| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
12,807.5 |
12,772.5 |
-35.0 |
-0.3% |
12,604.0 |
| High |
12,807.5 |
12,779.5 |
-28.0 |
-0.2% |
12,865.0 |
| Low |
12,807.5 |
12,649.0 |
-158.5 |
-1.2% |
12,563.5 |
| Close |
12,807.5 |
12,677.0 |
-130.5 |
-1.0% |
12,807.5 |
| Range |
0.0 |
130.5 |
130.5 |
|
301.5 |
| ATR |
101.4 |
105.5 |
4.1 |
4.0% |
0.0 |
| Volume |
0 |
1,349 |
1,349 |
|
4,432 |
|
| Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,093.3 |
13,015.7 |
12,748.8 |
|
| R3 |
12,962.8 |
12,885.2 |
12,712.9 |
|
| R2 |
12,832.3 |
12,832.3 |
12,700.9 |
|
| R1 |
12,754.7 |
12,754.7 |
12,689.0 |
12,728.3 |
| PP |
12,701.8 |
12,701.8 |
12,701.8 |
12,688.6 |
| S1 |
12,624.2 |
12,624.2 |
12,665.0 |
12,597.8 |
| S2 |
12,571.3 |
12,571.3 |
12,653.1 |
|
| S3 |
12,440.8 |
12,493.7 |
12,641.1 |
|
| S4 |
12,310.3 |
12,363.2 |
12,605.2 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,649.8 |
13,530.2 |
12,973.3 |
|
| R3 |
13,348.3 |
13,228.7 |
12,890.4 |
|
| R2 |
13,046.8 |
13,046.8 |
12,862.8 |
|
| R1 |
12,927.2 |
12,927.2 |
12,835.1 |
12,987.0 |
| PP |
12,745.3 |
12,745.3 |
12,745.3 |
12,775.3 |
| S1 |
12,625.7 |
12,625.7 |
12,779.9 |
12,685.5 |
| S2 |
12,443.8 |
12,443.8 |
12,752.2 |
|
| S3 |
12,142.3 |
12,324.2 |
12,724.6 |
|
| S4 |
11,840.8 |
12,022.7 |
12,641.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,865.0 |
12,571.5 |
293.5 |
2.3% |
94.8 |
0.7% |
36% |
False |
False |
1,024 |
| 10 |
12,865.0 |
12,525.0 |
340.0 |
2.7% |
84.3 |
0.7% |
45% |
False |
False |
708 |
| 20 |
12,865.0 |
12,487.0 |
378.0 |
3.0% |
93.3 |
0.7% |
50% |
False |
False |
598 |
| 40 |
12,928.0 |
11,965.0 |
963.0 |
7.6% |
102.2 |
0.8% |
74% |
False |
False |
410 |
| 60 |
12,928.0 |
11,870.0 |
1,058.0 |
8.3% |
98.5 |
0.8% |
76% |
False |
False |
325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,334.1 |
|
2.618 |
13,121.1 |
|
1.618 |
12,990.6 |
|
1.000 |
12,910.0 |
|
0.618 |
12,860.1 |
|
HIGH |
12,779.5 |
|
0.618 |
12,729.6 |
|
0.500 |
12,714.3 |
|
0.382 |
12,698.9 |
|
LOW |
12,649.0 |
|
0.618 |
12,568.4 |
|
1.000 |
12,518.5 |
|
1.618 |
12,437.9 |
|
2.618 |
12,307.4 |
|
4.250 |
12,094.4 |
|
|