| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,408.00 |
2,411.00 |
3.00 |
0.1% |
2,378.50 |
| High |
2,414.00 |
2,427.75 |
13.75 |
0.6% |
2,414.75 |
| Low |
2,400.00 |
2,408.00 |
8.00 |
0.3% |
2,375.50 |
| Close |
2,408.50 |
2,427.25 |
18.75 |
0.8% |
2,411.00 |
| Range |
14.00 |
19.75 |
5.75 |
41.1% |
39.25 |
| ATR |
15.57 |
15.87 |
0.30 |
1.9% |
0.00 |
| Volume |
15,195 |
30,681 |
15,486 |
101.9% |
36,835 |
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,480.25 |
2,473.50 |
2,438.00 |
|
| R3 |
2,460.50 |
2,453.75 |
2,432.75 |
|
| R2 |
2,440.75 |
2,440.75 |
2,430.75 |
|
| R1 |
2,434.00 |
2,434.00 |
2,429.00 |
2,437.50 |
| PP |
2,421.00 |
2,421.00 |
2,421.00 |
2,422.75 |
| S1 |
2,414.25 |
2,414.25 |
2,425.50 |
2,417.50 |
| S2 |
2,401.25 |
2,401.25 |
2,423.75 |
|
| S3 |
2,381.50 |
2,394.50 |
2,421.75 |
|
| S4 |
2,361.75 |
2,374.75 |
2,416.50 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,518.25 |
2,503.75 |
2,432.50 |
|
| R3 |
2,479.00 |
2,464.50 |
2,421.75 |
|
| R2 |
2,439.75 |
2,439.75 |
2,418.25 |
|
| R1 |
2,425.25 |
2,425.25 |
2,414.50 |
2,432.50 |
| PP |
2,400.50 |
2,400.50 |
2,400.50 |
2,404.00 |
| S1 |
2,386.00 |
2,386.00 |
2,407.50 |
2,393.25 |
| S2 |
2,361.25 |
2,361.25 |
2,403.75 |
|
| S3 |
2,322.00 |
2,346.75 |
2,400.25 |
|
| S4 |
2,282.75 |
2,307.50 |
2,389.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,427.75 |
2,400.00 |
27.75 |
1.1% |
13.00 |
0.5% |
98% |
True |
False |
15,371 |
| 10 |
2,427.75 |
2,341.75 |
86.00 |
3.5% |
16.00 |
0.7% |
99% |
True |
False |
11,042 |
| 20 |
2,427.75 |
2,341.75 |
86.00 |
3.5% |
16.00 |
0.7% |
99% |
True |
False |
7,962 |
| 40 |
2,427.75 |
2,320.00 |
107.75 |
4.4% |
16.75 |
0.7% |
100% |
True |
False |
5,400 |
| 60 |
2,427.75 |
2,314.75 |
113.00 |
4.7% |
16.75 |
0.7% |
100% |
True |
False |
4,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,511.75 |
|
2.618 |
2,479.50 |
|
1.618 |
2,459.75 |
|
1.000 |
2,447.50 |
|
0.618 |
2,440.00 |
|
HIGH |
2,427.75 |
|
0.618 |
2,420.25 |
|
0.500 |
2,418.00 |
|
0.382 |
2,415.50 |
|
LOW |
2,408.00 |
|
0.618 |
2,395.75 |
|
1.000 |
2,388.25 |
|
1.618 |
2,376.00 |
|
2.618 |
2,356.25 |
|
4.250 |
2,324.00 |
|
|