| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
4,408.03 |
4,415.46 |
7.43 |
0.2% |
4,436.12 |
| High |
4,422.67 |
4,442.02 |
19.35 |
0.4% |
4,461.26 |
| Low |
4,398.64 |
4,400.88 |
2.24 |
0.1% |
4,362.16 |
| Close |
4,413.40 |
4,404.73 |
-8.67 |
-0.2% |
4,374.38 |
| Range |
24.03 |
41.14 |
17.11 |
71.2% |
99.10 |
| ATR |
45.97 |
45.62 |
-0.34 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,539.30 |
4,513.15 |
4,427.36 |
|
| R3 |
4,498.16 |
4,472.01 |
4,416.04 |
|
| R2 |
4,457.02 |
4,457.02 |
4,412.27 |
|
| R1 |
4,430.87 |
4,430.87 |
4,408.50 |
4,423.38 |
| PP |
4,415.88 |
4,415.88 |
4,415.88 |
4,412.13 |
| S1 |
4,389.73 |
4,389.73 |
4,400.96 |
4,382.24 |
| S2 |
4,374.74 |
4,374.74 |
4,397.19 |
|
| S3 |
4,333.60 |
4,348.59 |
4,393.42 |
|
| S4 |
4,292.46 |
4,307.45 |
4,382.10 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,696.57 |
4,634.57 |
4,428.89 |
|
| R3 |
4,597.47 |
4,535.47 |
4,401.63 |
|
| R2 |
4,498.37 |
4,498.37 |
4,392.55 |
|
| R1 |
4,436.37 |
4,436.37 |
4,383.46 |
4,417.82 |
| PP |
4,399.27 |
4,399.27 |
4,399.27 |
4,389.99 |
| S1 |
4,337.27 |
4,337.27 |
4,365.30 |
4,318.72 |
| S2 |
4,300.17 |
4,300.17 |
4,356.21 |
|
| S3 |
4,201.07 |
4,238.17 |
4,347.13 |
|
| S4 |
4,101.97 |
4,139.07 |
4,319.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,444.07 |
4,362.16 |
81.91 |
1.9% |
44.82 |
1.0% |
52% |
False |
False |
|
| 10 |
4,518.50 |
4,362.16 |
156.34 |
3.5% |
40.49 |
0.9% |
27% |
False |
False |
|
| 20 |
4,536.55 |
4,362.16 |
174.39 |
4.0% |
35.07 |
0.8% |
24% |
False |
False |
|
| 40 |
4,536.55 |
4,282.00 |
254.55 |
5.8% |
43.44 |
1.0% |
48% |
False |
False |
|
| 60 |
4,574.38 |
4,282.00 |
292.38 |
6.6% |
44.29 |
1.0% |
42% |
False |
False |
|
| 80 |
4,574.38 |
4,225.93 |
348.45 |
7.9% |
45.38 |
1.0% |
51% |
False |
False |
|
| 100 |
4,574.38 |
3,888.78 |
685.60 |
15.6% |
51.87 |
1.2% |
75% |
False |
False |
|
| 120 |
4,642.55 |
3,888.78 |
753.77 |
17.1% |
59.24 |
1.3% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,616.87 |
|
2.618 |
4,549.72 |
|
1.618 |
4,508.58 |
|
1.000 |
4,483.16 |
|
0.618 |
4,467.44 |
|
HIGH |
4,442.02 |
|
0.618 |
4,426.30 |
|
0.500 |
4,421.45 |
|
0.382 |
4,416.60 |
|
LOW |
4,400.88 |
|
0.618 |
4,375.46 |
|
1.000 |
4,359.74 |
|
1.618 |
4,334.32 |
|
2.618 |
4,293.18 |
|
4.250 |
4,226.04 |
|
|