| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,434.15 |
2,443.75 |
9.60 |
0.4% |
2,437.83 |
| High |
2,441.49 |
2,443.75 |
2.26 |
0.1% |
2,446.20 |
| Low |
2,431.28 |
2,428.34 |
-2.94 |
-0.1% |
2,415.70 |
| Close |
2,440.35 |
2,437.92 |
-2.43 |
-0.1% |
2,431.77 |
| Range |
10.21 |
15.41 |
5.20 |
50.9% |
30.50 |
| ATR |
13.48 |
13.61 |
0.14 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,482.90 |
2,475.82 |
2,446.40 |
|
| R3 |
2,467.49 |
2,460.41 |
2,442.16 |
|
| R2 |
2,452.08 |
2,452.08 |
2,440.75 |
|
| R1 |
2,445.00 |
2,445.00 |
2,439.33 |
2,440.84 |
| PP |
2,436.67 |
2,436.67 |
2,436.67 |
2,434.59 |
| S1 |
2,429.59 |
2,429.59 |
2,436.51 |
2,425.43 |
| S2 |
2,421.26 |
2,421.26 |
2,435.09 |
|
| S3 |
2,405.85 |
2,414.18 |
2,433.68 |
|
| S4 |
2,390.44 |
2,398.77 |
2,429.44 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,522.72 |
2,507.75 |
2,448.55 |
|
| R3 |
2,492.22 |
2,477.25 |
2,440.16 |
|
| R2 |
2,461.72 |
2,461.72 |
2,437.36 |
|
| R1 |
2,446.75 |
2,446.75 |
2,434.57 |
2,438.99 |
| PP |
2,431.22 |
2,431.22 |
2,431.22 |
2,427.34 |
| S1 |
2,416.25 |
2,416.25 |
2,428.97 |
2,408.49 |
| S2 |
2,400.72 |
2,400.72 |
2,426.18 |
|
| S3 |
2,370.22 |
2,385.75 |
2,423.38 |
|
| S4 |
2,339.72 |
2,355.25 |
2,415.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,446.20 |
2,415.70 |
30.50 |
1.3% |
15.57 |
0.6% |
73% |
False |
False |
|
| 10 |
2,446.20 |
2,413.54 |
32.66 |
1.3% |
13.08 |
0.5% |
75% |
False |
False |
|
| 20 |
2,446.20 |
2,353.29 |
92.91 |
3.8% |
12.82 |
0.5% |
91% |
False |
False |
|
| 40 |
2,446.20 |
2,335.05 |
111.15 |
4.6% |
11.74 |
0.5% |
93% |
False |
False |
|
| 60 |
2,446.20 |
2,322.25 |
123.95 |
5.1% |
13.70 |
0.6% |
93% |
False |
False |
|
| 80 |
2,446.20 |
2,322.25 |
123.95 |
5.1% |
13.22 |
0.5% |
93% |
False |
False |
|
| 100 |
2,446.20 |
2,257.02 |
189.18 |
7.8% |
13.00 |
0.5% |
96% |
False |
False |
|
| 120 |
2,446.20 |
2,233.62 |
212.58 |
8.7% |
12.86 |
0.5% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,509.24 |
|
2.618 |
2,484.09 |
|
1.618 |
2,468.68 |
|
1.000 |
2,459.16 |
|
0.618 |
2,453.27 |
|
HIGH |
2,443.75 |
|
0.618 |
2,437.86 |
|
0.500 |
2,436.05 |
|
0.382 |
2,434.23 |
|
LOW |
2,428.34 |
|
0.618 |
2,418.82 |
|
1.000 |
2,412.93 |
|
1.618 |
2,403.41 |
|
2.618 |
2,388.00 |
|
4.250 |
2,362.85 |
|
|