| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
5,832.31 |
5,752.72 |
-79.59 |
-1.4% |
5,729.54 |
| High |
5,845.15 |
5,761.04 |
-84.11 |
-1.4% |
5,810.31 |
| Low |
5,765.87 |
5,671.60 |
-94.27 |
-1.6% |
5,724.49 |
| Close |
5,777.59 |
5,671.60 |
-105.99 |
-1.8% |
5,803.11 |
| Range |
79.28 |
89.44 |
10.16 |
12.8% |
85.82 |
| ATR |
61.11 |
64.31 |
3.21 |
5.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,969.73 |
5,910.11 |
5,720.79 |
|
| R3 |
5,880.29 |
5,820.67 |
5,696.20 |
|
| R2 |
5,790.85 |
5,790.85 |
5,688.00 |
|
| R1 |
5,731.23 |
5,731.23 |
5,679.80 |
5,716.32 |
| PP |
5,701.41 |
5,701.41 |
5,701.41 |
5,693.96 |
| S1 |
5,641.79 |
5,641.79 |
5,663.40 |
5,626.88 |
| S2 |
5,611.97 |
5,611.97 |
5,655.20 |
|
| S3 |
5,522.53 |
5,552.35 |
5,647.00 |
|
| S4 |
5,433.09 |
5,462.91 |
5,622.41 |
|
|
| 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 |
5,671.60 |
173.55 |
3.1% |
60.37 |
1.1% |
0% |
False |
True |
|
| 10 |
5,845.15 |
5,634.58 |
210.57 |
3.7% |
60.46 |
1.1% |
18% |
False |
False |
|
| 20 |
5,897.69 |
5,633.34 |
264.35 |
4.7% |
63.10 |
1.1% |
14% |
False |
False |
|
| 40 |
5,897.69 |
5,570.28 |
327.41 |
5.8% |
48.30 |
0.9% |
31% |
False |
False |
|
| 60 |
5,897.69 |
5,353.59 |
544.10 |
9.6% |
44.04 |
0.8% |
58% |
False |
False |
|
| 80 |
5,897.69 |
5,316.02 |
581.67 |
10.3% |
42.30 |
0.7% |
61% |
False |
False |
|
| 100 |
5,897.69 |
5,147.58 |
750.11 |
13.2% |
39.70 |
0.7% |
70% |
False |
False |
|
| 120 |
5,897.69 |
4,935.34 |
962.35 |
17.0% |
38.63 |
0.7% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,141.16 |
|
2.618 |
5,995.19 |
|
1.618 |
5,905.75 |
|
1.000 |
5,850.48 |
|
0.618 |
5,816.31 |
|
HIGH |
5,761.04 |
|
0.618 |
5,726.87 |
|
0.500 |
5,716.32 |
|
0.382 |
5,705.77 |
|
LOW |
5,671.60 |
|
0.618 |
5,616.33 |
|
1.000 |
5,582.16 |
|
1.618 |
5,526.89 |
|
2.618 |
5,437.45 |
|
4.250 |
5,291.48 |
|
|