| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
10,988.0 |
11,024.5 |
36.5 |
0.3% |
11,190.0 |
| High |
11,288.0 |
11,135.5 |
-152.5 |
-1.4% |
11,647.0 |
| Low |
10,869.0 |
10,917.5 |
48.5 |
0.4% |
11,190.0 |
| Close |
11,103.5 |
11,007.0 |
-96.5 |
-0.9% |
11,506.5 |
| Range |
419.0 |
218.0 |
-201.0 |
-48.0% |
457.0 |
| ATR |
259.6 |
256.7 |
-3.0 |
-1.1% |
0.0 |
| Volume |
450 |
228 |
-222 |
-49.3% |
2,617 |
|
| Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,674.0 |
11,558.5 |
11,126.9 |
|
| R3 |
11,456.0 |
11,340.5 |
11,067.0 |
|
| R2 |
11,238.0 |
11,238.0 |
11,047.0 |
|
| R1 |
11,122.5 |
11,122.5 |
11,027.0 |
11,071.3 |
| PP |
11,020.0 |
11,020.0 |
11,020.0 |
10,994.4 |
| S1 |
10,904.5 |
10,904.5 |
10,987.0 |
10,853.3 |
| S2 |
10,802.0 |
10,802.0 |
10,967.0 |
|
| S3 |
10,584.0 |
10,686.5 |
10,947.1 |
|
| S4 |
10,366.0 |
10,468.5 |
10,887.1 |
|
|
| 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 |
11,600.0 |
10,869.0 |
731.0 |
6.6% |
245.9 |
2.2% |
19% |
False |
False |
370 |
| 10 |
11,647.0 |
10,820.5 |
826.5 |
7.5% |
260.2 |
2.4% |
23% |
False |
False |
642 |
| 20 |
11,647.0 |
10,820.5 |
826.5 |
7.5% |
227.3 |
2.1% |
23% |
False |
False |
402 |
| 40 |
11,900.5 |
10,820.5 |
1,080.0 |
9.8% |
205.4 |
1.9% |
17% |
False |
False |
223 |
| 60 |
12,421.0 |
10,820.5 |
1,600.5 |
14.5% |
192.1 |
1.7% |
12% |
False |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,062.0 |
|
2.618 |
11,706.2 |
|
1.618 |
11,488.2 |
|
1.000 |
11,353.5 |
|
0.618 |
11,270.2 |
|
HIGH |
11,135.5 |
|
0.618 |
11,052.2 |
|
0.500 |
11,026.5 |
|
0.382 |
11,000.8 |
|
LOW |
10,917.5 |
|
0.618 |
10,782.8 |
|
1.000 |
10,699.5 |
|
1.618 |
10,564.8 |
|
2.618 |
10,346.8 |
|
4.250 |
9,991.0 |
|
|