| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,440.0 |
11,402.5 |
-37.5 |
-0.3% |
11,190.0 |
| High |
11,600.0 |
11,551.5 |
-48.5 |
-0.4% |
11,647.0 |
| Low |
11,377.0 |
11,382.0 |
5.0 |
0.0% |
11,190.0 |
| Close |
11,485.0 |
11,506.5 |
21.5 |
0.2% |
11,506.5 |
| Range |
223.0 |
169.5 |
-53.5 |
-24.0% |
457.0 |
| ATR |
235.3 |
230.6 |
-4.7 |
-2.0% |
0.0 |
| Volume |
352 |
194 |
-158 |
-44.9% |
2,617 |
|
| Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,988.5 |
11,917.0 |
11,599.7 |
|
| R3 |
11,819.0 |
11,747.5 |
11,553.1 |
|
| R2 |
11,649.5 |
11,649.5 |
11,537.6 |
|
| R1 |
11,578.0 |
11,578.0 |
11,522.0 |
11,613.8 |
| PP |
11,480.0 |
11,480.0 |
11,480.0 |
11,497.9 |
| S1 |
11,408.5 |
11,408.5 |
11,491.0 |
11,444.3 |
| S2 |
11,310.5 |
11,310.5 |
11,475.4 |
|
| S3 |
11,141.0 |
11,239.0 |
11,459.9 |
|
| S4 |
10,971.5 |
11,069.5 |
11,413.3 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,818.8 |
12,619.7 |
11,757.9 |
|
| R3 |
12,361.8 |
12,162.7 |
11,632.2 |
|
| R2 |
11,904.8 |
11,904.8 |
11,590.3 |
|
| R1 |
11,705.7 |
11,705.7 |
11,548.4 |
11,805.3 |
| PP |
11,447.8 |
11,447.8 |
11,447.8 |
11,497.6 |
| S1 |
11,248.7 |
11,248.7 |
11,464.6 |
11,348.3 |
| S2 |
10,990.8 |
10,990.8 |
11,422.7 |
|
| S3 |
10,533.8 |
10,791.7 |
11,380.8 |
|
| S4 |
10,076.8 |
10,334.7 |
11,255.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,647.0 |
11,190.0 |
457.0 |
4.0% |
201.5 |
1.8% |
69% |
False |
False |
523 |
| 10 |
11,647.0 |
10,820.5 |
826.5 |
7.2% |
230.5 |
2.0% |
83% |
False |
False |
608 |
| 20 |
11,647.0 |
10,820.5 |
826.5 |
7.2% |
211.0 |
1.8% |
83% |
False |
False |
371 |
| 40 |
11,900.5 |
10,820.5 |
1,080.0 |
9.4% |
197.8 |
1.7% |
64% |
False |
False |
210 |
| 60 |
12,421.0 |
10,820.5 |
1,600.5 |
13.9% |
186.6 |
1.6% |
43% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,271.9 |
|
2.618 |
11,995.3 |
|
1.618 |
11,825.8 |
|
1.000 |
11,721.0 |
|
0.618 |
11,656.3 |
|
HIGH |
11,551.5 |
|
0.618 |
11,486.8 |
|
0.500 |
11,466.8 |
|
0.382 |
11,446.7 |
|
LOW |
11,382.0 |
|
0.618 |
11,277.2 |
|
1.000 |
11,212.5 |
|
1.618 |
11,107.7 |
|
2.618 |
10,938.2 |
|
4.250 |
10,661.6 |
|
|