| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,431.92 |
2,432.03 |
0.11 |
0.0% |
2,411.67 |
| High |
2,436.21 |
2,435.28 |
-0.93 |
0.0% |
2,440.23 |
| Low |
2,428.12 |
2,424.75 |
-3.37 |
-0.1% |
2,403.62 |
| Close |
2,429.33 |
2,433.14 |
3.81 |
0.2% |
2,439.07 |
| Range |
8.09 |
10.53 |
2.44 |
30.2% |
36.61 |
| ATR |
12.67 |
12.51 |
-0.15 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,462.65 |
2,458.42 |
2,438.93 |
|
| R3 |
2,452.12 |
2,447.89 |
2,436.04 |
|
| R2 |
2,441.59 |
2,441.59 |
2,435.07 |
|
| R1 |
2,437.36 |
2,437.36 |
2,434.11 |
2,439.48 |
| PP |
2,431.06 |
2,431.06 |
2,431.06 |
2,432.11 |
| S1 |
2,426.83 |
2,426.83 |
2,432.17 |
2,428.95 |
| S2 |
2,420.53 |
2,420.53 |
2,431.21 |
|
| S3 |
2,410.00 |
2,416.30 |
2,430.24 |
|
| S4 |
2,399.47 |
2,405.77 |
2,427.35 |
|
|
| 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 |
2,413.54 |
26.69 |
1.1% |
10.58 |
0.4% |
73% |
False |
False |
|
| 10 |
2,440.23 |
2,398.09 |
42.14 |
1.7% |
9.38 |
0.4% |
83% |
False |
False |
|
| 20 |
2,440.23 |
2,353.29 |
86.94 |
3.6% |
11.22 |
0.5% |
92% |
False |
False |
|
| 40 |
2,440.23 |
2,328.95 |
111.28 |
4.6% |
11.78 |
0.5% |
94% |
False |
False |
|
| 60 |
2,440.23 |
2,322.25 |
117.98 |
4.8% |
13.41 |
0.6% |
94% |
False |
False |
|
| 80 |
2,440.23 |
2,321.42 |
118.81 |
4.9% |
13.07 |
0.5% |
94% |
False |
False |
|
| 100 |
2,440.23 |
2,257.02 |
183.21 |
7.5% |
12.75 |
0.5% |
96% |
False |
False |
|
| 120 |
2,440.23 |
2,233.62 |
206.61 |
8.5% |
12.84 |
0.5% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,480.03 |
|
2.618 |
2,462.85 |
|
1.618 |
2,452.32 |
|
1.000 |
2,445.81 |
|
0.618 |
2,441.79 |
|
HIGH |
2,435.28 |
|
0.618 |
2,431.26 |
|
0.500 |
2,430.02 |
|
0.382 |
2,428.77 |
|
LOW |
2,424.75 |
|
0.618 |
2,418.24 |
|
1.000 |
2,414.22 |
|
1.618 |
2,407.71 |
|
2.618 |
2,397.18 |
|
4.250 |
2,380.00 |
|
|