| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
4,490.95 |
4,513.85 |
22.90 |
0.5% |
4,364.73 |
| High |
4,512.54 |
4,526.84 |
14.30 |
0.3% |
4,512.54 |
| Low |
4,489.16 |
4,497.65 |
8.49 |
0.2% |
4,353.36 |
| Close |
4,512.54 |
4,523.89 |
11.35 |
0.3% |
4,512.54 |
| Range |
23.38 |
29.19 |
5.81 |
24.9% |
159.18 |
| ATR |
51.54 |
49.94 |
-1.60 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,603.70 |
4,592.98 |
4,539.94 |
|
| R3 |
4,574.51 |
4,563.79 |
4,531.92 |
|
| R2 |
4,545.32 |
4,545.32 |
4,529.24 |
|
| R1 |
4,534.60 |
4,534.60 |
4,526.57 |
4,539.96 |
| PP |
4,516.13 |
4,516.13 |
4,516.13 |
4,518.81 |
| S1 |
4,505.41 |
4,505.41 |
4,521.21 |
4,510.77 |
| S2 |
4,486.94 |
4,486.94 |
4,518.54 |
|
| S3 |
4,457.75 |
4,476.22 |
4,515.86 |
|
| S4 |
4,428.56 |
4,447.03 |
4,507.84 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,937.02 |
4,883.96 |
4,600.09 |
|
| R3 |
4,777.84 |
4,724.78 |
4,556.31 |
|
| R2 |
4,618.66 |
4,618.66 |
4,541.72 |
|
| R1 |
4,565.60 |
4,565.60 |
4,527.13 |
4,592.13 |
| PP |
4,459.48 |
4,459.48 |
4,459.48 |
4,472.75 |
| S1 |
4,406.42 |
4,406.42 |
4,497.95 |
4,432.95 |
| S2 |
4,300.30 |
4,300.30 |
4,483.36 |
|
| S3 |
4,141.12 |
4,247.24 |
4,468.77 |
|
| S4 |
3,981.94 |
4,088.06 |
4,424.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,526.84 |
4,380.46 |
146.38 |
3.2% |
36.21 |
0.8% |
98% |
True |
False |
|
| 10 |
4,526.84 |
4,284.37 |
242.47 |
5.4% |
43.68 |
1.0% |
99% |
True |
False |
|
| 20 |
4,526.84 |
4,282.00 |
244.84 |
5.4% |
44.66 |
1.0% |
99% |
True |
False |
|
| 40 |
4,574.38 |
4,282.00 |
292.38 |
6.5% |
47.35 |
1.0% |
83% |
False |
False |
|
| 60 |
4,574.38 |
4,232.08 |
342.30 |
7.6% |
46.82 |
1.0% |
85% |
False |
False |
|
| 80 |
4,574.38 |
3,888.78 |
685.60 |
15.2% |
53.14 |
1.2% |
93% |
False |
False |
|
| 100 |
4,574.38 |
3,888.78 |
685.60 |
15.2% |
62.97 |
1.4% |
93% |
False |
False |
|
| 120 |
4,708.47 |
3,888.78 |
819.69 |
18.1% |
62.08 |
1.4% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,650.90 |
|
2.618 |
4,603.26 |
|
1.618 |
4,574.07 |
|
1.000 |
4,556.03 |
|
0.618 |
4,544.88 |
|
HIGH |
4,526.84 |
|
0.618 |
4,515.69 |
|
0.500 |
4,512.25 |
|
0.382 |
4,508.80 |
|
LOW |
4,497.65 |
|
0.618 |
4,479.61 |
|
1.000 |
4,468.46 |
|
1.618 |
4,450.42 |
|
2.618 |
4,421.23 |
|
4.250 |
4,373.59 |
|
|