| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,024.5 |
11,091.0 |
66.5 |
0.6% |
11,190.0 |
| High |
11,135.5 |
11,285.0 |
149.5 |
1.3% |
11,647.0 |
| Low |
10,917.5 |
11,012.5 |
95.0 |
0.9% |
11,190.0 |
| Close |
11,007.0 |
11,173.0 |
166.0 |
1.5% |
11,506.5 |
| Range |
218.0 |
272.5 |
54.5 |
25.0% |
457.0 |
| ATR |
256.7 |
258.2 |
1.5 |
0.6% |
0.0 |
| Volume |
228 |
190 |
-38 |
-16.7% |
2,617 |
|
| Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,974.3 |
11,846.2 |
11,322.9 |
|
| R3 |
11,701.8 |
11,573.7 |
11,247.9 |
|
| R2 |
11,429.3 |
11,429.3 |
11,223.0 |
|
| R1 |
11,301.2 |
11,301.2 |
11,198.0 |
11,365.3 |
| PP |
11,156.8 |
11,156.8 |
11,156.8 |
11,188.9 |
| S1 |
11,028.7 |
11,028.7 |
11,148.0 |
11,092.8 |
| S2 |
10,884.3 |
10,884.3 |
11,123.0 |
|
| S3 |
10,611.8 |
10,756.2 |
11,098.1 |
|
| S4 |
10,339.3 |
10,483.7 |
11,023.1 |
|
|
| 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 |
6.5% |
260.4 |
2.3% |
42% |
False |
False |
282 |
| 10 |
11,647.0 |
10,820.5 |
826.5 |
7.4% |
264.4 |
2.4% |
43% |
False |
False |
499 |
| 20 |
11,647.0 |
10,820.5 |
826.5 |
7.4% |
233.3 |
2.1% |
43% |
False |
False |
402 |
| 40 |
11,900.5 |
10,820.5 |
1,080.0 |
9.7% |
202.5 |
1.8% |
33% |
False |
False |
227 |
| 60 |
12,421.0 |
10,820.5 |
1,600.5 |
14.3% |
196.0 |
1.8% |
22% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,443.1 |
|
2.618 |
11,998.4 |
|
1.618 |
11,725.9 |
|
1.000 |
11,557.5 |
|
0.618 |
11,453.4 |
|
HIGH |
11,285.0 |
|
0.618 |
11,180.9 |
|
0.500 |
11,148.8 |
|
0.382 |
11,116.6 |
|
LOW |
11,012.5 |
|
0.618 |
10,844.1 |
|
1.000 |
10,740.0 |
|
1.618 |
10,571.6 |
|
2.618 |
10,299.1 |
|
4.250 |
9,854.4 |
|
|