| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
12,772.5 |
12,666.5 |
-106.0 |
-0.8% |
12,604.0 |
| High |
12,779.5 |
12,735.0 |
-44.5 |
-0.3% |
12,865.0 |
| Low |
12,649.0 |
12,627.0 |
-22.0 |
-0.2% |
12,563.5 |
| Close |
12,677.0 |
12,651.0 |
-26.0 |
-0.2% |
12,807.5 |
| Range |
130.5 |
108.0 |
-22.5 |
-17.2% |
301.5 |
| ATR |
105.5 |
105.7 |
0.2 |
0.2% |
0.0 |
| Volume |
1,349 |
4,627 |
3,278 |
243.0% |
4,432 |
|
| Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,995.0 |
12,931.0 |
12,710.4 |
|
| R3 |
12,887.0 |
12,823.0 |
12,680.7 |
|
| R2 |
12,779.0 |
12,779.0 |
12,670.8 |
|
| R1 |
12,715.0 |
12,715.0 |
12,660.9 |
12,693.0 |
| PP |
12,671.0 |
12,671.0 |
12,671.0 |
12,660.0 |
| S1 |
12,607.0 |
12,607.0 |
12,641.1 |
12,585.0 |
| S2 |
12,563.0 |
12,563.0 |
12,631.2 |
|
| S3 |
12,455.0 |
12,499.0 |
12,621.3 |
|
| S4 |
12,347.0 |
12,391.0 |
12,591.6 |
|
|
| 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 |
12,612.0 |
253.0 |
2.0% |
91.7 |
0.7% |
15% |
False |
False |
1,775 |
| 10 |
12,865.0 |
12,525.0 |
340.0 |
2.7% |
91.8 |
0.7% |
37% |
False |
False |
1,124 |
| 20 |
12,865.0 |
12,487.0 |
378.0 |
3.0% |
95.7 |
0.8% |
43% |
False |
False |
819 |
| 40 |
12,928.0 |
11,965.0 |
963.0 |
7.6% |
102.3 |
0.8% |
71% |
False |
False |
521 |
| 60 |
12,928.0 |
11,870.0 |
1,058.0 |
8.4% |
98.4 |
0.8% |
74% |
False |
False |
402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,194.0 |
|
2.618 |
13,017.7 |
|
1.618 |
12,909.7 |
|
1.000 |
12,843.0 |
|
0.618 |
12,801.7 |
|
HIGH |
12,735.0 |
|
0.618 |
12,693.7 |
|
0.500 |
12,681.0 |
|
0.382 |
12,668.3 |
|
LOW |
12,627.0 |
|
0.618 |
12,560.3 |
|
1.000 |
12,519.0 |
|
1.618 |
12,452.3 |
|
2.618 |
12,344.3 |
|
4.250 |
12,168.0 |
|
|