| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,392.44 |
2,393.94 |
1.50 |
0.1% |
2,399.94 |
| High |
2,392.44 |
2,404.05 |
11.61 |
0.5% |
2,403.87 |
| Low |
2,387.19 |
2,393.94 |
6.75 |
0.3% |
2,381.74 |
| Close |
2,390.90 |
2,402.32 |
11.42 |
0.5% |
2,390.90 |
| Range |
5.25 |
10.11 |
4.86 |
92.6% |
22.13 |
| ATR |
13.00 |
13.01 |
0.01 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,430.43 |
2,426.49 |
2,407.88 |
|
| R3 |
2,420.32 |
2,416.38 |
2,405.10 |
|
| R2 |
2,410.21 |
2,410.21 |
2,404.17 |
|
| R1 |
2,406.27 |
2,406.27 |
2,403.25 |
2,408.24 |
| PP |
2,400.10 |
2,400.10 |
2,400.10 |
2,401.09 |
| S1 |
2,396.16 |
2,396.16 |
2,401.39 |
2,398.13 |
| S2 |
2,389.99 |
2,389.99 |
2,400.47 |
|
| S3 |
2,379.88 |
2,386.05 |
2,399.54 |
|
| S4 |
2,369.77 |
2,375.94 |
2,396.76 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,458.56 |
2,446.86 |
2,403.07 |
|
| R3 |
2,436.43 |
2,424.73 |
2,396.99 |
|
| R2 |
2,414.30 |
2,414.30 |
2,394.96 |
|
| R1 |
2,402.60 |
2,402.60 |
2,392.93 |
2,397.39 |
| PP |
2,392.17 |
2,392.17 |
2,392.17 |
2,389.56 |
| S1 |
2,380.47 |
2,380.47 |
2,388.87 |
2,375.26 |
| S2 |
2,370.04 |
2,370.04 |
2,386.84 |
|
| S3 |
2,347.91 |
2,358.34 |
2,384.81 |
|
| S4 |
2,325.78 |
2,336.21 |
2,378.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,404.05 |
2,381.74 |
22.31 |
0.9% |
9.54 |
0.4% |
92% |
True |
False |
|
| 10 |
2,404.05 |
2,379.75 |
24.30 |
1.0% |
9.33 |
0.4% |
93% |
True |
False |
|
| 20 |
2,404.05 |
2,334.54 |
69.51 |
2.9% |
10.88 |
0.5% |
98% |
True |
False |
|
| 40 |
2,404.05 |
2,322.25 |
81.80 |
3.4% |
14.14 |
0.6% |
98% |
True |
False |
|
| 60 |
2,404.05 |
2,322.25 |
81.80 |
3.4% |
13.38 |
0.6% |
98% |
True |
False |
|
| 80 |
2,404.05 |
2,257.02 |
147.03 |
6.1% |
13.08 |
0.5% |
99% |
True |
False |
|
| 100 |
2,404.05 |
2,233.62 |
170.43 |
7.1% |
12.83 |
0.5% |
99% |
True |
False |
|
| 120 |
2,404.05 |
2,186.43 |
217.62 |
9.1% |
12.99 |
0.5% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,447.02 |
|
2.618 |
2,430.52 |
|
1.618 |
2,420.41 |
|
1.000 |
2,414.16 |
|
0.618 |
2,410.30 |
|
HIGH |
2,404.05 |
|
0.618 |
2,400.19 |
|
0.500 |
2,399.00 |
|
0.382 |
2,397.80 |
|
LOW |
2,393.94 |
|
0.618 |
2,387.69 |
|
1.000 |
2,383.83 |
|
1.618 |
2,377.58 |
|
2.618 |
2,367.47 |
|
4.250 |
2,350.97 |
|
|