| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,078.19 |
2,075.58 |
-2.61 |
-0.1% |
2,091.75 |
| High |
2,078.19 |
2,100.66 |
22.47 |
1.1% |
2,098.12 |
| Low |
2,062.84 |
2,075.58 |
12.74 |
0.6% |
2,050.37 |
| Close |
2,071.21 |
2,083.25 |
12.04 |
0.6% |
2,071.21 |
| Range |
15.35 |
25.08 |
9.73 |
63.4% |
47.75 |
| ATR |
17.78 |
18.61 |
0.83 |
4.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,161.74 |
2,147.57 |
2,097.04 |
|
| R3 |
2,136.66 |
2,122.49 |
2,090.15 |
|
| R2 |
2,111.58 |
2,111.58 |
2,087.85 |
|
| R1 |
2,097.41 |
2,097.41 |
2,085.55 |
2,104.50 |
| PP |
2,086.50 |
2,086.50 |
2,086.50 |
2,090.04 |
| S1 |
2,072.33 |
2,072.33 |
2,080.95 |
2,079.42 |
| S2 |
2,061.42 |
2,061.42 |
2,078.65 |
|
| S3 |
2,036.34 |
2,047.25 |
2,076.35 |
|
| S4 |
2,011.26 |
2,022.17 |
2,069.46 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,216.48 |
2,191.60 |
2,097.47 |
|
| R3 |
2,168.73 |
2,143.85 |
2,084.34 |
|
| R2 |
2,120.98 |
2,120.98 |
2,079.96 |
|
| R1 |
2,096.10 |
2,096.10 |
2,075.59 |
2,084.67 |
| PP |
2,073.23 |
2,073.23 |
2,073.23 |
2,067.52 |
| S1 |
2,048.35 |
2,048.35 |
2,066.83 |
2,036.92 |
| S2 |
2,025.48 |
2,025.48 |
2,062.46 |
|
| S3 |
1,977.73 |
2,000.60 |
2,058.08 |
|
| S4 |
1,929.98 |
1,952.85 |
2,044.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,100.66 |
2,050.37 |
50.29 |
2.4% |
20.55 |
1.0% |
65% |
True |
False |
|
| 10 |
2,120.55 |
2,050.37 |
70.18 |
3.4% |
16.88 |
0.8% |
47% |
False |
False |
|
| 20 |
2,120.55 |
2,047.26 |
73.29 |
3.5% |
15.74 |
0.8% |
49% |
False |
False |
|
| 40 |
2,120.55 |
2,025.91 |
94.64 |
4.5% |
17.45 |
0.8% |
61% |
False |
False |
|
| 60 |
2,120.55 |
2,025.91 |
94.64 |
4.5% |
17.54 |
0.8% |
61% |
False |
False |
|
| 80 |
2,120.55 |
1,931.81 |
188.74 |
9.1% |
18.01 |
0.9% |
80% |
False |
False |
|
| 100 |
2,120.55 |
1,810.10 |
310.45 |
14.9% |
20.71 |
1.0% |
88% |
False |
False |
|
| 120 |
2,120.55 |
1,810.10 |
310.45 |
14.9% |
23.62 |
1.1% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,207.25 |
|
2.618 |
2,166.32 |
|
1.618 |
2,141.24 |
|
1.000 |
2,125.74 |
|
0.618 |
2,116.16 |
|
HIGH |
2,100.66 |
|
0.618 |
2,091.08 |
|
0.500 |
2,088.12 |
|
0.382 |
2,085.16 |
|
LOW |
2,075.58 |
|
0.618 |
2,060.08 |
|
1.000 |
2,050.50 |
|
1.618 |
2,035.00 |
|
2.618 |
2,009.92 |
|
4.250 |
1,968.99 |
|
|