| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,594.59 |
3,568.20 |
-26.39 |
-0.7% |
3,574.24 |
| High |
3,597.89 |
3,590.41 |
-7.48 |
-0.2% |
3,625.77 |
| Low |
3,542.63 |
3,545.63 |
3.00 |
0.1% |
3,542.63 |
| Close |
3,565.17 |
3,587.20 |
22.03 |
0.6% |
3,587.20 |
| Range |
55.26 |
44.78 |
-10.48 |
-19.0% |
83.14 |
| ATR |
48.79 |
48.51 |
-0.29 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,708.75 |
3,692.76 |
3,611.83 |
|
| R3 |
3,663.97 |
3,647.98 |
3,599.51 |
|
| R2 |
3,619.19 |
3,619.19 |
3,595.41 |
|
| R1 |
3,603.20 |
3,603.20 |
3,591.30 |
3,611.20 |
| PP |
3,574.41 |
3,574.41 |
3,574.41 |
3,578.41 |
| S1 |
3,558.42 |
3,558.42 |
3,583.10 |
3,566.42 |
| S2 |
3,529.63 |
3,529.63 |
3,578.99 |
|
| S3 |
3,484.85 |
3,513.64 |
3,574.89 |
|
| S4 |
3,440.07 |
3,468.86 |
3,562.57 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,834.62 |
3,794.05 |
3,632.93 |
|
| R3 |
3,751.48 |
3,710.91 |
3,610.06 |
|
| R2 |
3,668.34 |
3,668.34 |
3,602.44 |
|
| R1 |
3,627.77 |
3,627.77 |
3,594.82 |
3,648.06 |
| PP |
3,585.20 |
3,585.20 |
3,585.20 |
3,595.34 |
| S1 |
3,544.63 |
3,544.63 |
3,579.58 |
3,564.92 |
| S2 |
3,502.06 |
3,502.06 |
3,571.96 |
|
| S3 |
3,418.92 |
3,461.49 |
3,564.34 |
|
| S4 |
3,335.78 |
3,378.35 |
3,541.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,625.77 |
3,542.63 |
83.14 |
2.3% |
37.70 |
1.1% |
54% |
False |
False |
|
| 10 |
3,625.77 |
3,506.35 |
119.42 |
3.3% |
43.77 |
1.2% |
68% |
False |
False |
|
| 20 |
3,625.77 |
3,489.61 |
136.16 |
3.8% |
43.42 |
1.2% |
72% |
False |
False |
|
| 40 |
3,717.36 |
3,414.11 |
303.25 |
8.5% |
52.95 |
1.5% |
57% |
False |
False |
|
| 60 |
3,738.32 |
3,414.11 |
324.21 |
9.0% |
47.88 |
1.3% |
53% |
False |
False |
|
| 80 |
3,738.32 |
3,414.11 |
324.21 |
9.0% |
46.47 |
1.3% |
53% |
False |
False |
|
| 100 |
3,738.32 |
3,414.11 |
324.21 |
9.0% |
42.62 |
1.2% |
53% |
False |
False |
|
| 120 |
3,738.32 |
3,406.40 |
331.92 |
9.3% |
40.12 |
1.1% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,780.73 |
|
2.618 |
3,707.64 |
|
1.618 |
3,662.86 |
|
1.000 |
3,635.19 |
|
0.618 |
3,618.08 |
|
HIGH |
3,590.41 |
|
0.618 |
3,573.30 |
|
0.500 |
3,568.02 |
|
0.382 |
3,562.74 |
|
LOW |
3,545.63 |
|
0.618 |
3,517.96 |
|
1.000 |
3,500.85 |
|
1.618 |
3,473.18 |
|
2.618 |
3,428.40 |
|
4.250 |
3,355.32 |
|
|