Day Change Summary |
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Previous |
Current |
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|
|
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31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
12,573.5 |
12,634.5 |
61.0 |
0.5% |
12,660.0 |
High |
12,695.0 |
12,686.0 |
-9.0 |
-0.1% |
12,692.0 |
Low |
12,571.5 |
12,612.0 |
40.5 |
0.3% |
12,525.0 |
Close |
12,629.0 |
12,656.0 |
27.0 |
0.2% |
12,583.0 |
Range |
123.5 |
74.0 |
-49.5 |
-40.1% |
167.0 |
ATR |
103.7 |
101.6 |
-2.1 |
-2.0% |
0.0 |
Volume |
869 |
1,186 |
317 |
36.5% |
3,205 |
|
Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,873.3 |
12,838.7 |
12,696.7 |
|
R3 |
12,799.3 |
12,764.7 |
12,676.4 |
|
R2 |
12,725.3 |
12,725.3 |
12,669.6 |
|
R1 |
12,690.7 |
12,690.7 |
12,662.8 |
12,708.0 |
PP |
12,651.3 |
12,651.3 |
12,651.3 |
12,660.0 |
S1 |
12,616.7 |
12,616.7 |
12,649.2 |
12,634.0 |
S2 |
12,577.3 |
12,577.3 |
12,642.4 |
|
S3 |
12,503.3 |
12,542.7 |
12,635.7 |
|
S4 |
12,429.3 |
12,468.7 |
12,615.3 |
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|
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% |
79.5 |
0.6% |
77% |
False |
False |
613 |
10 |
12,695.0 |
12,525.0 |
170.0 |
1.3% |
83.3 |
0.7% |
77% |
False |
False |
621 |
20 |
12,928.0 |
12,487.0 |
441.0 |
3.5% |
107.6 |
0.8% |
38% |
False |
False |
471 |
40 |
12,928.0 |
11,965.0 |
963.0 |
7.6% |
102.0 |
0.8% |
72% |
False |
False |
345 |
60 |
12,928.0 |
11,870.0 |
1,058.0 |
8.4% |
97.0 |
0.8% |
74% |
False |
False |
275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,000.5 |
2.618 |
12,879.7 |
1.618 |
12,805.7 |
1.000 |
12,760.0 |
0.618 |
12,731.7 |
HIGH |
12,686.0 |
0.618 |
12,657.7 |
0.500 |
12,649.0 |
0.382 |
12,640.3 |
LOW |
12,612.0 |
0.618 |
12,566.3 |
1.000 |
12,538.0 |
1.618 |
12,492.3 |
2.618 |
12,418.3 |
4.250 |
12,297.5 |
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