| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,411.67 |
2,415.63 |
3.96 |
0.2% |
2,387.21 |
| High |
2,415.26 |
2,415.99 |
0.73 |
0.0% |
2,418.71 |
| Low |
2,409.43 |
2,403.62 |
-5.81 |
-0.2% |
2,386.92 |
| Close |
2,412.91 |
2,411.80 |
-1.11 |
0.0% |
2,415.82 |
| Range |
5.83 |
12.37 |
6.54 |
112.2% |
31.79 |
| ATR |
13.42 |
13.35 |
-0.08 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,447.58 |
2,442.06 |
2,418.60 |
|
| R3 |
2,435.21 |
2,429.69 |
2,415.20 |
|
| R2 |
2,422.84 |
2,422.84 |
2,414.07 |
|
| R1 |
2,417.32 |
2,417.32 |
2,412.93 |
2,413.90 |
| PP |
2,410.47 |
2,410.47 |
2,410.47 |
2,408.76 |
| S1 |
2,404.95 |
2,404.95 |
2,410.67 |
2,401.53 |
| S2 |
2,398.10 |
2,398.10 |
2,409.53 |
|
| S3 |
2,385.73 |
2,392.58 |
2,408.40 |
|
| S4 |
2,373.36 |
2,380.21 |
2,405.00 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,502.52 |
2,490.96 |
2,433.30 |
|
| R3 |
2,470.73 |
2,459.17 |
2,424.56 |
|
| R2 |
2,438.94 |
2,438.94 |
2,421.65 |
|
| R1 |
2,427.38 |
2,427.38 |
2,418.73 |
2,433.16 |
| PP |
2,407.15 |
2,407.15 |
2,407.15 |
2,410.04 |
| S1 |
2,395.59 |
2,395.59 |
2,412.91 |
2,401.37 |
| S2 |
2,375.36 |
2,375.36 |
2,409.99 |
|
| S3 |
2,343.57 |
2,363.80 |
2,407.08 |
|
| S4 |
2,311.78 |
2,332.01 |
2,398.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,418.71 |
2,398.09 |
20.62 |
0.9% |
8.17 |
0.3% |
66% |
False |
False |
|
| 10 |
2,418.71 |
2,353.29 |
65.42 |
2.7% |
12.56 |
0.5% |
89% |
False |
False |
|
| 20 |
2,418.71 |
2,353.29 |
65.42 |
2.7% |
11.08 |
0.5% |
89% |
False |
False |
|
| 40 |
2,418.71 |
2,328.95 |
89.76 |
3.7% |
12.47 |
0.5% |
92% |
False |
False |
|
| 60 |
2,418.71 |
2,322.25 |
96.46 |
4.0% |
13.46 |
0.6% |
93% |
False |
False |
|
| 80 |
2,418.71 |
2,285.38 |
133.33 |
5.5% |
13.03 |
0.5% |
95% |
False |
False |
|
| 100 |
2,418.71 |
2,254.25 |
164.46 |
6.8% |
12.93 |
0.5% |
96% |
False |
False |
|
| 120 |
2,418.71 |
2,208.93 |
209.78 |
8.7% |
13.09 |
0.5% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,468.56 |
|
2.618 |
2,448.37 |
|
1.618 |
2,436.00 |
|
1.000 |
2,428.36 |
|
0.618 |
2,423.63 |
|
HIGH |
2,415.99 |
|
0.618 |
2,411.26 |
|
0.500 |
2,409.81 |
|
0.382 |
2,408.35 |
|
LOW |
2,403.62 |
|
0.618 |
2,395.98 |
|
1.000 |
2,391.25 |
|
1.618 |
2,383.61 |
|
2.618 |
2,371.24 |
|
4.250 |
2,351.05 |
|
|