| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
4,540.40 |
4,514.37 |
-26.03 |
-0.6% |
4,541.85 |
| High |
4,546.15 |
4,523.97 |
-22.18 |
-0.5% |
4,561.64 |
| Low |
4,508.66 |
4,469.23 |
-39.43 |
-0.9% |
4,469.23 |
| Close |
4,514.01 |
4,484.28 |
-29.73 |
-0.7% |
4,484.28 |
| Range |
37.49 |
54.74 |
17.25 |
46.0% |
92.41 |
| ATR |
43.78 |
44.56 |
0.78 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,656.71 |
4,625.24 |
4,514.39 |
|
| R3 |
4,601.97 |
4,570.50 |
4,499.33 |
|
| R2 |
4,547.23 |
4,547.23 |
4,494.32 |
|
| R1 |
4,515.76 |
4,515.76 |
4,489.30 |
4,504.13 |
| PP |
4,492.49 |
4,492.49 |
4,492.49 |
4,486.68 |
| S1 |
4,461.02 |
4,461.02 |
4,479.26 |
4,449.39 |
| S2 |
4,437.75 |
4,437.75 |
4,474.24 |
|
| S3 |
4,383.01 |
4,406.28 |
4,469.23 |
|
| S4 |
4,328.27 |
4,351.54 |
4,454.17 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,782.28 |
4,725.69 |
4,535.11 |
|
| R3 |
4,689.87 |
4,633.28 |
4,509.69 |
|
| R2 |
4,597.46 |
4,597.46 |
4,501.22 |
|
| R1 |
4,540.87 |
4,540.87 |
4,492.75 |
4,522.96 |
| PP |
4,505.05 |
4,505.05 |
4,505.05 |
4,496.10 |
| S1 |
4,448.46 |
4,448.46 |
4,475.81 |
4,430.55 |
| S2 |
4,412.64 |
4,412.64 |
4,467.34 |
|
| S3 |
4,320.23 |
4,356.05 |
4,458.87 |
|
| S4 |
4,227.82 |
4,263.64 |
4,433.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,561.64 |
4,469.23 |
92.41 |
2.1% |
34.99 |
0.8% |
16% |
False |
True |
|
| 10 |
4,561.64 |
4,396.13 |
165.51 |
3.7% |
38.01 |
0.8% |
53% |
False |
False |
|
| 20 |
4,561.64 |
4,392.45 |
169.19 |
3.8% |
40.57 |
0.9% |
54% |
False |
False |
|
| 40 |
4,561.64 |
4,349.93 |
211.71 |
4.7% |
41.83 |
0.9% |
63% |
False |
False |
|
| 60 |
4,562.33 |
4,283.91 |
278.42 |
6.2% |
42.46 |
0.9% |
72% |
False |
False |
|
| 80 |
4,562.33 |
4,280.95 |
281.38 |
6.3% |
43.29 |
1.0% |
72% |
False |
False |
|
| 100 |
4,562.33 |
4,198.74 |
363.59 |
8.1% |
41.33 |
0.9% |
79% |
False |
False |
|
| 120 |
4,562.33 |
4,078.85 |
483.48 |
10.8% |
45.98 |
1.0% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,756.62 |
|
2.618 |
4,667.28 |
|
1.618 |
4,612.54 |
|
1.000 |
4,578.71 |
|
0.618 |
4,557.80 |
|
HIGH |
4,523.97 |
|
0.618 |
4,503.06 |
|
0.500 |
4,496.60 |
|
0.382 |
4,490.14 |
|
LOW |
4,469.23 |
|
0.618 |
4,435.40 |
|
1.000 |
4,414.49 |
|
1.618 |
4,380.66 |
|
2.618 |
4,325.92 |
|
4.250 |
4,236.59 |
|
|