| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,006.67 |
2,042.69 |
36.02 |
1.8% |
2,075.58 |
| High |
2,036.09 |
2,073.13 |
37.04 |
1.8% |
2,113.32 |
| Low |
2,006.67 |
2,042.69 |
36.02 |
1.8% |
2,032.57 |
| Close |
2,036.09 |
2,070.77 |
34.68 |
1.7% |
2,037.41 |
| Range |
29.42 |
30.44 |
1.02 |
3.5% |
80.75 |
| ATR |
25.41 |
26.24 |
0.83 |
3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,153.52 |
2,142.58 |
2,087.51 |
|
| R3 |
2,123.08 |
2,112.14 |
2,079.14 |
|
| R2 |
2,092.64 |
2,092.64 |
2,076.35 |
|
| R1 |
2,081.70 |
2,081.70 |
2,073.56 |
2,087.17 |
| PP |
2,062.20 |
2,062.20 |
2,062.20 |
2,064.93 |
| S1 |
2,051.26 |
2,051.26 |
2,067.98 |
2,056.73 |
| S2 |
2,031.76 |
2,031.76 |
2,065.19 |
|
| S3 |
2,001.32 |
2,020.82 |
2,062.40 |
|
| S4 |
1,970.88 |
1,990.38 |
2,054.03 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,303.35 |
2,251.13 |
2,081.82 |
|
| R3 |
2,222.60 |
2,170.38 |
2,059.62 |
|
| R2 |
2,141.85 |
2,141.85 |
2,052.21 |
|
| R1 |
2,089.63 |
2,089.63 |
2,044.81 |
2,075.37 |
| PP |
2,061.10 |
2,061.10 |
2,061.10 |
2,053.97 |
| S1 |
2,008.88 |
2,008.88 |
2,030.01 |
1,994.62 |
| S2 |
1,980.35 |
1,980.35 |
2,022.61 |
|
| S3 |
1,899.60 |
1,928.13 |
2,015.20 |
|
| S4 |
1,818.85 |
1,847.38 |
1,993.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,113.32 |
1,991.68 |
121.64 |
5.9% |
38.28 |
1.8% |
65% |
False |
False |
|
| 10 |
2,113.32 |
1,991.68 |
121.64 |
5.9% |
28.71 |
1.4% |
65% |
False |
False |
|
| 20 |
2,120.55 |
1,991.68 |
128.87 |
6.2% |
21.70 |
1.0% |
61% |
False |
False |
|
| 40 |
2,120.55 |
1,991.68 |
128.87 |
6.2% |
19.65 |
0.9% |
61% |
False |
False |
|
| 60 |
2,120.55 |
1,991.68 |
128.87 |
6.2% |
19.08 |
0.9% |
61% |
False |
False |
|
| 80 |
2,120.55 |
1,969.25 |
151.30 |
7.3% |
18.75 |
0.9% |
67% |
False |
False |
|
| 100 |
2,120.55 |
1,810.10 |
310.45 |
15.0% |
20.36 |
1.0% |
84% |
False |
False |
|
| 120 |
2,120.55 |
1,810.10 |
310.45 |
15.0% |
23.76 |
1.1% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,202.50 |
|
2.618 |
2,152.82 |
|
1.618 |
2,122.38 |
|
1.000 |
2,103.57 |
|
0.618 |
2,091.94 |
|
HIGH |
2,073.13 |
|
0.618 |
2,061.50 |
|
0.500 |
2,057.91 |
|
0.382 |
2,054.32 |
|
LOW |
2,042.69 |
|
0.618 |
2,023.88 |
|
1.000 |
2,012.25 |
|
1.618 |
1,993.44 |
|
2.618 |
1,963.00 |
|
4.250 |
1,913.32 |
|
|