| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,097.71 |
2,104.07 |
6.36 |
0.3% |
2,100.13 |
| High |
2,105.26 |
2,104.07 |
-1.19 |
-0.1% |
2,105.26 |
| Low |
2,088.59 |
2,085.36 |
-3.23 |
-0.2% |
2,085.10 |
| Close |
2,105.26 |
2,099.13 |
-6.13 |
-0.3% |
2,099.13 |
| Range |
16.67 |
18.71 |
2.04 |
12.2% |
20.16 |
| ATR |
18.11 |
18.24 |
0.13 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,152.32 |
2,144.43 |
2,109.42 |
|
| R3 |
2,133.61 |
2,125.72 |
2,104.28 |
|
| R2 |
2,114.90 |
2,114.90 |
2,102.56 |
|
| R1 |
2,107.01 |
2,107.01 |
2,100.85 |
2,101.60 |
| PP |
2,096.19 |
2,096.19 |
2,096.19 |
2,093.48 |
| S1 |
2,088.30 |
2,088.30 |
2,097.41 |
2,082.89 |
| S2 |
2,077.48 |
2,077.48 |
2,095.70 |
|
| S3 |
2,058.77 |
2,069.59 |
2,093.98 |
|
| S4 |
2,040.06 |
2,050.88 |
2,088.84 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.98 |
2,148.21 |
2,110.22 |
|
| R3 |
2,136.82 |
2,128.05 |
2,104.67 |
|
| R2 |
2,116.66 |
2,116.66 |
2,102.83 |
|
| R1 |
2,107.89 |
2,107.89 |
2,100.98 |
2,102.20 |
| PP |
2,096.50 |
2,096.50 |
2,096.50 |
2,093.65 |
| S1 |
2,087.73 |
2,087.73 |
2,097.28 |
2,082.04 |
| S2 |
2,076.34 |
2,076.34 |
2,095.43 |
|
| S3 |
2,056.18 |
2,067.57 |
2,093.59 |
|
| S4 |
2,036.02 |
2,047.41 |
2,088.04 |
|
|
| 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% |
15.01 |
0.7% |
70% |
False |
False |
|
| 10 |
2,105.26 |
2,041.88 |
63.38 |
3.0% |
14.99 |
0.7% |
90% |
False |
False |
|
| 20 |
2,105.26 |
2,025.91 |
79.35 |
3.8% |
17.91 |
0.9% |
92% |
False |
False |
|
| 40 |
2,111.05 |
2,025.91 |
85.14 |
4.1% |
17.31 |
0.8% |
86% |
False |
False |
|
| 60 |
2,111.05 |
1,969.25 |
141.80 |
6.8% |
17.82 |
0.8% |
92% |
False |
False |
|
| 80 |
2,111.05 |
1,810.10 |
300.95 |
14.3% |
19.49 |
0.9% |
96% |
False |
False |
|
| 100 |
2,111.05 |
1,810.10 |
300.95 |
14.3% |
23.76 |
1.1% |
96% |
False |
False |
|
| 120 |
2,111.05 |
1,810.10 |
300.95 |
14.3% |
24.48 |
1.2% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,183.59 |
|
2.618 |
2,153.05 |
|
1.618 |
2,134.34 |
|
1.000 |
2,122.78 |
|
0.618 |
2,115.63 |
|
HIGH |
2,104.07 |
|
0.618 |
2,096.92 |
|
0.500 |
2,094.72 |
|
0.382 |
2,092.51 |
|
LOW |
2,085.36 |
|
0.618 |
2,073.80 |
|
1.000 |
2,066.65 |
|
1.618 |
2,055.09 |
|
2.618 |
2,036.38 |
|
4.250 |
2,005.84 |
|
|