| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,077.60 |
2,066.36 |
-11.24 |
-0.5% |
2,100.83 |
| High |
2,085.65 |
2,079.62 |
-6.03 |
-0.3% |
2,120.55 |
| Low |
2,069.80 |
2,050.37 |
-19.43 |
-0.9% |
2,089.96 |
| Close |
2,071.50 |
2,077.98 |
6.48 |
0.3% |
2,096.07 |
| Range |
15.85 |
29.25 |
13.40 |
84.5% |
30.59 |
| ATR |
17.10 |
17.97 |
0.87 |
5.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,157.07 |
2,146.78 |
2,094.07 |
|
| R3 |
2,127.82 |
2,117.53 |
2,086.02 |
|
| R2 |
2,098.57 |
2,098.57 |
2,083.34 |
|
| R1 |
2,088.28 |
2,088.28 |
2,080.66 |
2,093.43 |
| PP |
2,069.32 |
2,069.32 |
2,069.32 |
2,071.90 |
| S1 |
2,059.03 |
2,059.03 |
2,075.30 |
2,064.18 |
| S2 |
2,040.07 |
2,040.07 |
2,072.62 |
|
| S3 |
2,010.82 |
2,029.78 |
2,069.94 |
|
| S4 |
1,981.57 |
2,000.53 |
2,061.89 |
|
|
| 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 |
2,109.57 |
2,050.37 |
59.20 |
2.8% |
20.31 |
1.0% |
47% |
False |
True |
|
| 10 |
2,120.55 |
2,050.37 |
70.18 |
3.4% |
15.96 |
0.8% |
39% |
False |
True |
|
| 20 |
2,120.55 |
2,025.91 |
94.64 |
4.6% |
15.45 |
0.7% |
55% |
False |
False |
|
| 40 |
2,120.55 |
2,025.91 |
94.64 |
4.6% |
17.15 |
0.8% |
55% |
False |
False |
|
| 60 |
2,120.55 |
2,022.49 |
98.06 |
4.7% |
17.32 |
0.8% |
57% |
False |
False |
|
| 80 |
2,120.55 |
1,891.00 |
229.55 |
11.0% |
18.35 |
0.9% |
81% |
False |
False |
|
| 100 |
2,120.55 |
1,810.10 |
310.45 |
14.9% |
21.03 |
1.0% |
86% |
False |
False |
|
| 120 |
2,120.55 |
1,810.10 |
310.45 |
14.9% |
23.47 |
1.1% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,203.93 |
|
2.618 |
2,156.20 |
|
1.618 |
2,126.95 |
|
1.000 |
2,108.87 |
|
0.618 |
2,097.70 |
|
HIGH |
2,079.62 |
|
0.618 |
2,068.45 |
|
0.500 |
2,065.00 |
|
0.382 |
2,061.54 |
|
LOW |
2,050.37 |
|
0.618 |
2,032.29 |
|
1.000 |
2,021.12 |
|
1.618 |
2,003.04 |
|
2.618 |
1,973.79 |
|
4.250 |
1,926.06 |
|
|