| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
12,725.5 |
12,807.5 |
82.0 |
0.6% |
12,604.0 |
| High |
12,865.0 |
12,807.5 |
-57.5 |
-0.4% |
12,865.0 |
| Low |
12,719.0 |
12,807.5 |
88.5 |
0.7% |
12,563.5 |
| Close |
12,807.5 |
12,807.5 |
0.0 |
0.0% |
12,807.5 |
| Range |
146.0 |
0.0 |
-146.0 |
-100.0% |
301.5 |
| ATR |
109.2 |
101.4 |
-7.8 |
-7.1% |
0.0 |
| Volume |
1,716 |
0 |
-1,716 |
-100.0% |
4,432 |
|
| Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,807.5 |
12,807.5 |
12,807.5 |
|
| R3 |
12,807.5 |
12,807.5 |
12,807.5 |
|
| R2 |
12,807.5 |
12,807.5 |
12,807.5 |
|
| R1 |
12,807.5 |
12,807.5 |
12,807.5 |
12,807.5 |
| PP |
12,807.5 |
12,807.5 |
12,807.5 |
12,807.5 |
| S1 |
12,807.5 |
12,807.5 |
12,807.5 |
12,807.5 |
| S2 |
12,807.5 |
12,807.5 |
12,807.5 |
|
| S3 |
12,807.5 |
12,807.5 |
12,807.5 |
|
| S4 |
12,807.5 |
12,807.5 |
12,807.5 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,649.8 |
13,530.2 |
12,973.3 |
|
| R3 |
13,348.3 |
13,228.7 |
12,890.4 |
|
| R2 |
13,046.8 |
13,046.8 |
12,862.8 |
|
| R1 |
12,927.2 |
12,927.2 |
12,835.1 |
12,987.0 |
| PP |
12,745.3 |
12,745.3 |
12,745.3 |
12,775.3 |
| S1 |
12,625.7 |
12,625.7 |
12,779.9 |
12,685.5 |
| S2 |
12,443.8 |
12,443.8 |
12,752.2 |
|
| S3 |
12,142.3 |
12,324.2 |
12,724.6 |
|
| S4 |
11,840.8 |
12,022.7 |
12,641.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,865.0 |
12,563.5 |
301.5 |
2.4% |
83.4 |
0.7% |
81% |
False |
False |
826 |
| 10 |
12,865.0 |
12,525.0 |
340.0 |
2.7% |
82.1 |
0.6% |
83% |
False |
False |
749 |
| 20 |
12,865.0 |
12,487.0 |
378.0 |
3.0% |
90.6 |
0.7% |
85% |
False |
False |
534 |
| 40 |
12,928.0 |
11,965.0 |
963.0 |
7.5% |
102.0 |
0.8% |
87% |
False |
False |
381 |
| 60 |
12,928.0 |
11,870.0 |
1,058.0 |
8.3% |
97.5 |
0.8% |
89% |
False |
False |
303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,807.5 |
|
2.618 |
12,807.5 |
|
1.618 |
12,807.5 |
|
1.000 |
12,807.5 |
|
0.618 |
12,807.5 |
|
HIGH |
12,807.5 |
|
0.618 |
12,807.5 |
|
0.500 |
12,807.5 |
|
0.382 |
12,807.5 |
|
LOW |
12,807.5 |
|
0.618 |
12,807.5 |
|
1.000 |
12,807.5 |
|
1.618 |
12,807.5 |
|
2.618 |
12,807.5 |
|
4.250 |
12,807.5 |
|
|