| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
3,041.0 |
3,022.0 |
-19.0 |
-0.6% |
2,887.0 |
| High |
3,041.0 |
3,026.0 |
-15.0 |
-0.5% |
3,041.0 |
| Low |
3,028.0 |
3,000.0 |
-28.0 |
-0.9% |
2,887.0 |
| Close |
3,028.0 |
3,000.0 |
-28.0 |
-0.9% |
3,040.0 |
| Range |
13.0 |
26.0 |
13.0 |
100.0% |
154.0 |
| ATR |
30.5 |
30.3 |
-0.2 |
-0.6% |
0.0 |
| Volume |
253 |
4 |
-249 |
-98.4% |
4,341 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,086.7 |
3,069.3 |
3,014.3 |
|
| R3 |
3,060.7 |
3,043.3 |
3,007.2 |
|
| R2 |
3,034.7 |
3,034.7 |
3,004.8 |
|
| R1 |
3,017.3 |
3,017.3 |
3,002.4 |
3,013.0 |
| PP |
3,008.7 |
3,008.7 |
3,008.7 |
3,006.5 |
| S1 |
2,991.3 |
2,991.3 |
2,997.6 |
2,987.0 |
| S2 |
2,982.7 |
2,982.7 |
2,995.2 |
|
| S3 |
2,956.7 |
2,965.3 |
2,992.9 |
|
| S4 |
2,930.7 |
2,939.3 |
2,985.7 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,451.3 |
3,399.7 |
3,124.7 |
|
| R3 |
3,297.3 |
3,245.7 |
3,082.4 |
|
| R2 |
3,143.3 |
3,143.3 |
3,068.2 |
|
| R1 |
3,091.7 |
3,091.7 |
3,054.1 |
3,117.5 |
| PP |
2,989.3 |
2,989.3 |
2,989.3 |
3,002.3 |
| S1 |
2,937.7 |
2,937.7 |
3,025.9 |
2,963.5 |
| S2 |
2,835.3 |
2,835.3 |
3,011.8 |
|
| S3 |
2,681.3 |
2,783.7 |
2,997.7 |
|
| S4 |
2,527.3 |
2,629.7 |
2,955.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,056.0 |
3,000.0 |
56.0 |
1.9% |
11.6 |
0.4% |
0% |
False |
True |
854 |
| 10 |
3,056.0 |
2,871.0 |
185.0 |
6.2% |
13.3 |
0.4% |
70% |
False |
False |
2,980 |
| 20 |
3,056.0 |
2,865.0 |
191.0 |
6.4% |
15.8 |
0.5% |
71% |
False |
False |
5,791 |
| 40 |
3,064.0 |
2,758.0 |
306.0 |
10.2% |
11.8 |
0.4% |
79% |
False |
False |
3,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,136.5 |
|
2.618 |
3,094.1 |
|
1.618 |
3,068.1 |
|
1.000 |
3,052.0 |
|
0.618 |
3,042.1 |
|
HIGH |
3,026.0 |
|
0.618 |
3,016.1 |
|
0.500 |
3,013.0 |
|
0.382 |
3,009.9 |
|
LOW |
3,000.0 |
|
0.618 |
2,983.9 |
|
1.000 |
2,974.0 |
|
1.618 |
2,957.9 |
|
2.618 |
2,931.9 |
|
4.250 |
2,889.5 |
|
|