| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
30-May-2016 |
Change |
Change % |
Previous Week |
| Open |
5,360.0 |
5,360.0 |
0.0 |
0.0% |
5,319.0 |
| High |
5,372.0 |
5,367.0 |
-5.0 |
-0.1% |
5,372.0 |
| Low |
5,359.0 |
5,355.0 |
-4.0 |
-0.1% |
5,245.0 |
| Close |
5,359.0 |
5,361.0 |
2.0 |
0.0% |
5,359.0 |
| Range |
13.0 |
12.0 |
-1.0 |
-7.7% |
127.0 |
| ATR |
45.6 |
43.2 |
-2.4 |
-5.3% |
0.0 |
| Volume |
124 |
256 |
132 |
106.5% |
333 |
|
| Daily Pivots for day following 30-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,397.0 |
5,391.0 |
5,367.6 |
|
| R3 |
5,385.0 |
5,379.0 |
5,364.3 |
|
| R2 |
5,373.0 |
5,373.0 |
5,363.2 |
|
| R1 |
5,367.0 |
5,367.0 |
5,362.1 |
5,370.0 |
| PP |
5,361.0 |
5,361.0 |
5,361.0 |
5,362.5 |
| S1 |
5,355.0 |
5,355.0 |
5,359.9 |
5,358.0 |
| S2 |
5,349.0 |
5,349.0 |
5,358.8 |
|
| S3 |
5,337.0 |
5,343.0 |
5,357.7 |
|
| S4 |
5,325.0 |
5,331.0 |
5,354.4 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,706.3 |
5,659.7 |
5,428.9 |
|
| R3 |
5,579.3 |
5,532.7 |
5,393.9 |
|
| R2 |
5,452.3 |
5,452.3 |
5,382.3 |
|
| R1 |
5,405.7 |
5,405.7 |
5,370.6 |
5,429.0 |
| PP |
5,325.3 |
5,325.3 |
5,325.3 |
5,337.0 |
| S1 |
5,278.7 |
5,278.7 |
5,347.4 |
5,302.0 |
| S2 |
5,198.3 |
5,198.3 |
5,335.7 |
|
| S3 |
5,071.3 |
5,151.7 |
5,324.1 |
|
| S4 |
4,944.3 |
5,024.7 |
5,289.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,372.0 |
5,245.0 |
127.0 |
2.4% |
31.8 |
0.6% |
91% |
False |
False |
117 |
| 10 |
5,372.0 |
5,245.0 |
127.0 |
2.4% |
31.9 |
0.6% |
91% |
False |
False |
100 |
| 20 |
5,372.0 |
5,198.0 |
174.0 |
3.2% |
24.9 |
0.5% |
94% |
False |
False |
93 |
| 40 |
5,372.0 |
4,836.0 |
536.0 |
10.0% |
23.1 |
0.4% |
98% |
False |
False |
102 |
| 60 |
5,372.0 |
4,836.0 |
536.0 |
10.0% |
18.8 |
0.4% |
98% |
False |
False |
74 |
| 80 |
5,372.0 |
4,600.0 |
772.0 |
14.4% |
16.7 |
0.3% |
99% |
False |
False |
57 |
| 100 |
5,372.0 |
4,600.0 |
772.0 |
14.4% |
13.4 |
0.2% |
99% |
False |
False |
47 |
| 120 |
5,372.0 |
4,600.0 |
772.0 |
14.4% |
11.1 |
0.2% |
99% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,418.0 |
|
2.618 |
5,398.4 |
|
1.618 |
5,386.4 |
|
1.000 |
5,379.0 |
|
0.618 |
5,374.4 |
|
HIGH |
5,367.0 |
|
0.618 |
5,362.4 |
|
0.500 |
5,361.0 |
|
0.382 |
5,359.6 |
|
LOW |
5,355.0 |
|
0.618 |
5,347.6 |
|
1.000 |
5,343.0 |
|
1.618 |
5,335.6 |
|
2.618 |
5,323.6 |
|
4.250 |
5,304.0 |
|
|