| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
3,004.0 |
2,978.0 |
-26.0 |
-0.9% |
3,040.0 |
| High |
3,017.0 |
2,978.0 |
-39.0 |
-1.3% |
3,056.0 |
| Low |
3,004.0 |
2,951.0 |
-53.0 |
-1.8% |
2,951.0 |
| Close |
3,006.0 |
2,963.0 |
-43.0 |
-1.4% |
2,963.0 |
| Range |
13.0 |
27.0 |
14.0 |
107.7% |
105.0 |
| ATR |
29.3 |
31.2 |
1.8 |
6.3% |
0.0 |
| Volume |
2,358 |
304 |
-2,054 |
-87.1% |
6,922 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,045.0 |
3,031.0 |
2,977.9 |
|
| R3 |
3,018.0 |
3,004.0 |
2,970.4 |
|
| R2 |
2,991.0 |
2,991.0 |
2,968.0 |
|
| R1 |
2,977.0 |
2,977.0 |
2,965.5 |
2,970.5 |
| PP |
2,964.0 |
2,964.0 |
2,964.0 |
2,960.8 |
| S1 |
2,950.0 |
2,950.0 |
2,960.5 |
2,943.5 |
| S2 |
2,937.0 |
2,937.0 |
2,958.1 |
|
| S3 |
2,910.0 |
2,923.0 |
2,955.6 |
|
| S4 |
2,883.0 |
2,896.0 |
2,948.2 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,305.0 |
3,239.0 |
3,020.8 |
|
| R3 |
3,200.0 |
3,134.0 |
2,991.9 |
|
| R2 |
3,095.0 |
3,095.0 |
2,982.3 |
|
| R1 |
3,029.0 |
3,029.0 |
2,972.6 |
3,009.5 |
| PP |
2,990.0 |
2,990.0 |
2,990.0 |
2,980.3 |
| S1 |
2,924.0 |
2,924.0 |
2,953.4 |
2,904.5 |
| S2 |
2,885.0 |
2,885.0 |
2,943.8 |
|
| S3 |
2,780.0 |
2,819.0 |
2,934.1 |
|
| S4 |
2,675.0 |
2,714.0 |
2,905.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,056.0 |
2,951.0 |
105.0 |
3.5% |
19.4 |
0.7% |
11% |
False |
True |
1,384 |
| 10 |
3,056.0 |
2,887.0 |
169.0 |
5.7% |
15.9 |
0.5% |
45% |
False |
False |
1,126 |
| 20 |
3,056.0 |
2,867.0 |
189.0 |
6.4% |
17.8 |
0.6% |
51% |
False |
False |
5,848 |
| 40 |
3,064.0 |
2,830.0 |
234.0 |
7.9% |
11.8 |
0.4% |
57% |
False |
False |
3,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,092.8 |
|
2.618 |
3,048.7 |
|
1.618 |
3,021.7 |
|
1.000 |
3,005.0 |
|
0.618 |
2,994.7 |
|
HIGH |
2,978.0 |
|
0.618 |
2,967.7 |
|
0.500 |
2,964.5 |
|
0.382 |
2,961.3 |
|
LOW |
2,951.0 |
|
0.618 |
2,934.3 |
|
1.000 |
2,924.0 |
|
1.618 |
2,907.3 |
|
2.618 |
2,880.3 |
|
4.250 |
2,836.3 |
|
|