| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
5,804.17 |
5,834.41 |
30.24 |
0.5% |
5,785.38 |
| High |
5,816.60 |
5,881.46 |
64.86 |
1.1% |
5,881.46 |
| Low |
5,779.89 |
5,825.74 |
45.85 |
0.8% |
5,762.56 |
| Close |
5,816.51 |
5,881.46 |
64.95 |
1.1% |
5,881.46 |
| Range |
36.71 |
55.72 |
19.01 |
51.8% |
118.90 |
| ATR |
40.37 |
42.13 |
1.76 |
4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,030.05 |
6,011.47 |
5,912.11 |
|
| R3 |
5,974.33 |
5,955.75 |
5,896.78 |
|
| R2 |
5,918.61 |
5,918.61 |
5,891.68 |
|
| R1 |
5,900.03 |
5,900.03 |
5,886.57 |
5,909.32 |
| PP |
5,862.89 |
5,862.89 |
5,862.89 |
5,867.53 |
| S1 |
5,844.31 |
5,844.31 |
5,876.35 |
5,853.60 |
| S2 |
5,807.17 |
5,807.17 |
5,871.24 |
|
| S3 |
5,751.45 |
5,788.59 |
5,866.14 |
|
| S4 |
5,695.73 |
5,732.87 |
5,850.81 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,198.53 |
6,158.89 |
5,946.86 |
|
| R3 |
6,079.63 |
6,039.99 |
5,914.16 |
|
| R2 |
5,960.73 |
5,960.73 |
5,903.26 |
|
| R1 |
5,921.09 |
5,921.09 |
5,892.36 |
5,940.91 |
| PP |
5,841.83 |
5,841.83 |
5,841.83 |
5,851.74 |
| S1 |
5,802.19 |
5,802.19 |
5,870.56 |
5,822.01 |
| S2 |
5,722.93 |
5,722.93 |
5,859.66 |
|
| S3 |
5,604.03 |
5,683.29 |
5,848.76 |
|
| S4 |
5,485.13 |
5,564.39 |
5,816.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,881.46 |
5,762.56 |
118.90 |
2.0% |
36.05 |
0.6% |
100% |
True |
False |
|
| 10 |
5,881.46 |
5,640.68 |
240.78 |
4.1% |
36.07 |
0.6% |
100% |
True |
False |
|
| 20 |
5,881.46 |
5,570.28 |
311.18 |
5.3% |
37.23 |
0.6% |
100% |
True |
False |
|
| 40 |
5,881.46 |
5,353.59 |
527.87 |
9.0% |
34.45 |
0.6% |
100% |
True |
False |
|
| 60 |
5,881.46 |
5,316.02 |
565.44 |
9.6% |
36.28 |
0.6% |
100% |
True |
False |
|
| 80 |
5,881.46 |
5,168.98 |
712.48 |
12.1% |
34.89 |
0.6% |
100% |
True |
False |
|
| 100 |
5,881.46 |
4,995.07 |
886.39 |
15.1% |
33.97 |
0.6% |
100% |
True |
False |
|
| 120 |
5,881.46 |
4,853.93 |
1,027.53 |
17.5% |
34.81 |
0.6% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,118.27 |
|
2.618 |
6,027.33 |
|
1.618 |
5,971.61 |
|
1.000 |
5,937.18 |
|
0.618 |
5,915.89 |
|
HIGH |
5,881.46 |
|
0.618 |
5,860.17 |
|
0.500 |
5,853.60 |
|
0.382 |
5,847.03 |
|
LOW |
5,825.74 |
|
0.618 |
5,791.31 |
|
1.000 |
5,770.02 |
|
1.618 |
5,735.59 |
|
2.618 |
5,679.87 |
|
4.250 |
5,588.93 |
|
|