| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
4,413.71 |
4,433.68 |
19.97 |
0.5% |
4,517.88 |
| High |
4,439.73 |
4,439.61 |
-0.12 |
0.0% |
4,536.55 |
| Low |
4,392.43 |
4,404.58 |
12.15 |
0.3% |
4,447.33 |
| Close |
4,424.91 |
4,409.51 |
-15.40 |
-0.3% |
4,461.05 |
| Range |
47.30 |
35.03 |
-12.27 |
-25.9% |
89.22 |
| ATR |
43.82 |
43.20 |
-0.63 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,522.99 |
4,501.28 |
4,428.78 |
|
| R3 |
4,487.96 |
4,466.25 |
4,419.14 |
|
| R2 |
4,452.93 |
4,452.93 |
4,415.93 |
|
| R1 |
4,431.22 |
4,431.22 |
4,412.72 |
4,424.56 |
| PP |
4,417.90 |
4,417.90 |
4,417.90 |
4,414.57 |
| S1 |
4,396.19 |
4,396.19 |
4,406.30 |
4,389.53 |
| S2 |
4,382.87 |
4,382.87 |
4,403.09 |
|
| S3 |
4,347.84 |
4,361.16 |
4,399.88 |
|
| S4 |
4,312.81 |
4,326.13 |
4,390.24 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,749.30 |
4,694.40 |
4,510.12 |
|
| R3 |
4,660.08 |
4,605.18 |
4,485.59 |
|
| R2 |
4,570.86 |
4,570.86 |
4,477.41 |
|
| R1 |
4,515.96 |
4,515.96 |
4,469.23 |
4,498.80 |
| PP |
4,481.64 |
4,481.64 |
4,481.64 |
4,473.07 |
| S1 |
4,426.74 |
4,426.74 |
4,452.87 |
4,409.58 |
| S2 |
4,392.42 |
4,392.42 |
4,444.69 |
|
| S3 |
4,303.20 |
4,337.52 |
4,436.51 |
|
| S4 |
4,213.98 |
4,248.30 |
4,411.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,518.50 |
4,392.43 |
126.07 |
2.9% |
36.15 |
0.8% |
14% |
False |
False |
|
| 10 |
4,536.55 |
4,392.43 |
144.12 |
3.3% |
33.74 |
0.8% |
12% |
False |
False |
|
| 20 |
4,536.55 |
4,284.37 |
252.18 |
5.7% |
36.39 |
0.8% |
50% |
False |
False |
|
| 40 |
4,562.34 |
4,282.00 |
280.34 |
6.4% |
43.06 |
1.0% |
45% |
False |
False |
|
| 60 |
4,574.38 |
4,282.00 |
292.38 |
6.6% |
44.43 |
1.0% |
44% |
False |
False |
|
| 80 |
4,574.38 |
4,088.12 |
486.26 |
11.0% |
47.04 |
1.1% |
66% |
False |
False |
|
| 100 |
4,574.38 |
3,888.78 |
685.60 |
15.5% |
54.01 |
1.2% |
76% |
False |
False |
|
| 120 |
4,702.74 |
3,888.78 |
813.96 |
18.5% |
58.81 |
1.3% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,588.49 |
|
2.618 |
4,531.32 |
|
1.618 |
4,496.29 |
|
1.000 |
4,474.64 |
|
0.618 |
4,461.26 |
|
HIGH |
4,439.61 |
|
0.618 |
4,426.23 |
|
0.500 |
4,422.10 |
|
0.382 |
4,417.96 |
|
LOW |
4,404.58 |
|
0.618 |
4,382.93 |
|
1.000 |
4,369.55 |
|
1.618 |
4,347.90 |
|
2.618 |
4,312.87 |
|
4.250 |
4,255.70 |
|
|