| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
5,752.72 |
5,693.48 |
-59.24 |
-1.0% |
5,729.54 |
| High |
5,761.04 |
5,757.23 |
-3.81 |
-0.1% |
5,810.31 |
| Low |
5,671.60 |
5,660.53 |
-11.07 |
-0.2% |
5,724.49 |
| Close |
5,671.60 |
5,753.03 |
81.43 |
1.4% |
5,803.11 |
| Range |
89.44 |
96.70 |
7.26 |
8.1% |
85.82 |
| ATR |
64.31 |
66.63 |
2.31 |
3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,013.70 |
5,980.06 |
5,806.22 |
|
| R3 |
5,917.00 |
5,883.36 |
5,779.62 |
|
| R2 |
5,820.30 |
5,820.30 |
5,770.76 |
|
| R1 |
5,786.66 |
5,786.66 |
5,761.89 |
5,803.48 |
| PP |
5,723.60 |
5,723.60 |
5,723.60 |
5,732.01 |
| S1 |
5,689.96 |
5,689.96 |
5,744.17 |
5,706.78 |
| S2 |
5,626.90 |
5,626.90 |
5,735.30 |
|
| S3 |
5,530.20 |
5,593.26 |
5,726.44 |
|
| S4 |
5,433.50 |
5,496.56 |
5,699.85 |
|
|
| 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 |
5,660.53 |
184.62 |
3.2% |
70.12 |
1.2% |
50% |
False |
True |
|
| 10 |
5,845.15 |
5,634.58 |
210.57 |
3.7% |
60.95 |
1.1% |
56% |
False |
False |
|
| 20 |
5,897.69 |
5,633.34 |
264.35 |
4.6% |
65.40 |
1.1% |
45% |
False |
False |
|
| 40 |
5,897.69 |
5,570.28 |
327.41 |
5.7% |
50.23 |
0.9% |
56% |
False |
False |
|
| 60 |
5,897.69 |
5,353.59 |
544.10 |
9.5% |
44.82 |
0.8% |
73% |
False |
False |
|
| 80 |
5,897.69 |
5,316.02 |
581.67 |
10.1% |
43.14 |
0.7% |
75% |
False |
False |
|
| 100 |
5,897.69 |
5,148.06 |
749.63 |
13.0% |
40.48 |
0.7% |
81% |
False |
False |
|
| 120 |
5,897.69 |
4,957.82 |
939.87 |
16.3% |
39.16 |
0.7% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,168.21 |
|
2.618 |
6,010.39 |
|
1.618 |
5,913.69 |
|
1.000 |
5,853.93 |
|
0.618 |
5,816.99 |
|
HIGH |
5,757.23 |
|
0.618 |
5,720.29 |
|
0.500 |
5,708.88 |
|
0.382 |
5,697.47 |
|
LOW |
5,660.53 |
|
0.618 |
5,600.77 |
|
1.000 |
5,563.83 |
|
1.618 |
5,504.07 |
|
2.618 |
5,407.37 |
|
4.250 |
5,249.56 |
|
|