| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
5,729.54 |
5,762.99 |
33.45 |
0.6% |
5,677.16 |
| High |
5,776.37 |
5,772.17 |
-4.20 |
-0.1% |
5,774.19 |
| Low |
5,724.49 |
5,725.01 |
0.52 |
0.0% |
5,633.34 |
| Close |
5,772.22 |
5,726.31 |
-45.91 |
-0.8% |
5,681.48 |
| Range |
51.88 |
47.16 |
-4.72 |
-9.1% |
140.85 |
| ATR |
63.88 |
62.68 |
-1.19 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,882.64 |
5,851.64 |
5,752.25 |
|
| R3 |
5,835.48 |
5,804.48 |
5,739.28 |
|
| R2 |
5,788.32 |
5,788.32 |
5,734.96 |
|
| R1 |
5,757.32 |
5,757.32 |
5,730.63 |
5,749.24 |
| PP |
5,741.16 |
5,741.16 |
5,741.16 |
5,737.13 |
| S1 |
5,710.16 |
5,710.16 |
5,721.99 |
5,702.08 |
| S2 |
5,694.00 |
5,694.00 |
5,717.66 |
|
| S3 |
5,646.84 |
5,663.00 |
5,713.34 |
|
| S4 |
5,599.68 |
5,615.84 |
5,700.37 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,118.89 |
6,041.03 |
5,758.95 |
|
| R3 |
5,978.04 |
5,900.18 |
5,720.21 |
|
| R2 |
5,837.19 |
5,837.19 |
5,707.30 |
|
| R1 |
5,759.33 |
5,759.33 |
5,694.39 |
5,798.26 |
| PP |
5,696.34 |
5,696.34 |
5,696.34 |
5,715.80 |
| S1 |
5,618.48 |
5,618.48 |
5,668.57 |
5,657.41 |
| S2 |
5,555.49 |
5,555.49 |
5,655.66 |
|
| S3 |
5,414.64 |
5,477.63 |
5,642.75 |
|
| S4 |
5,273.79 |
5,336.78 |
5,604.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,776.37 |
5,634.58 |
141.79 |
2.5% |
60.56 |
1.1% |
65% |
False |
False |
|
| 10 |
5,897.69 |
5,633.34 |
264.35 |
4.6% |
75.67 |
1.3% |
35% |
False |
False |
|
| 20 |
5,897.69 |
5,633.34 |
264.35 |
4.6% |
55.27 |
1.0% |
35% |
False |
False |
|
| 40 |
5,897.69 |
5,521.52 |
376.17 |
6.6% |
44.48 |
0.8% |
54% |
False |
False |
|
| 60 |
5,897.69 |
5,316.02 |
581.67 |
10.2% |
42.34 |
0.7% |
71% |
False |
False |
|
| 80 |
5,897.69 |
5,316.02 |
581.67 |
10.2% |
40.54 |
0.7% |
71% |
False |
False |
|
| 100 |
5,897.69 |
5,086.33 |
811.36 |
14.2% |
38.36 |
0.7% |
79% |
False |
False |
|
| 120 |
5,897.69 |
4,853.93 |
1,043.76 |
18.2% |
38.02 |
0.7% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,972.60 |
|
2.618 |
5,895.63 |
|
1.618 |
5,848.47 |
|
1.000 |
5,819.33 |
|
0.618 |
5,801.31 |
|
HIGH |
5,772.17 |
|
0.618 |
5,754.15 |
|
0.500 |
5,748.59 |
|
0.382 |
5,743.03 |
|
LOW |
5,725.01 |
|
0.618 |
5,695.87 |
|
1.000 |
5,677.85 |
|
1.618 |
5,648.71 |
|
2.618 |
5,601.55 |
|
4.250 |
5,524.58 |
|
|