| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,434.27 |
2,436.39 |
2.12 |
0.1% |
2,437.83 |
| High |
2,439.27 |
2,446.20 |
6.93 |
0.3% |
2,446.20 |
| Low |
2,427.94 |
2,415.70 |
-12.24 |
-0.5% |
2,415.70 |
| Close |
2,433.79 |
2,431.77 |
-2.02 |
-0.1% |
2,431.77 |
| Range |
11.33 |
30.50 |
19.17 |
169.2% |
30.50 |
| ATR |
12.43 |
13.72 |
1.29 |
10.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,522.72 |
2,507.75 |
2,448.55 |
|
| R3 |
2,492.22 |
2,477.25 |
2,440.16 |
|
| R2 |
2,461.72 |
2,461.72 |
2,437.36 |
|
| R1 |
2,446.75 |
2,446.75 |
2,434.57 |
2,438.99 |
| PP |
2,431.22 |
2,431.22 |
2,431.22 |
2,427.34 |
| S1 |
2,416.25 |
2,416.25 |
2,428.97 |
2,408.49 |
| S2 |
2,400.72 |
2,400.72 |
2,426.18 |
|
| S3 |
2,370.22 |
2,385.75 |
2,423.38 |
|
| S4 |
2,339.72 |
2,355.25 |
2,415.00 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,522.72 |
2,507.75 |
2,448.55 |
|
| R3 |
2,492.22 |
2,477.25 |
2,440.16 |
|
| R2 |
2,461.72 |
2,461.72 |
2,437.36 |
|
| R1 |
2,446.75 |
2,446.75 |
2,434.57 |
2,438.99 |
| PP |
2,431.22 |
2,431.22 |
2,431.22 |
2,427.34 |
| S1 |
2,416.25 |
2,416.25 |
2,428.97 |
2,408.49 |
| S2 |
2,400.72 |
2,400.72 |
2,426.18 |
|
| S3 |
2,370.22 |
2,385.75 |
2,423.38 |
|
| S4 |
2,339.72 |
2,355.25 |
2,415.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,446.20 |
2,415.70 |
30.50 |
1.3% |
13.14 |
0.5% |
53% |
True |
True |
|
| 10 |
2,446.20 |
2,403.62 |
42.58 |
1.8% |
11.74 |
0.5% |
66% |
True |
False |
|
| 20 |
2,446.20 |
2,353.29 |
92.91 |
3.8% |
12.27 |
0.5% |
84% |
True |
False |
|
| 40 |
2,446.20 |
2,328.95 |
117.25 |
4.8% |
12.09 |
0.5% |
88% |
True |
False |
|
| 60 |
2,446.20 |
2,322.25 |
123.95 |
5.1% |
13.58 |
0.6% |
88% |
True |
False |
|
| 80 |
2,446.20 |
2,322.25 |
123.95 |
5.1% |
13.27 |
0.5% |
88% |
True |
False |
|
| 100 |
2,446.20 |
2,257.02 |
189.18 |
7.8% |
13.01 |
0.5% |
92% |
True |
False |
|
| 120 |
2,446.20 |
2,233.62 |
212.58 |
8.7% |
12.80 |
0.5% |
93% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,575.83 |
|
2.618 |
2,526.05 |
|
1.618 |
2,495.55 |
|
1.000 |
2,476.70 |
|
0.618 |
2,465.05 |
|
HIGH |
2,446.20 |
|
0.618 |
2,434.55 |
|
0.500 |
2,430.95 |
|
0.382 |
2,427.35 |
|
LOW |
2,415.70 |
|
0.618 |
2,396.85 |
|
1.000 |
2,385.20 |
|
1.618 |
2,366.35 |
|
2.618 |
2,335.85 |
|
4.250 |
2,286.08 |
|
|