| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
4,294.80 |
4,247.71 |
-47.09 |
-1.1% |
4,424.11 |
| High |
4,373.15 |
4,249.00 |
-124.15 |
-2.8% |
4,467.48 |
| Low |
4,274.54 |
4,179.74 |
-94.80 |
-2.2% |
4,274.54 |
| Close |
4,285.70 |
4,201.05 |
-84.65 |
-2.0% |
4,285.70 |
| Range |
98.61 |
69.26 |
-29.35 |
-29.8% |
192.94 |
| ATR |
57.28 |
60.76 |
3.48 |
6.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,417.71 |
4,378.64 |
4,239.14 |
|
| R3 |
4,348.45 |
4,309.38 |
4,220.10 |
|
| R2 |
4,279.19 |
4,279.19 |
4,213.75 |
|
| R1 |
4,240.12 |
4,240.12 |
4,207.40 |
4,225.03 |
| PP |
4,209.93 |
4,209.93 |
4,209.93 |
4,202.38 |
| S1 |
4,170.86 |
4,170.86 |
4,194.70 |
4,155.77 |
| S2 |
4,140.67 |
4,140.67 |
4,188.35 |
|
| S3 |
4,071.41 |
4,101.60 |
4,182.00 |
|
| S4 |
4,002.15 |
4,032.34 |
4,162.96 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,921.39 |
4,796.49 |
4,391.82 |
|
| R3 |
4,728.45 |
4,603.55 |
4,338.76 |
|
| R2 |
4,535.51 |
4,535.51 |
4,321.07 |
|
| R1 |
4,410.61 |
4,410.61 |
4,303.39 |
4,376.59 |
| PP |
4,342.57 |
4,342.57 |
4,342.57 |
4,325.57 |
| S1 |
4,217.67 |
4,217.67 |
4,268.01 |
4,183.65 |
| S2 |
4,149.63 |
4,149.63 |
4,250.33 |
|
| S3 |
3,956.69 |
4,024.73 |
4,232.64 |
|
| S4 |
3,763.75 |
3,831.79 |
4,179.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,467.48 |
4,179.74 |
287.74 |
6.8% |
56.07 |
1.3% |
7% |
False |
True |
|
| 10 |
4,467.48 |
4,179.74 |
287.74 |
6.8% |
52.16 |
1.2% |
7% |
False |
True |
|
| 20 |
4,536.55 |
4,179.74 |
356.81 |
8.5% |
41.67 |
1.0% |
6% |
False |
True |
|
| 40 |
4,536.55 |
4,179.74 |
356.81 |
8.5% |
43.74 |
1.0% |
6% |
False |
True |
|
| 60 |
4,574.38 |
4,179.74 |
394.64 |
9.4% |
45.47 |
1.1% |
5% |
False |
True |
|
| 80 |
4,574.38 |
4,179.74 |
394.64 |
9.4% |
45.85 |
1.1% |
5% |
False |
True |
|
| 100 |
4,574.38 |
3,888.78 |
685.60 |
16.3% |
51.36 |
1.2% |
46% |
False |
False |
|
| 120 |
4,574.38 |
3,888.78 |
685.60 |
16.3% |
59.66 |
1.4% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,543.36 |
|
2.618 |
4,430.32 |
|
1.618 |
4,361.06 |
|
1.000 |
4,318.26 |
|
0.618 |
4,291.80 |
|
HIGH |
4,249.00 |
|
0.618 |
4,222.54 |
|
0.500 |
4,214.37 |
|
0.382 |
4,206.20 |
|
LOW |
4,179.74 |
|
0.618 |
4,136.94 |
|
1.000 |
4,110.48 |
|
1.618 |
4,067.68 |
|
2.618 |
3,998.42 |
|
4.250 |
3,885.39 |
|
|