| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,431.28 |
2,437.83 |
6.55 |
0.3% |
2,411.67 |
| High |
2,440.23 |
2,439.55 |
-0.68 |
0.0% |
2,440.23 |
| Low |
2,427.71 |
2,434.32 |
6.61 |
0.3% |
2,403.62 |
| Close |
2,439.07 |
2,436.10 |
-2.97 |
-0.1% |
2,439.07 |
| Range |
12.52 |
5.23 |
-7.29 |
-58.2% |
36.61 |
| ATR |
13.62 |
13.02 |
-0.60 |
-4.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,452.35 |
2,449.45 |
2,438.98 |
|
| R3 |
2,447.12 |
2,444.22 |
2,437.54 |
|
| R2 |
2,441.89 |
2,441.89 |
2,437.06 |
|
| R1 |
2,438.99 |
2,438.99 |
2,436.58 |
2,437.83 |
| PP |
2,436.66 |
2,436.66 |
2,436.66 |
2,436.07 |
| S1 |
2,433.76 |
2,433.76 |
2,435.62 |
2,432.60 |
| S2 |
2,431.43 |
2,431.43 |
2,435.14 |
|
| S3 |
2,426.20 |
2,428.53 |
2,434.66 |
|
| S4 |
2,420.97 |
2,423.30 |
2,433.22 |
|
|
| 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% |
10.49 |
0.4% |
89% |
False |
False |
|
| 10 |
2,440.23 |
2,386.92 |
53.31 |
2.2% |
9.07 |
0.4% |
92% |
False |
False |
|
| 20 |
2,440.23 |
2,353.29 |
86.94 |
3.6% |
11.24 |
0.5% |
95% |
False |
False |
|
| 40 |
2,440.23 |
2,328.95 |
111.28 |
4.6% |
12.01 |
0.5% |
96% |
False |
False |
|
| 60 |
2,440.23 |
2,322.25 |
117.98 |
4.8% |
13.42 |
0.6% |
96% |
False |
False |
|
| 80 |
2,440.23 |
2,296.61 |
143.62 |
5.9% |
13.12 |
0.5% |
97% |
False |
False |
|
| 100 |
2,440.23 |
2,254.25 |
185.98 |
7.6% |
12.89 |
0.5% |
98% |
False |
False |
|
| 120 |
2,440.23 |
2,233.62 |
206.61 |
8.5% |
12.90 |
0.5% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,461.78 |
|
2.618 |
2,453.24 |
|
1.618 |
2,448.01 |
|
1.000 |
2,444.78 |
|
0.618 |
2,442.78 |
|
HIGH |
2,439.55 |
|
0.618 |
2,437.55 |
|
0.500 |
2,436.94 |
|
0.382 |
2,436.32 |
|
LOW |
2,434.32 |
|
0.618 |
2,431.09 |
|
1.000 |
2,429.09 |
|
1.618 |
2,425.86 |
|
2.618 |
2,420.63 |
|
4.250 |
2,412.09 |
|
|