| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,100.83 |
2,110.17 |
9.34 |
0.4% |
2,100.13 |
| High |
2,113.36 |
2,119.21 |
5.85 |
0.3% |
2,105.26 |
| Low |
2,100.83 |
2,110.17 |
9.34 |
0.4% |
2,085.10 |
| Close |
2,109.41 |
2,112.13 |
2.72 |
0.1% |
2,099.13 |
| Range |
12.53 |
9.04 |
-3.49 |
-27.9% |
20.16 |
| ATR |
17.95 |
17.37 |
-0.58 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,140.96 |
2,135.58 |
2,117.10 |
|
| R3 |
2,131.92 |
2,126.54 |
2,114.62 |
|
| R2 |
2,122.88 |
2,122.88 |
2,113.79 |
|
| R1 |
2,117.50 |
2,117.50 |
2,112.96 |
2,120.19 |
| PP |
2,113.84 |
2,113.84 |
2,113.84 |
2,115.18 |
| S1 |
2,108.46 |
2,108.46 |
2,111.30 |
2,111.15 |
| S2 |
2,104.80 |
2,104.80 |
2,110.47 |
|
| S3 |
2,095.76 |
2,099.42 |
2,109.64 |
|
| S4 |
2,086.72 |
2,090.38 |
2,107.16 |
|
|
| 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 |
2,119.21 |
2,085.10 |
34.11 |
1.6% |
14.56 |
0.7% |
79% |
True |
False |
|
| 10 |
2,119.21 |
2,052.65 |
66.56 |
3.2% |
14.67 |
0.7% |
89% |
True |
False |
|
| 20 |
2,119.21 |
2,025.91 |
93.30 |
4.4% |
17.58 |
0.8% |
92% |
True |
False |
|
| 40 |
2,119.21 |
2,025.91 |
93.30 |
4.4% |
16.85 |
0.8% |
92% |
True |
False |
|
| 60 |
2,119.21 |
2,005.23 |
113.98 |
5.4% |
17.12 |
0.8% |
94% |
True |
False |
|
| 80 |
2,119.21 |
1,833.40 |
285.81 |
13.5% |
18.91 |
0.9% |
98% |
True |
False |
|
| 100 |
2,119.21 |
1,810.10 |
309.11 |
14.6% |
23.01 |
1.1% |
98% |
True |
False |
|
| 120 |
2,119.21 |
1,810.10 |
309.11 |
14.6% |
24.09 |
1.1% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,157.63 |
|
2.618 |
2,142.88 |
|
1.618 |
2,133.84 |
|
1.000 |
2,128.25 |
|
0.618 |
2,124.80 |
|
HIGH |
2,119.21 |
|
0.618 |
2,115.76 |
|
0.500 |
2,114.69 |
|
0.382 |
2,113.62 |
|
LOW |
2,110.17 |
|
0.618 |
2,104.58 |
|
1.000 |
2,101.13 |
|
1.618 |
2,095.54 |
|
2.618 |
2,086.50 |
|
4.250 |
2,071.75 |
|
|