| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
5,834.41 |
5,881.21 |
46.80 |
0.8% |
5,785.38 |
| High |
5,881.46 |
5,888.92 |
7.46 |
0.1% |
5,881.46 |
| Low |
5,825.74 |
5,871.09 |
45.35 |
0.8% |
5,762.56 |
| Close |
5,881.46 |
5,878.12 |
-3.34 |
-0.1% |
5,881.46 |
| Range |
55.72 |
17.83 |
-37.89 |
-68.0% |
118.90 |
| ATR |
42.13 |
40.39 |
-1.74 |
-4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,932.87 |
5,923.32 |
5,887.93 |
|
| R3 |
5,915.04 |
5,905.49 |
5,883.02 |
|
| R2 |
5,897.21 |
5,897.21 |
5,881.39 |
|
| R1 |
5,887.66 |
5,887.66 |
5,879.75 |
5,883.52 |
| PP |
5,879.38 |
5,879.38 |
5,879.38 |
5,877.31 |
| S1 |
5,869.83 |
5,869.83 |
5,876.49 |
5,865.69 |
| S2 |
5,861.55 |
5,861.55 |
5,874.85 |
|
| S3 |
5,843.72 |
5,852.00 |
5,873.22 |
|
| S4 |
5,825.89 |
5,834.17 |
5,868.31 |
|
|
| 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 |
5,888.92 |
5,762.56 |
126.36 |
2.1% |
35.92 |
0.6% |
91% |
True |
False |
|
| 10 |
5,888.92 |
5,661.59 |
227.33 |
3.9% |
34.56 |
0.6% |
95% |
True |
False |
|
| 20 |
5,888.92 |
5,570.28 |
318.64 |
5.4% |
36.79 |
0.6% |
97% |
True |
False |
|
| 40 |
5,888.92 |
5,353.59 |
535.33 |
9.1% |
34.21 |
0.6% |
98% |
True |
False |
|
| 60 |
5,888.92 |
5,316.02 |
572.90 |
9.7% |
36.00 |
0.6% |
98% |
True |
False |
|
| 80 |
5,888.92 |
5,196.07 |
692.85 |
11.8% |
34.70 |
0.6% |
98% |
True |
False |
|
| 100 |
5,888.92 |
4,995.07 |
893.85 |
15.2% |
33.81 |
0.6% |
99% |
True |
False |
|
| 120 |
5,888.92 |
4,853.93 |
1,034.99 |
17.6% |
34.79 |
0.6% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,964.70 |
|
2.618 |
5,935.60 |
|
1.618 |
5,917.77 |
|
1.000 |
5,906.75 |
|
0.618 |
5,899.94 |
|
HIGH |
5,888.92 |
|
0.618 |
5,882.11 |
|
0.500 |
5,880.01 |
|
0.382 |
5,877.90 |
|
LOW |
5,871.09 |
|
0.618 |
5,860.07 |
|
1.000 |
5,853.26 |
|
1.618 |
5,842.24 |
|
2.618 |
5,824.41 |
|
4.250 |
5,795.31 |
|
|