| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,104.07 |
2,100.83 |
-3.24 |
-0.2% |
2,100.13 |
| High |
2,104.07 |
2,113.36 |
9.29 |
0.4% |
2,105.26 |
| Low |
2,085.36 |
2,100.83 |
15.47 |
0.7% |
2,085.10 |
| Close |
2,099.13 |
2,109.41 |
10.28 |
0.5% |
2,099.13 |
| Range |
18.71 |
12.53 |
-6.18 |
-33.0% |
20.16 |
| ATR |
18.24 |
17.95 |
-0.29 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,145.46 |
2,139.96 |
2,116.30 |
|
| R3 |
2,132.93 |
2,127.43 |
2,112.86 |
|
| R2 |
2,120.40 |
2,120.40 |
2,111.71 |
|
| R1 |
2,114.90 |
2,114.90 |
2,110.56 |
2,117.65 |
| PP |
2,107.87 |
2,107.87 |
2,107.87 |
2,109.24 |
| S1 |
2,102.37 |
2,102.37 |
2,108.26 |
2,105.12 |
| S2 |
2,095.34 |
2,095.34 |
2,107.11 |
|
| S3 |
2,082.81 |
2,089.84 |
2,105.96 |
|
| S4 |
2,070.28 |
2,077.31 |
2,102.52 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.98 |
2,148.21 |
2,110.22 |
|
| R3 |
2,136.82 |
2,128.05 |
2,104.67 |
|
| R2 |
2,116.66 |
2,116.66 |
2,102.83 |
|
| R1 |
2,107.89 |
2,107.89 |
2,100.98 |
2,102.20 |
| PP |
2,096.50 |
2,096.50 |
2,096.50 |
2,093.65 |
| S1 |
2,087.73 |
2,087.73 |
2,097.28 |
2,082.04 |
| S2 |
2,076.34 |
2,076.34 |
2,095.43 |
|
| S3 |
2,056.18 |
2,067.57 |
2,093.59 |
|
| S4 |
2,036.02 |
2,047.41 |
2,088.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,113.36 |
2,085.10 |
28.26 |
1.3% |
15.72 |
0.7% |
86% |
True |
False |
|
| 10 |
2,113.36 |
2,047.26 |
66.10 |
3.1% |
14.60 |
0.7% |
94% |
True |
False |
|
| 20 |
2,113.36 |
2,025.91 |
87.45 |
4.1% |
17.62 |
0.8% |
95% |
True |
False |
|
| 40 |
2,113.36 |
2,025.91 |
87.45 |
4.1% |
17.15 |
0.8% |
95% |
True |
False |
|
| 60 |
2,113.36 |
1,994.71 |
118.65 |
5.6% |
17.43 |
0.8% |
97% |
True |
False |
|
| 80 |
2,113.36 |
1,810.10 |
303.26 |
14.4% |
19.26 |
0.9% |
99% |
True |
False |
|
| 100 |
2,113.36 |
1,810.10 |
303.26 |
14.4% |
23.55 |
1.1% |
99% |
True |
False |
|
| 120 |
2,113.36 |
1,810.10 |
303.26 |
14.4% |
24.27 |
1.2% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,166.61 |
|
2.618 |
2,146.16 |
|
1.618 |
2,133.63 |
|
1.000 |
2,125.89 |
|
0.618 |
2,121.10 |
|
HIGH |
2,113.36 |
|
0.618 |
2,108.57 |
|
0.500 |
2,107.10 |
|
0.382 |
2,105.62 |
|
LOW |
2,100.83 |
|
0.618 |
2,093.09 |
|
1.000 |
2,088.30 |
|
1.618 |
2,080.56 |
|
2.618 |
2,068.03 |
|
4.250 |
2,047.58 |
|
|