| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,093.94 |
2,097.71 |
3.77 |
0.2% |
2,052.23 |
| High |
2,100.96 |
2,105.26 |
4.30 |
0.2% |
2,099.06 |
| Low |
2,085.10 |
2,088.59 |
3.49 |
0.2% |
2,047.26 |
| Close |
2,099.33 |
2,105.26 |
5.93 |
0.3% |
2,099.06 |
| Range |
15.86 |
16.67 |
0.81 |
5.1% |
51.80 |
| ATR |
18.22 |
18.11 |
-0.11 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,149.71 |
2,144.16 |
2,114.43 |
|
| R3 |
2,133.04 |
2,127.49 |
2,109.84 |
|
| R2 |
2,116.37 |
2,116.37 |
2,108.32 |
|
| R1 |
2,110.82 |
2,110.82 |
2,106.79 |
2,113.60 |
| PP |
2,099.70 |
2,099.70 |
2,099.70 |
2,101.09 |
| S1 |
2,094.15 |
2,094.15 |
2,103.73 |
2,096.93 |
| S2 |
2,083.03 |
2,083.03 |
2,102.20 |
|
| S3 |
2,066.36 |
2,077.48 |
2,100.68 |
|
| S4 |
2,049.69 |
2,060.81 |
2,096.09 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,237.19 |
2,219.93 |
2,127.55 |
|
| R3 |
2,185.39 |
2,168.13 |
2,113.31 |
|
| R2 |
2,133.59 |
2,133.59 |
2,108.56 |
|
| R1 |
2,116.33 |
2,116.33 |
2,103.81 |
2,124.96 |
| PP |
2,081.79 |
2,081.79 |
2,081.79 |
2,086.11 |
| S1 |
2,064.53 |
2,064.53 |
2,094.31 |
2,073.16 |
| S2 |
2,029.99 |
2,029.99 |
2,089.56 |
|
| S3 |
1,978.19 |
2,012.73 |
2,084.82 |
|
| S4 |
1,926.39 |
1,960.93 |
2,070.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,105.26 |
2,085.10 |
20.16 |
1.0% |
12.71 |
0.6% |
100% |
True |
False |
|
| 10 |
2,105.26 |
2,025.91 |
79.35 |
3.8% |
14.95 |
0.7% |
100% |
True |
False |
|
| 20 |
2,105.26 |
2,025.91 |
79.35 |
3.8% |
17.70 |
0.8% |
100% |
True |
False |
|
| 40 |
2,111.05 |
2,025.91 |
85.14 |
4.0% |
17.57 |
0.8% |
93% |
False |
False |
|
| 60 |
2,111.05 |
1,969.25 |
141.80 |
6.7% |
17.72 |
0.8% |
96% |
False |
False |
|
| 80 |
2,111.05 |
1,810.10 |
300.95 |
14.3% |
19.68 |
0.9% |
98% |
False |
False |
|
| 100 |
2,111.05 |
1,810.10 |
300.95 |
14.3% |
23.92 |
1.1% |
98% |
False |
False |
|
| 120 |
2,111.05 |
1,810.10 |
300.95 |
14.3% |
24.51 |
1.2% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,176.11 |
|
2.618 |
2,148.90 |
|
1.618 |
2,132.23 |
|
1.000 |
2,121.93 |
|
0.618 |
2,115.56 |
|
HIGH |
2,105.26 |
|
0.618 |
2,098.89 |
|
0.500 |
2,096.93 |
|
0.382 |
2,094.96 |
|
LOW |
2,088.59 |
|
0.618 |
2,078.29 |
|
1.000 |
2,071.92 |
|
1.618 |
2,061.62 |
|
2.618 |
2,044.95 |
|
4.250 |
2,017.74 |
|
|