| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,975.0 |
2,990.0 |
15.0 |
0.5% |
3,040.0 |
| High |
2,975.0 |
3,015.0 |
40.0 |
1.3% |
3,056.0 |
| Low |
2,975.0 |
2,990.0 |
15.0 |
0.5% |
2,951.0 |
| Close |
2,975.0 |
3,012.0 |
37.0 |
1.2% |
2,963.0 |
| Range |
0.0 |
25.0 |
25.0 |
|
105.0 |
| ATR |
29.8 |
30.5 |
0.7 |
2.4% |
0.0 |
| Volume |
1,458 |
11,563 |
10,105 |
693.1% |
6,922 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,080.7 |
3,071.3 |
3,025.8 |
|
| R3 |
3,055.7 |
3,046.3 |
3,018.9 |
|
| R2 |
3,030.7 |
3,030.7 |
3,016.6 |
|
| R1 |
3,021.3 |
3,021.3 |
3,014.3 |
3,026.0 |
| PP |
3,005.7 |
3,005.7 |
3,005.7 |
3,008.0 |
| S1 |
2,996.3 |
2,996.3 |
3,009.7 |
3,001.0 |
| S2 |
2,980.7 |
2,980.7 |
3,007.4 |
|
| S3 |
2,955.7 |
2,971.3 |
3,005.1 |
|
| S4 |
2,930.7 |
2,946.3 |
2,998.3 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,305.0 |
3,239.0 |
3,020.8 |
|
| R3 |
3,200.0 |
3,134.0 |
2,991.9 |
|
| R2 |
3,095.0 |
3,095.0 |
2,982.3 |
|
| R1 |
3,029.0 |
3,029.0 |
2,972.6 |
3,009.5 |
| PP |
2,990.0 |
2,990.0 |
2,990.0 |
2,980.3 |
| S1 |
2,924.0 |
2,924.0 |
2,953.4 |
2,904.5 |
| S2 |
2,885.0 |
2,885.0 |
2,943.8 |
|
| S3 |
2,780.0 |
2,819.0 |
2,934.1 |
|
| S4 |
2,675.0 |
2,714.0 |
2,905.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,026.0 |
2,951.0 |
75.0 |
2.5% |
18.2 |
0.6% |
81% |
False |
False |
3,137 |
| 10 |
3,056.0 |
2,951.0 |
105.0 |
3.5% |
14.3 |
0.5% |
58% |
False |
False |
1,995 |
| 20 |
3,056.0 |
2,867.0 |
189.0 |
6.3% |
16.6 |
0.6% |
77% |
False |
False |
4,873 |
| 40 |
3,064.0 |
2,860.0 |
204.0 |
6.8% |
12.4 |
0.4% |
75% |
False |
False |
3,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,121.3 |
|
2.618 |
3,080.5 |
|
1.618 |
3,055.5 |
|
1.000 |
3,040.0 |
|
0.618 |
3,030.5 |
|
HIGH |
3,015.0 |
|
0.618 |
3,005.5 |
|
0.500 |
3,002.5 |
|
0.382 |
2,999.6 |
|
LOW |
2,990.0 |
|
0.618 |
2,974.6 |
|
1.000 |
2,965.0 |
|
1.618 |
2,949.6 |
|
2.618 |
2,924.6 |
|
4.250 |
2,883.8 |
|
|