| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,415.63 |
2,415.65 |
0.02 |
0.0% |
2,387.21 |
| High |
2,415.99 |
2,430.06 |
14.07 |
0.6% |
2,418.71 |
| Low |
2,403.62 |
2,413.54 |
9.92 |
0.4% |
2,386.92 |
| Close |
2,411.80 |
2,430.06 |
18.26 |
0.8% |
2,415.82 |
| Range |
12.37 |
16.52 |
4.15 |
33.5% |
31.79 |
| ATR |
13.35 |
13.70 |
0.35 |
2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,474.11 |
2,468.61 |
2,439.15 |
|
| R3 |
2,457.59 |
2,452.09 |
2,434.60 |
|
| R2 |
2,441.07 |
2,441.07 |
2,433.09 |
|
| R1 |
2,435.57 |
2,435.57 |
2,431.57 |
2,438.32 |
| PP |
2,424.55 |
2,424.55 |
2,424.55 |
2,425.93 |
| S1 |
2,419.05 |
2,419.05 |
2,428.55 |
2,421.80 |
| S2 |
2,408.03 |
2,408.03 |
2,427.03 |
|
| S3 |
2,391.51 |
2,402.53 |
2,425.52 |
|
| S4 |
2,374.99 |
2,386.01 |
2,420.97 |
|
|
| 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 |
2,430.06 |
2,403.62 |
26.44 |
1.1% |
9.98 |
0.4% |
100% |
True |
False |
|
| 10 |
2,430.06 |
2,353.29 |
76.77 |
3.2% |
11.40 |
0.5% |
100% |
True |
False |
|
| 20 |
2,430.06 |
2,353.29 |
76.77 |
3.2% |
11.40 |
0.5% |
100% |
True |
False |
|
| 40 |
2,430.06 |
2,328.95 |
101.11 |
4.2% |
12.64 |
0.5% |
100% |
True |
False |
|
| 60 |
2,430.06 |
2,322.25 |
107.81 |
4.4% |
13.57 |
0.6% |
100% |
True |
False |
|
| 80 |
2,430.06 |
2,285.38 |
144.68 |
6.0% |
13.14 |
0.5% |
100% |
True |
False |
|
| 100 |
2,430.06 |
2,254.25 |
175.81 |
7.2% |
12.92 |
0.5% |
100% |
True |
False |
|
| 120 |
2,430.06 |
2,233.62 |
196.44 |
8.1% |
12.96 |
0.5% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,500.27 |
|
2.618 |
2,473.31 |
|
1.618 |
2,456.79 |
|
1.000 |
2,446.58 |
|
0.618 |
2,440.27 |
|
HIGH |
2,430.06 |
|
0.618 |
2,423.75 |
|
0.500 |
2,421.80 |
|
0.382 |
2,419.85 |
|
LOW |
2,413.54 |
|
0.618 |
2,403.33 |
|
1.000 |
2,397.02 |
|
1.618 |
2,386.81 |
|
2.618 |
2,370.29 |
|
4.250 |
2,343.33 |
|
|