| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
| Open |
12,605.5 |
12,573.5 |
-32.0 |
-0.3% |
12,660.0 |
| High |
12,637.0 |
12,695.0 |
58.0 |
0.5% |
12,692.0 |
| Low |
12,563.5 |
12,571.5 |
8.0 |
0.1% |
12,525.0 |
| Close |
12,579.0 |
12,629.0 |
50.0 |
0.4% |
12,583.0 |
| Range |
73.5 |
123.5 |
50.0 |
68.0% |
167.0 |
| ATR |
102.2 |
103.7 |
1.5 |
1.5% |
0.0 |
| Volume |
363 |
869 |
506 |
139.4% |
3,205 |
|
| Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,002.3 |
12,939.2 |
12,696.9 |
|
| R3 |
12,878.8 |
12,815.7 |
12,663.0 |
|
| R2 |
12,755.3 |
12,755.3 |
12,651.6 |
|
| R1 |
12,692.2 |
12,692.2 |
12,640.3 |
12,723.8 |
| PP |
12,631.8 |
12,631.8 |
12,631.8 |
12,647.6 |
| S1 |
12,568.7 |
12,568.7 |
12,617.7 |
12,600.3 |
| S2 |
12,508.3 |
12,508.3 |
12,606.4 |
|
| S3 |
12,384.8 |
12,445.2 |
12,595.0 |
|
| S4 |
12,261.3 |
12,321.7 |
12,561.1 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,101.0 |
13,009.0 |
12,674.9 |
|
| R3 |
12,934.0 |
12,842.0 |
12,628.9 |
|
| R2 |
12,767.0 |
12,767.0 |
12,613.6 |
|
| R1 |
12,675.0 |
12,675.0 |
12,598.3 |
12,637.5 |
| PP |
12,600.0 |
12,600.0 |
12,600.0 |
12,581.3 |
| S1 |
12,508.0 |
12,508.0 |
12,567.7 |
12,470.5 |
| S2 |
12,433.0 |
12,433.0 |
12,552.4 |
|
| S3 |
12,266.0 |
12,341.0 |
12,537.1 |
|
| S4 |
12,099.0 |
12,174.0 |
12,491.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,695.0 |
12,525.0 |
170.0 |
1.3% |
91.9 |
0.7% |
61% |
True |
False |
472 |
| 10 |
12,695.0 |
12,487.0 |
208.0 |
1.6% |
89.1 |
0.7% |
68% |
True |
False |
560 |
| 20 |
12,928.0 |
12,487.0 |
441.0 |
3.5% |
109.5 |
0.9% |
32% |
False |
False |
418 |
| 40 |
12,928.0 |
11,965.0 |
963.0 |
7.6% |
104.1 |
0.8% |
69% |
False |
False |
321 |
| 60 |
12,928.0 |
11,870.0 |
1,058.0 |
8.4% |
96.4 |
0.8% |
72% |
False |
False |
256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,219.9 |
|
2.618 |
13,018.3 |
|
1.618 |
12,894.8 |
|
1.000 |
12,818.5 |
|
0.618 |
12,771.3 |
|
HIGH |
12,695.0 |
|
0.618 |
12,647.8 |
|
0.500 |
12,633.3 |
|
0.382 |
12,618.7 |
|
LOW |
12,571.5 |
|
0.618 |
12,495.2 |
|
1.000 |
12,448.0 |
|
1.618 |
12,371.7 |
|
2.618 |
12,248.2 |
|
4.250 |
12,046.6 |
|
|