| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
5,325.0 |
5,285.0 |
-40.0 |
-0.8% |
5,319.0 |
| High |
5,351.0 |
5,296.0 |
-55.0 |
-1.0% |
5,372.0 |
| Low |
5,319.0 |
5,263.0 |
-56.0 |
-1.1% |
5,245.0 |
| Close |
5,332.0 |
5,278.0 |
-54.0 |
-1.0% |
5,359.0 |
| Range |
32.0 |
33.0 |
1.0 |
3.1% |
127.0 |
| ATR |
43.2 |
45.0 |
1.8 |
4.3% |
0.0 |
| Volume |
22 |
21 |
-1 |
-4.5% |
333 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,378.0 |
5,361.0 |
5,296.2 |
|
| R3 |
5,345.0 |
5,328.0 |
5,287.1 |
|
| R2 |
5,312.0 |
5,312.0 |
5,284.1 |
|
| R1 |
5,295.0 |
5,295.0 |
5,281.0 |
5,287.0 |
| PP |
5,279.0 |
5,279.0 |
5,279.0 |
5,275.0 |
| S1 |
5,262.0 |
5,262.0 |
5,275.0 |
5,254.0 |
| S2 |
5,246.0 |
5,246.0 |
5,272.0 |
|
| S3 |
5,213.0 |
5,229.0 |
5,268.9 |
|
| S4 |
5,180.0 |
5,196.0 |
5,259.9 |
|
|
| 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 |
5,263.0 |
109.0 |
2.1% |
22.4 |
0.4% |
14% |
False |
True |
109 |
| 10 |
5,372.0 |
5,245.0 |
127.0 |
2.4% |
31.2 |
0.6% |
26% |
False |
False |
75 |
| 20 |
5,372.0 |
5,198.0 |
174.0 |
3.3% |
25.8 |
0.5% |
46% |
False |
False |
95 |
| 40 |
5,372.0 |
4,836.0 |
536.0 |
10.2% |
22.4 |
0.4% |
82% |
False |
False |
103 |
| 60 |
5,372.0 |
4,836.0 |
536.0 |
10.2% |
19.9 |
0.4% |
82% |
False |
False |
74 |
| 80 |
5,372.0 |
4,600.0 |
772.0 |
14.6% |
16.0 |
0.3% |
88% |
False |
False |
57 |
| 100 |
5,372.0 |
4,600.0 |
772.0 |
14.6% |
14.0 |
0.3% |
88% |
False |
False |
47 |
| 120 |
5,372.0 |
4,600.0 |
772.0 |
14.6% |
11.7 |
0.2% |
88% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,436.3 |
|
2.618 |
5,382.4 |
|
1.618 |
5,349.4 |
|
1.000 |
5,329.0 |
|
0.618 |
5,316.4 |
|
HIGH |
5,296.0 |
|
0.618 |
5,283.4 |
|
0.500 |
5,279.5 |
|
0.382 |
5,275.6 |
|
LOW |
5,263.0 |
|
0.618 |
5,242.6 |
|
1.000 |
5,230.0 |
|
1.618 |
5,209.6 |
|
2.618 |
5,176.6 |
|
4.250 |
5,122.8 |
|
|