| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,415.65 |
2,431.28 |
15.63 |
0.6% |
2,411.67 |
| High |
2,430.06 |
2,440.23 |
10.17 |
0.4% |
2,440.23 |
| Low |
2,413.54 |
2,427.71 |
14.17 |
0.6% |
2,403.62 |
| Close |
2,430.06 |
2,439.07 |
9.01 |
0.4% |
2,439.07 |
| Range |
16.52 |
12.52 |
-4.00 |
-24.2% |
36.61 |
| ATR |
13.70 |
13.62 |
-0.08 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,473.23 |
2,468.67 |
2,445.96 |
|
| R3 |
2,460.71 |
2,456.15 |
2,442.51 |
|
| R2 |
2,448.19 |
2,448.19 |
2,441.37 |
|
| R1 |
2,443.63 |
2,443.63 |
2,440.22 |
2,445.91 |
| PP |
2,435.67 |
2,435.67 |
2,435.67 |
2,436.81 |
| S1 |
2,431.11 |
2,431.11 |
2,437.92 |
2,433.39 |
| S2 |
2,423.15 |
2,423.15 |
2,436.77 |
|
| S3 |
2,410.63 |
2,418.59 |
2,435.63 |
|
| S4 |
2,398.11 |
2,406.07 |
2,432.18 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,537.47 |
2,524.88 |
2,459.21 |
|
| R3 |
2,500.86 |
2,488.27 |
2,449.14 |
|
| R2 |
2,464.25 |
2,464.25 |
2,445.78 |
|
| R1 |
2,451.66 |
2,451.66 |
2,442.43 |
2,457.96 |
| PP |
2,427.64 |
2,427.64 |
2,427.64 |
2,430.79 |
| S1 |
2,415.05 |
2,415.05 |
2,435.71 |
2,421.35 |
| S2 |
2,391.03 |
2,391.03 |
2,432.36 |
|
| S3 |
2,354.42 |
2,378.44 |
2,429.00 |
|
| S4 |
2,317.81 |
2,341.83 |
2,418.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,440.23 |
2,403.62 |
36.61 |
1.5% |
10.34 |
0.4% |
97% |
True |
False |
|
| 10 |
2,440.23 |
2,370.43 |
69.80 |
2.9% |
10.41 |
0.4% |
98% |
True |
False |
|
| 20 |
2,440.23 |
2,353.29 |
86.94 |
3.6% |
11.47 |
0.5% |
99% |
True |
False |
|
| 40 |
2,440.23 |
2,328.95 |
111.28 |
4.6% |
12.26 |
0.5% |
99% |
True |
False |
|
| 60 |
2,440.23 |
2,322.25 |
117.98 |
4.8% |
13.58 |
0.6% |
99% |
True |
False |
|
| 80 |
2,440.23 |
2,285.38 |
154.85 |
6.3% |
13.19 |
0.5% |
99% |
True |
False |
|
| 100 |
2,440.23 |
2,254.25 |
185.98 |
7.6% |
12.98 |
0.5% |
99% |
True |
False |
|
| 120 |
2,440.23 |
2,233.62 |
206.61 |
8.5% |
12.94 |
0.5% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,493.44 |
|
2.618 |
2,473.01 |
|
1.618 |
2,460.49 |
|
1.000 |
2,452.75 |
|
0.618 |
2,447.97 |
|
HIGH |
2,440.23 |
|
0.618 |
2,435.45 |
|
0.500 |
2,433.97 |
|
0.382 |
2,432.49 |
|
LOW |
2,427.71 |
|
0.618 |
2,419.97 |
|
1.000 |
2,415.19 |
|
1.618 |
2,407.45 |
|
2.618 |
2,394.93 |
|
4.250 |
2,374.50 |
|
|