| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,414.50 |
2,411.67 |
-2.83 |
-0.1% |
2,387.21 |
| High |
2,416.68 |
2,415.26 |
-1.42 |
-0.1% |
2,418.71 |
| Low |
2,412.20 |
2,409.43 |
-2.77 |
-0.1% |
2,386.92 |
| Close |
2,415.82 |
2,412.91 |
-2.91 |
-0.1% |
2,415.82 |
| Range |
4.48 |
5.83 |
1.35 |
30.1% |
31.79 |
| ATR |
13.97 |
13.42 |
-0.54 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,430.02 |
2,427.30 |
2,416.12 |
|
| R3 |
2,424.19 |
2,421.47 |
2,414.51 |
|
| R2 |
2,418.36 |
2,418.36 |
2,413.98 |
|
| R1 |
2,415.64 |
2,415.64 |
2,413.44 |
2,417.00 |
| PP |
2,412.53 |
2,412.53 |
2,412.53 |
2,413.22 |
| S1 |
2,409.81 |
2,409.81 |
2,412.38 |
2,411.17 |
| S2 |
2,406.70 |
2,406.70 |
2,411.84 |
|
| S3 |
2,400.87 |
2,403.98 |
2,411.31 |
|
| S4 |
2,395.04 |
2,398.15 |
2,409.70 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,502.52 |
2,490.96 |
2,433.30 |
|
| R3 |
2,470.73 |
2,459.17 |
2,424.56 |
|
| R2 |
2,438.94 |
2,438.94 |
2,421.65 |
|
| R1 |
2,427.38 |
2,427.38 |
2,418.73 |
2,433.16 |
| PP |
2,407.15 |
2,407.15 |
2,407.15 |
2,410.04 |
| S1 |
2,395.59 |
2,395.59 |
2,412.91 |
2,401.37 |
| S2 |
2,375.36 |
2,375.36 |
2,409.99 |
|
| S3 |
2,343.57 |
2,363.80 |
2,407.08 |
|
| S4 |
2,311.78 |
2,332.01 |
2,398.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,418.71 |
2,393.88 |
24.83 |
1.0% |
7.09 |
0.3% |
77% |
False |
False |
|
| 10 |
2,418.71 |
2,353.29 |
65.42 |
2.7% |
12.29 |
0.5% |
91% |
False |
False |
|
| 20 |
2,418.71 |
2,353.29 |
65.42 |
2.7% |
10.81 |
0.4% |
91% |
False |
False |
|
| 40 |
2,418.71 |
2,328.95 |
89.76 |
3.7% |
12.69 |
0.5% |
94% |
False |
False |
|
| 60 |
2,418.71 |
2,322.25 |
96.46 |
4.0% |
13.43 |
0.6% |
94% |
False |
False |
|
| 80 |
2,418.71 |
2,285.38 |
133.33 |
5.5% |
13.01 |
0.5% |
96% |
False |
False |
|
| 100 |
2,418.71 |
2,254.25 |
164.46 |
6.8% |
12.92 |
0.5% |
96% |
False |
False |
|
| 120 |
2,418.71 |
2,202.21 |
216.50 |
9.0% |
13.08 |
0.5% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,440.04 |
|
2.618 |
2,430.52 |
|
1.618 |
2,424.69 |
|
1.000 |
2,421.09 |
|
0.618 |
2,418.86 |
|
HIGH |
2,415.26 |
|
0.618 |
2,413.03 |
|
0.500 |
2,412.35 |
|
0.382 |
2,411.66 |
|
LOW |
2,409.43 |
|
0.618 |
2,405.83 |
|
1.000 |
2,403.60 |
|
1.618 |
2,400.00 |
|
2.618 |
2,394.17 |
|
4.250 |
2,384.65 |
|
|