| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,067.00 |
2,078.03 |
11.03 |
0.5% |
2,112.50 |
| High |
2,082.78 |
2,085.06 |
2.28 |
0.1% |
2,129.87 |
| Low |
2,067.00 |
2,071.02 |
4.02 |
0.2% |
2,095.38 |
| Close |
2,077.42 |
2,076.78 |
-0.64 |
0.0% |
2,101.49 |
| Range |
15.78 |
14.04 |
-1.74 |
-11.0% |
34.49 |
| ATR |
18.48 |
18.16 |
-0.32 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,119.74 |
2,112.30 |
2,084.50 |
|
| R3 |
2,105.70 |
2,098.26 |
2,080.64 |
|
| R2 |
2,091.66 |
2,091.66 |
2,079.35 |
|
| R1 |
2,084.22 |
2,084.22 |
2,078.07 |
2,080.92 |
| PP |
2,077.62 |
2,077.62 |
2,077.62 |
2,075.97 |
| S1 |
2,070.18 |
2,070.18 |
2,075.49 |
2,066.88 |
| S2 |
2,063.58 |
2,063.58 |
2,074.21 |
|
| S3 |
2,049.54 |
2,056.14 |
2,072.92 |
|
| S4 |
2,035.50 |
2,042.10 |
2,069.06 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,212.38 |
2,191.43 |
2,120.46 |
|
| R3 |
2,177.89 |
2,156.94 |
2,110.97 |
|
| R2 |
2,143.40 |
2,143.40 |
2,107.81 |
|
| R1 |
2,122.45 |
2,122.45 |
2,104.65 |
2,115.68 |
| PP |
2,108.91 |
2,108.91 |
2,108.91 |
2,105.53 |
| S1 |
2,087.96 |
2,087.96 |
2,098.33 |
2,081.19 |
| S2 |
2,074.42 |
2,074.42 |
2,095.17 |
|
| S3 |
2,039.93 |
2,053.47 |
2,092.01 |
|
| S4 |
2,005.44 |
2,018.98 |
2,082.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,108.92 |
2,056.32 |
52.60 |
2.5% |
20.66 |
1.0% |
39% |
False |
False |
|
| 10 |
2,129.87 |
2,056.32 |
73.55 |
3.5% |
17.18 |
0.8% |
28% |
False |
False |
|
| 20 |
2,129.87 |
2,056.32 |
73.55 |
3.5% |
17.20 |
0.8% |
28% |
False |
False |
|
| 40 |
2,134.71 |
2,056.32 |
78.39 |
3.8% |
16.29 |
0.8% |
26% |
False |
False |
|
| 60 |
2,134.71 |
2,056.32 |
78.39 |
3.8% |
17.01 |
0.8% |
26% |
False |
False |
|
| 80 |
2,134.71 |
2,039.69 |
95.02 |
4.6% |
17.90 |
0.9% |
39% |
False |
False |
|
| 100 |
2,134.71 |
2,039.69 |
95.02 |
4.6% |
17.39 |
0.8% |
39% |
False |
False |
|
| 120 |
2,134.71 |
1,980.90 |
153.81 |
7.4% |
19.18 |
0.9% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,144.73 |
|
2.618 |
2,121.82 |
|
1.618 |
2,107.78 |
|
1.000 |
2,099.10 |
|
0.618 |
2,093.74 |
|
HIGH |
2,085.06 |
|
0.618 |
2,079.70 |
|
0.500 |
2,078.04 |
|
0.382 |
2,076.38 |
|
LOW |
2,071.02 |
|
0.618 |
2,062.34 |
|
1.000 |
2,056.98 |
|
1.618 |
2,048.30 |
|
2.618 |
2,034.26 |
|
4.250 |
2,011.35 |
|
|