| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
| Open |
5,785.38 |
5,812.97 |
27.59 |
0.5% |
5,662.95 |
| High |
5,799.99 |
5,813.26 |
13.27 |
0.2% |
5,793.13 |
| Low |
5,781.37 |
5,762.56 |
-18.81 |
-0.3% |
5,661.59 |
| Close |
5,794.63 |
5,788.80 |
-5.83 |
-0.1% |
5,788.36 |
| Range |
18.62 |
50.70 |
32.08 |
172.3% |
131.54 |
| ATR |
39.88 |
40.66 |
0.77 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,940.31 |
5,915.25 |
5,816.69 |
|
| R3 |
5,889.61 |
5,864.55 |
5,802.74 |
|
| R2 |
5,838.91 |
5,838.91 |
5,798.10 |
|
| R1 |
5,813.85 |
5,813.85 |
5,793.45 |
5,801.03 |
| PP |
5,788.21 |
5,788.21 |
5,788.21 |
5,781.80 |
| S1 |
5,763.15 |
5,763.15 |
5,784.15 |
5,750.33 |
| S2 |
5,737.51 |
5,737.51 |
5,779.51 |
|
| S3 |
5,686.81 |
5,712.45 |
5,774.86 |
|
| S4 |
5,636.11 |
5,661.75 |
5,760.92 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,142.31 |
6,096.88 |
5,860.71 |
|
| R3 |
6,010.77 |
5,965.34 |
5,824.53 |
|
| R2 |
5,879.23 |
5,879.23 |
5,812.48 |
|
| R1 |
5,833.80 |
5,833.80 |
5,800.42 |
5,856.52 |
| PP |
5,747.69 |
5,747.69 |
5,747.69 |
5,759.05 |
| S1 |
5,702.26 |
5,702.26 |
5,776.30 |
5,724.98 |
| S2 |
5,616.15 |
5,616.15 |
5,764.24 |
|
| S3 |
5,484.61 |
5,570.72 |
5,752.19 |
|
| S4 |
5,353.07 |
5,439.18 |
5,716.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,813.26 |
5,705.17 |
108.09 |
1.9% |
33.90 |
0.6% |
77% |
True |
False |
|
| 10 |
5,813.26 |
5,570.28 |
242.98 |
4.2% |
45.28 |
0.8% |
90% |
True |
False |
|
| 20 |
5,813.26 |
5,570.28 |
242.98 |
4.2% |
35.06 |
0.6% |
90% |
True |
False |
|
| 40 |
5,813.26 |
5,353.59 |
459.67 |
7.9% |
34.53 |
0.6% |
95% |
True |
False |
|
| 60 |
5,813.26 |
5,316.02 |
497.24 |
8.6% |
35.72 |
0.6% |
95% |
True |
False |
|
| 80 |
5,813.26 |
5,148.06 |
665.20 |
11.5% |
34.25 |
0.6% |
96% |
True |
False |
|
| 100 |
5,813.26 |
4,957.82 |
855.44 |
14.8% |
33.91 |
0.6% |
97% |
True |
False |
|
| 120 |
5,813.26 |
4,765.44 |
1,047.82 |
18.1% |
35.00 |
0.6% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,028.74 |
|
2.618 |
5,945.99 |
|
1.618 |
5,895.29 |
|
1.000 |
5,863.96 |
|
0.618 |
5,844.59 |
|
HIGH |
5,813.26 |
|
0.618 |
5,793.89 |
|
0.500 |
5,787.91 |
|
0.382 |
5,781.93 |
|
LOW |
5,762.56 |
|
0.618 |
5,731.23 |
|
1.000 |
5,711.86 |
|
1.618 |
5,680.53 |
|
2.618 |
5,629.83 |
|
4.250 |
5,547.09 |
|
|