190.0 |
| Close |
11,506.5 |
11,103.5 |
-403.0 |
-3.5% |
11,506.5 |
| Range |
169.5 |
419.0 |
249.5 |
147.2% |
457.0 |
| ATR |
230.6 |
259.6 |
29.1 |
12.6% |
0.0 |
| Volume |
194 |
450 |
256 |
132.0% |
2,617 |
|
| Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,343.8 |
12,142.7 |
11,334.0 |
|
| R3 |
11,924.8 |
11,723.7 |
11,218.7 |
|
| R2 |
11,505.8 |
11,505.8 |
11,180.3 |
|
| R1 |
11,304.7 |
11,304.7 |
11,141.9 |
11,405.3 |
| PP |
11,086.8 |
11,086.8 |
11,086.8 |
11,137.1 |
| S1 |
10,885.7 |
10,885.7 |
11,065.1 |
10,986.3 |
| S2 |
10,667.8 |
10,667.8 |
11,026.7 |
|
| S3 |
10,248.8 |
10,466.7 |
10,988.3 |
|
| S4 |
9,829.8 |
10,047.7 |
10,873.1 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,818.8 |
12,619.7 |
11,757.9 |
|
| R3 |
12,361.8 |
12,162.7 |
11,632.2 |
|
| R2 |
11,904.8 |
11,904.8 |
11,590.3 |
|
| R1 |
11,705.7 |
11,705.7 |
11,548.4 |
11,805.3 |
| PP |
11,447.8 |
11,447.8 |
11,447.8 |
11,497.6 |
| S1 |
11,248.7 |
11,248.7 |
11,464.6 |
11,348.3 |
| S2 |
10,990.8 |
10,990.8 |
11,422.7 |
|
| S3 |
10,533.8 |
10,791.7 |
11,380.8 |
|
| S4 |
10,076.8 |
10,334.7 |
11,255.2 |
|
|
| 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 |
10,869.0 |
778.0 |
7.0% |
226.6 |
2.0% |
30% |
False |
True |
415 |
| 10 |
11,647.0 |
10,820.5 |
826.5 |
7.4% |
261.2 |
2.4% |
34% |
False |
False |
633 |
| 20 |
11,647.0 |
10,820.5 |
826.5 |
7.4% |
226.6 |
2.0% |
34% |
False |
False |
392 |
| 40 |
11,900.5 |
10,820.5 |
1,080.0 |
9.7% |
204.4 |
1.8% |
26% |
False |
False |
218 |
| 60 |
12,421.0 |
10,820.5 |
1,600.5 |
14.4% |
190.2 |
1.7% |
18% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,068.8 |
|
2.618 |
12,384.9 |
|
1.618 |
11,965.9 |
|
1.000 |
11,707.0 |
|
0.618 |
11,546.9 |
|
HIGH |
11,288.0 |
|
0.618 |
11,127.9 |
|
0.500 |
11,078.5 |
|
0.382 |
11,029.1 |
|
LOW |
10,869.0 |
|
0.618 |
10,610.1 |
|
1.000 |
10,450.0 |
|
1.618 |
10,191.1 |
|
2.618 |
9,772.1 |
|
4.250 |
9,088.3 |
|
|