| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,577.85 |
3,612.86 |
35.01 |
1.0% |
3,574.24 |
| High |
3,618.96 |
3,624.60 |
5.64 |
0.2% |
3,625.77 |
| Low |
3,572.28 |
3,585.88 |
13.60 |
0.4% |
3,542.63 |
| Close |
3,615.62 |
3,600.31 |
-15.31 |
-0.4% |
3,587.20 |
| Range |
46.68 |
38.72 |
-7.96 |
-17.1% |
83.14 |
| ATR |
48.38 |
47.69 |
-0.69 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,719.76 |
3,698.75 |
3,621.61 |
|
| R3 |
3,681.04 |
3,660.03 |
3,610.96 |
|
| R2 |
3,642.32 |
3,642.32 |
3,607.41 |
|
| R1 |
3,621.31 |
3,621.31 |
3,603.86 |
3,612.46 |
| PP |
3,603.60 |
3,603.60 |
3,603.60 |
3,599.17 |
| S1 |
3,582.59 |
3,582.59 |
3,596.76 |
3,573.74 |
| S2 |
3,564.88 |
3,564.88 |
3,593.21 |
|
| S3 |
3,526.16 |
3,543.87 |
3,589.66 |
|
| S4 |
3,487.44 |
3,505.15 |
3,579.01 |
|
|
| 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 |
3,624.60 |
3,542.63 |
81.97 |
2.3% |
42.88 |
1.2% |
70% |
True |
False |
|
| 10 |
3,625.77 |
3,506.35 |
119.42 |
3.3% |
43.07 |
1.2% |
79% |
False |
False |
|
| 20 |
3,625.77 |
3,489.61 |
136.16 |
3.8% |
44.47 |
1.2% |
81% |
False |
False |
|
| 40 |
3,676.36 |
3,414.11 |
262.25 |
7.3% |
51.23 |
1.4% |
71% |
False |
False |
|
| 60 |
3,738.32 |
3,414.11 |
324.21 |
9.0% |
48.32 |
1.3% |
57% |
False |
False |
|
| 80 |
3,738.32 |
3,414.11 |
324.21 |
9.0% |
46.48 |
1.3% |
57% |
False |
False |
|
| 100 |
3,738.32 |
3,414.11 |
324.21 |
9.0% |
43.20 |
1.2% |
57% |
False |
False |
|
| 120 |
3,738.32 |
3,414.11 |
324.21 |
9.0% |
40.55 |
1.1% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,789.16 |
|
2.618 |
3,725.97 |
|
1.618 |
3,687.25 |
|
1.000 |
3,663.32 |
|
0.618 |
3,648.53 |
|
HIGH |
3,624.60 |
|
0.618 |
3,609.81 |
|
0.500 |
3,605.24 |
|
0.382 |
3,600.67 |
|
LOW |
3,585.88 |
|
0.618 |
3,561.95 |
|
1.000 |
3,547.16 |
|
1.618 |
3,523.23 |
|
2.618 |
3,484.51 |
|
4.250 |
3,421.32 |
|
|