| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
4,273.50 |
4,361.75 |
88.25 |
2.1% |
4,372.50 |
| High |
4,370.00 |
4,400.00 |
30.00 |
0.7% |
4,484.75 |
| Low |
4,262.00 |
4,333.50 |
71.50 |
1.7% |
4,227.25 |
| Close |
4,357.00 |
4,398.50 |
41.50 |
1.0% |
4,256.75 |
| Range |
108.00 |
66.50 |
-41.50 |
-38.4% |
257.50 |
| ATR |
67.85 |
67.75 |
-0.10 |
-0.1% |
0.00 |
| Volume |
39 |
43 |
4 |
10.3% |
283 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,576.75 |
4,554.25 |
4,435.00 |
|
| R3 |
4,510.25 |
4,487.75 |
4,416.75 |
|
| R2 |
4,443.75 |
4,443.75 |
4,410.75 |
|
| R1 |
4,421.25 |
4,421.25 |
4,404.50 |
4,432.50 |
| PP |
4,377.25 |
4,377.25 |
4,377.25 |
4,383.00 |
| S1 |
4,354.75 |
4,354.75 |
4,392.50 |
4,366.00 |
| S2 |
4,310.75 |
4,310.75 |
4,386.25 |
|
| S3 |
4,244.25 |
4,288.25 |
4,380.25 |
|
| S4 |
4,177.75 |
4,221.75 |
4,362.00 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,095.50 |
4,933.50 |
4,398.50 |
|
| R3 |
4,838.00 |
4,676.00 |
4,327.50 |
|
| R2 |
4,580.50 |
4,580.50 |
4,304.00 |
|
| R1 |
4,418.50 |
4,418.50 |
4,280.25 |
4,370.75 |
| PP |
4,323.00 |
4,323.00 |
4,323.00 |
4,299.00 |
| S1 |
4,161.00 |
4,161.00 |
4,233.25 |
4,113.25 |
| S2 |
4,065.50 |
4,065.50 |
4,209.50 |
|
| S3 |
3,808.00 |
3,903.50 |
4,186.00 |
|
| S4 |
3,550.50 |
3,646.00 |
4,115.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,484.75 |
4,164.00 |
320.75 |
7.3% |
126.00 |
2.9% |
73% |
False |
False |
88 |
| 10 |
4,484.75 |
4,164.00 |
320.75 |
7.3% |
88.25 |
2.0% |
73% |
False |
False |
68 |
| 20 |
4,519.00 |
4,164.00 |
355.00 |
8.1% |
59.25 |
1.3% |
66% |
False |
False |
43 |
| 40 |
4,521.50 |
4,164.00 |
357.50 |
8.1% |
42.25 |
1.0% |
66% |
False |
False |
21 |
| 60 |
4,555.00 |
4,164.00 |
391.00 |
8.9% |
36.25 |
0.8% |
60% |
False |
False |
15 |
| 80 |
4,555.00 |
4,164.00 |
391.00 |
8.9% |
31.25 |
0.7% |
60% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,682.50 |
|
2.618 |
4,574.00 |
|
1.618 |
4,507.50 |
|
1.000 |
4,466.50 |
|
0.618 |
4,441.00 |
|
HIGH |
4,400.00 |
|
0.618 |
4,374.50 |
|
0.500 |
4,366.75 |
|
0.382 |
4,359.00 |
|
LOW |
4,333.50 |
|
0.618 |
4,292.50 |
|
1.000 |
4,267.00 |
|
1.618 |
4,226.00 |
|
2.618 |
4,159.50 |
|
4.250 |
4,051.00 |
|
|