| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,990.0 |
2,992.0 |
2.0 |
0.1% |
3,040.0 |
| High |
3,015.0 |
2,993.0 |
-22.0 |
-0.7% |
3,056.0 |
| Low |
2,990.0 |
2,985.0 |
-5.0 |
-0.2% |
2,951.0 |
| Close |
3,012.0 |
2,987.0 |
-25.0 |
-0.8% |
2,963.0 |
| Range |
25.0 |
8.0 |
-17.0 |
-68.0% |
105.0 |
| ATR |
30.5 |
30.3 |
-0.3 |
-0.8% |
0.0 |
| Volume |
11,563 |
2,965 |
-8,598 |
-74.4% |
6,922 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,012.3 |
3,007.7 |
2,991.4 |
|
| R3 |
3,004.3 |
2,999.7 |
2,989.2 |
|
| R2 |
2,996.3 |
2,996.3 |
2,988.5 |
|
| R1 |
2,991.7 |
2,991.7 |
2,987.7 |
2,990.0 |
| PP |
2,988.3 |
2,988.3 |
2,988.3 |
2,987.5 |
| S1 |
2,983.7 |
2,983.7 |
2,986.3 |
2,982.0 |
| S2 |
2,980.3 |
2,980.3 |
2,985.5 |
|
| S3 |
2,972.3 |
2,975.7 |
2,984.8 |
|
| S4 |
2,964.3 |
2,967.7 |
2,982.6 |
|
|
| 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 |
3,017.0 |
2,951.0 |
66.0 |
2.2% |
14.6 |
0.5% |
55% |
False |
False |
3,729 |
| 10 |
3,056.0 |
2,951.0 |
105.0 |
3.5% |
13.1 |
0.4% |
34% |
False |
False |
2,291 |
| 20 |
3,056.0 |
2,867.0 |
189.0 |
6.3% |
16.3 |
0.5% |
63% |
False |
False |
5,022 |
| 40 |
3,064.0 |
2,860.0 |
204.0 |
6.8% |
12.6 |
0.4% |
62% |
False |
False |
3,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,027.0 |
|
2.618 |
3,013.9 |
|
1.618 |
3,005.9 |
|
1.000 |
3,001.0 |
|
0.618 |
2,997.9 |
|
HIGH |
2,993.0 |
|
0.618 |
2,989.9 |
|
0.500 |
2,989.0 |
|
0.382 |
2,988.1 |
|
LOW |
2,985.0 |
|
0.618 |
2,980.1 |
|
1.000 |
2,977.0 |
|
1.618 |
2,972.1 |
|
2.618 |
2,964.1 |
|
4.250 |
2,951.0 |
|
|