| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
5,775.03 |
5,832.31 |
57.28 |
1.0% |
5,729.54 |
| High |
5,810.31 |
5,845.15 |
34.84 |
0.6% |
5,810.31 |
| Low |
5,759.70 |
5,765.87 |
6.17 |
0.1% |
5,724.49 |
| Close |
5,803.11 |
5,777.59 |
-25.52 |
-0.4% |
5,803.11 |
| Range |
50.61 |
79.28 |
28.67 |
56.6% |
85.82 |
| ATR |
59.71 |
61.11 |
1.40 |
2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,034.04 |
5,985.10 |
5,821.19 |
|
| R3 |
5,954.76 |
5,905.82 |
5,799.39 |
|
| R2 |
5,875.48 |
5,875.48 |
5,792.12 |
|
| R1 |
5,826.54 |
5,826.54 |
5,784.86 |
5,811.37 |
| PP |
5,796.20 |
5,796.20 |
5,796.20 |
5,788.62 |
| S1 |
5,747.26 |
5,747.26 |
5,770.32 |
5,732.09 |
| S2 |
5,716.92 |
5,716.92 |
5,763.06 |
|
| S3 |
5,637.64 |
5,667.98 |
5,755.79 |
|
| S4 |
5,558.36 |
5,588.70 |
5,733.99 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,036.76 |
6,005.76 |
5,850.31 |
|
| R3 |
5,950.94 |
5,919.94 |
5,826.71 |
|
| R2 |
5,865.12 |
5,865.12 |
5,818.84 |
|
| R1 |
5,834.12 |
5,834.12 |
5,810.98 |
5,849.62 |
| PP |
5,779.30 |
5,779.30 |
5,779.30 |
5,787.06 |
| S1 |
5,748.30 |
5,748.30 |
5,795.24 |
5,763.80 |
| S2 |
5,693.48 |
5,693.48 |
5,787.38 |
|
| S3 |
5,607.66 |
5,662.48 |
5,779.51 |
|
| S4 |
5,521.84 |
5,576.66 |
5,755.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,845.15 |
5,725.01 |
120.14 |
2.1% |
51.91 |
0.9% |
44% |
True |
False |
|
| 10 |
5,845.15 |
5,634.58 |
210.57 |
3.6% |
56.66 |
1.0% |
68% |
True |
False |
|
| 20 |
5,897.69 |
5,633.34 |
264.35 |
4.6% |
59.56 |
1.0% |
55% |
False |
False |
|
| 40 |
5,897.69 |
5,570.28 |
327.41 |
5.7% |
47.07 |
0.8% |
63% |
False |
False |
|
| 60 |
5,897.69 |
5,353.59 |
544.10 |
9.4% |
42.95 |
0.7% |
78% |
False |
False |
|
| 80 |
5,897.69 |
5,316.02 |
581.67 |
10.1% |
41.54 |
0.7% |
79% |
False |
False |
|
| 100 |
5,897.69 |
5,128.76 |
768.93 |
13.3% |
39.14 |
0.7% |
84% |
False |
False |
|
| 120 |
5,897.69 |
4,919.80 |
977.89 |
16.9% |
38.09 |
0.7% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,182.09 |
|
2.618 |
6,052.71 |
|
1.618 |
5,973.43 |
|
1.000 |
5,924.43 |
|
0.618 |
5,894.15 |
|
HIGH |
5,845.15 |
|
0.618 |
5,814.87 |
|
0.500 |
5,805.51 |
|
0.382 |
5,796.15 |
|
LOW |
5,765.87 |
|
0.618 |
5,716.87 |
|
1.000 |
5,686.59 |
|
1.618 |
5,637.59 |
|
2.618 |
5,558.31 |
|
4.250 |
5,428.93 |
|
|