| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,091.44 |
2,090.06 |
-1.38 |
-0.1% |
2,052.23 |
| High |
2,094.30 |
2,099.06 |
4.76 |
0.2% |
2,099.06 |
| Low |
2,087.08 |
2,090.06 |
2.98 |
0.1% |
2,047.26 |
| Close |
2,090.10 |
2,099.06 |
8.96 |
0.4% |
2,099.06 |
| Range |
7.22 |
9.00 |
1.78 |
24.7% |
51.80 |
| ATR |
19.42 |
18.68 |
-0.74 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,123.06 |
2,120.06 |
2,104.01 |
|
| R3 |
2,114.06 |
2,111.06 |
2,101.54 |
|
| R2 |
2,105.06 |
2,105.06 |
2,100.71 |
|
| R1 |
2,102.06 |
2,102.06 |
2,099.89 |
2,103.56 |
| PP |
2,096.06 |
2,096.06 |
2,096.06 |
2,096.81 |
| S1 |
2,093.06 |
2,093.06 |
2,098.24 |
2,094.56 |
| S2 |
2,087.06 |
2,087.06 |
2,097.41 |
|
| S3 |
2,078.06 |
2,084.06 |
2,096.59 |
|
| S4 |
2,069.06 |
2,075.06 |
2,094.11 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,237.19 |
2,219.93 |
2,127.55 |
|
| R3 |
2,185.39 |
2,168.13 |
2,113.31 |
|
| R2 |
2,133.59 |
2,133.59 |
2,108.56 |
|
| R1 |
2,116.33 |
2,116.33 |
2,103.81 |
2,124.96 |
| PP |
2,081.79 |
2,081.79 |
2,081.79 |
2,086.11 |
| S1 |
2,064.53 |
2,064.53 |
2,094.31 |
2,073.16 |
| S2 |
2,029.99 |
2,029.99 |
2,089.56 |
|
| S3 |
1,978.19 |
2,012.73 |
2,084.82 |
|
| S4 |
1,926.39 |
1,960.93 |
2,070.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,099.06 |
2,047.26 |
51.80 |
2.5% |
13.47 |
0.6% |
100% |
True |
False |
|
| 10 |
2,099.06 |
2,025.91 |
73.15 |
3.5% |
17.85 |
0.9% |
100% |
True |
False |
|
| 20 |
2,099.06 |
2,025.91 |
73.15 |
3.5% |
18.05 |
0.9% |
100% |
True |
False |
|
| 40 |
2,111.05 |
2,025.91 |
85.14 |
4.1% |
17.78 |
0.8% |
86% |
False |
False |
|
| 60 |
2,111.05 |
1,969.25 |
141.80 |
6.8% |
17.91 |
0.9% |
92% |
False |
False |
|
| 80 |
2,111.05 |
1,810.10 |
300.95 |
14.3% |
20.48 |
1.0% |
96% |
False |
False |
|
| 100 |
2,111.05 |
1,810.10 |
300.95 |
14.3% |
24.65 |
1.2% |
96% |
False |
False |
|
| 120 |
2,111.05 |
1,810.10 |
300.95 |
14.3% |
24.86 |
1.2% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,137.31 |
|
2.618 |
2,122.62 |
|
1.618 |
2,113.62 |
|
1.000 |
2,108.06 |
|
0.618 |
2,104.62 |
|
HIGH |
2,099.06 |
|
0.618 |
2,095.62 |
|
0.500 |
2,094.56 |
|
0.382 |
2,093.50 |
|
LOW |
2,090.06 |
|
0.618 |
2,084.50 |
|
1.000 |
2,081.06 |
|
1.618 |
2,075.50 |
|
2.618 |
2,066.50 |
|
4.250 |
2,051.81 |
|
|