| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,427.00 |
2,433.50 |
6.50 |
0.3% |
2,411.25 |
| High |
2,437.00 |
2,436.50 |
-0.50 |
0.0% |
2,437.00 |
| Low |
2,424.25 |
2,430.50 |
6.25 |
0.3% |
2,400.00 |
| Close |
2,435.25 |
2,432.00 |
-3.25 |
-0.1% |
2,435.25 |
| Range |
12.75 |
6.00 |
-6.75 |
-52.9% |
37.00 |
| ATR |
15.65 |
14.96 |
-0.69 |
-4.4% |
0.00 |
| Volume |
44,815 |
42,102 |
-2,713 |
-6.1% |
102,933 |
|
| Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,451.00 |
2,447.50 |
2,435.25 |
|
| R3 |
2,445.00 |
2,441.50 |
2,433.75 |
|
| R2 |
2,439.00 |
2,439.00 |
2,433.00 |
|
| R1 |
2,435.50 |
2,435.50 |
2,432.50 |
2,434.25 |
| PP |
2,433.00 |
2,433.00 |
2,433.00 |
2,432.50 |
| S1 |
2,429.50 |
2,429.50 |
2,431.50 |
2,428.25 |
| S2 |
2,427.00 |
2,427.00 |
2,431.00 |
|
| S3 |
2,421.00 |
2,423.50 |
2,430.25 |
|
| S4 |
2,415.00 |
2,417.50 |
2,428.75 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,535.00 |
2,522.25 |
2,455.50 |
|
| R3 |
2,498.00 |
2,485.25 |
2,445.50 |
|
| R2 |
2,461.00 |
2,461.00 |
2,442.00 |
|
| R1 |
2,448.25 |
2,448.25 |
2,438.75 |
2,454.50 |
| PP |
2,424.00 |
2,424.00 |
2,424.00 |
2,427.25 |
| S1 |
2,411.25 |
2,411.25 |
2,431.75 |
2,417.50 |
| S2 |
2,387.00 |
2,387.00 |
2,428.50 |
|
| S3 |
2,350.00 |
2,374.25 |
2,425.00 |
|
| S4 |
2,313.00 |
2,337.25 |
2,415.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,437.00 |
2,400.00 |
37.00 |
1.5% |
12.25 |
0.5% |
86% |
False |
False |
29,007 |
| 10 |
2,437.00 |
2,375.50 |
61.50 |
2.5% |
12.00 |
0.5% |
92% |
False |
False |
18,187 |
| 20 |
2,437.00 |
2,341.75 |
95.25 |
3.9% |
15.00 |
0.6% |
95% |
False |
False |
11,928 |
| 40 |
2,437.00 |
2,320.00 |
117.00 |
4.8% |
16.00 |
0.7% |
96% |
False |
False |
7,432 |
| 60 |
2,437.00 |
2,314.75 |
122.25 |
5.0% |
16.75 |
0.7% |
96% |
False |
False |
5,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,462.00 |
|
2.618 |
2,452.25 |
|
1.618 |
2,446.25 |
|
1.000 |
2,442.50 |
|
0.618 |
2,440.25 |
|
HIGH |
2,436.50 |
|
0.618 |
2,434.25 |
|
0.500 |
2,433.50 |
|
0.382 |
2,432.75 |
|
LOW |
2,430.50 |
|
0.618 |
2,426.75 |
|
1.000 |
2,424.50 |
|
1.618 |
2,420.75 |
|
2.618 |
2,414.75 |
|
4.250 |
2,405.00 |
|
|