| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,115.65 |
2,109.57 |
-6.08 |
-0.3% |
2,100.83 |
| High |
2,117.64 |
2,109.57 |
-8.07 |
-0.4% |
2,120.55 |
| Low |
2,107.73 |
2,089.96 |
-17.77 |
-0.8% |
2,089.96 |
| Close |
2,115.48 |
2,096.07 |
-19.41 |
-0.9% |
2,096.07 |
| Range |
9.91 |
19.61 |
9.70 |
97.9% |
30.59 |
| ATR |
16.35 |
17.00 |
0.66 |
4.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,157.36 |
2,146.33 |
2,106.86 |
|
| R3 |
2,137.75 |
2,126.72 |
2,101.46 |
|
| R2 |
2,118.14 |
2,118.14 |
2,099.67 |
|
| R1 |
2,107.11 |
2,107.11 |
2,097.87 |
2,102.82 |
| PP |
2,098.53 |
2,098.53 |
2,098.53 |
2,096.39 |
| S1 |
2,087.50 |
2,087.50 |
2,094.27 |
2,083.21 |
| S2 |
2,078.92 |
2,078.92 |
2,092.47 |
|
| S3 |
2,059.31 |
2,067.89 |
2,090.68 |
|
| S4 |
2,039.70 |
2,048.28 |
2,085.28 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,193.96 |
2,175.61 |
2,112.89 |
|
| R3 |
2,163.37 |
2,145.02 |
2,104.48 |
|
| R2 |
2,132.78 |
2,132.78 |
2,101.68 |
|
| R1 |
2,114.43 |
2,114.43 |
2,098.87 |
2,108.31 |
| PP |
2,102.19 |
2,102.19 |
2,102.19 |
2,099.14 |
| S1 |
2,083.84 |
2,083.84 |
2,093.27 |
2,077.72 |
| S2 |
2,071.60 |
2,071.60 |
2,090.46 |
|
| S3 |
2,041.01 |
2,053.25 |
2,087.66 |
|
| S4 |
2,010.42 |
2,022.66 |
2,079.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,120.55 |
2,089.96 |
30.59 |
1.5% |
11.79 |
0.6% |
20% |
False |
True |
|
| 10 |
2,120.55 |
2,085.10 |
35.45 |
1.7% |
13.40 |
0.6% |
31% |
False |
False |
|
| 20 |
2,120.55 |
2,025.91 |
94.64 |
4.5% |
16.36 |
0.8% |
74% |
False |
False |
|
| 40 |
2,120.55 |
2,025.91 |
94.64 |
4.5% |
16.48 |
0.8% |
74% |
False |
False |
|
| 60 |
2,120.55 |
2,022.16 |
98.39 |
4.7% |
16.99 |
0.8% |
75% |
False |
False |
|
| 80 |
2,120.55 |
1,891.00 |
229.55 |
11.0% |
18.28 |
0.9% |
89% |
False |
False |
|
| 100 |
2,120.55 |
1,810.10 |
310.45 |
14.8% |
21.87 |
1.0% |
92% |
False |
False |
|
| 120 |
2,120.55 |
1,810.10 |
310.45 |
14.8% |
23.59 |
1.1% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,192.91 |
|
2.618 |
2,160.91 |
|
1.618 |
2,141.30 |
|
1.000 |
2,129.18 |
|
0.618 |
2,121.69 |
|
HIGH |
2,109.57 |
|
0.618 |
2,102.08 |
|
0.500 |
2,099.77 |
|
0.382 |
2,097.45 |
|
LOW |
2,089.96 |
|
0.618 |
2,077.84 |
|
1.000 |
2,070.35 |
|
1.618 |
2,058.23 |
|
2.618 |
2,038.62 |
|
4.250 |
2,006.62 |
|
|