| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
5,812.97 |
5,804.17 |
-8.80 |
-0.2% |
5,662.95 |
| High |
5,813.26 |
5,816.60 |
3.34 |
0.1% |
5,793.13 |
| Low |
5,762.56 |
5,779.89 |
17.33 |
0.3% |
5,661.59 |
| Close |
5,788.80 |
5,816.51 |
27.71 |
0.5% |
5,788.36 |
| Range |
50.70 |
36.71 |
-13.99 |
-27.6% |
131.54 |
| ATR |
40.66 |
40.37 |
-0.28 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,914.46 |
5,902.20 |
5,836.70 |
|
| R3 |
5,877.75 |
5,865.49 |
5,826.61 |
|
| R2 |
5,841.04 |
5,841.04 |
5,823.24 |
|
| R1 |
5,828.78 |
5,828.78 |
5,819.88 |
5,834.91 |
| PP |
5,804.33 |
5,804.33 |
5,804.33 |
5,807.40 |
| S1 |
5,792.07 |
5,792.07 |
5,813.14 |
5,798.20 |
| S2 |
5,767.62 |
5,767.62 |
5,809.78 |
|
| S3 |
5,730.91 |
5,755.36 |
5,806.41 |
|
| S4 |
5,694.20 |
5,718.65 |
5,796.32 |
|
|
| 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 |
5,816.60 |
5,738.82 |
77.78 |
1.3% |
35.76 |
0.6% |
100% |
True |
False |
|
| 10 |
5,816.60 |
5,570.28 |
246.32 |
4.2% |
37.98 |
0.7% |
100% |
True |
False |
|
| 20 |
5,816.60 |
5,570.28 |
246.32 |
4.2% |
35.81 |
0.6% |
100% |
True |
False |
|
| 40 |
5,816.60 |
5,353.59 |
463.01 |
8.0% |
34.80 |
0.6% |
100% |
True |
False |
|
| 60 |
5,816.60 |
5,316.02 |
500.58 |
8.6% |
35.80 |
0.6% |
100% |
True |
False |
|
| 80 |
5,816.60 |
5,168.98 |
647.62 |
11.1% |
34.46 |
0.6% |
100% |
True |
False |
|
| 100 |
5,816.60 |
4,995.07 |
821.53 |
14.1% |
33.65 |
0.6% |
100% |
True |
False |
|
| 120 |
5,816.60 |
4,843.04 |
973.56 |
16.7% |
34.56 |
0.6% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,972.62 |
|
2.618 |
5,912.71 |
|
1.618 |
5,876.00 |
|
1.000 |
5,853.31 |
|
0.618 |
5,839.29 |
|
HIGH |
5,816.60 |
|
0.618 |
5,802.58 |
|
0.500 |
5,798.25 |
|
0.382 |
5,793.91 |
|
LOW |
5,779.89 |
|
0.618 |
5,757.20 |
|
1.000 |
5,743.18 |
|
1.618 |
5,720.49 |
|
2.618 |
5,683.78 |
|
4.250 |
5,623.87 |
|
|