| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,612.86 |
3,605.79 |
-7.07 |
-0.2% |
3,574.24 |
| High |
3,624.60 |
3,636.47 |
11.87 |
0.3% |
3,625.77 |
| Low |
3,585.88 |
3,605.51 |
19.63 |
0.5% |
3,542.63 |
| Close |
3,600.31 |
3,635.61 |
35.30 |
1.0% |
3,587.20 |
| Range |
38.72 |
30.96 |
-7.76 |
-20.0% |
83.14 |
| ATR |
47.69 |
46.86 |
-0.82 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,718.74 |
3,708.14 |
3,652.64 |
|
| R3 |
3,687.78 |
3,677.18 |
3,644.12 |
|
| R2 |
3,656.82 |
3,656.82 |
3,641.29 |
|
| R1 |
3,646.22 |
3,646.22 |
3,638.45 |
3,651.52 |
| PP |
3,625.86 |
3,625.86 |
3,625.86 |
3,628.52 |
| S1 |
3,615.26 |
3,615.26 |
3,632.77 |
3,620.56 |
| S2 |
3,594.90 |
3,594.90 |
3,629.93 |
|
| S3 |
3,563.94 |
3,584.30 |
3,627.10 |
|
| S4 |
3,532.98 |
3,553.34 |
3,618.58 |
|
|
| 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 |
3,636.47 |
3,542.63 |
93.84 |
2.6% |
43.28 |
1.2% |
99% |
True |
False |
|
| 10 |
3,636.47 |
3,516.76 |
119.71 |
3.3% |
40.05 |
1.1% |
99% |
True |
False |
|
| 20 |
3,636.47 |
3,489.61 |
146.86 |
4.0% |
44.37 |
1.2% |
99% |
True |
False |
|
| 40 |
3,676.36 |
3,414.11 |
262.25 |
7.2% |
50.53 |
1.4% |
84% |
False |
False |
|
| 60 |
3,738.32 |
3,414.11 |
324.21 |
8.9% |
48.37 |
1.3% |
68% |
False |
False |
|
| 80 |
3,738.32 |
3,414.11 |
324.21 |
8.9% |
46.04 |
1.3% |
68% |
False |
False |
|
| 100 |
3,738.32 |
3,414.11 |
324.21 |
8.9% |
43.36 |
1.2% |
68% |
False |
False |
|
| 120 |
3,738.32 |
3,414.11 |
324.21 |
8.9% |
40.54 |
1.1% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,768.05 |
|
2.618 |
3,717.52 |
|
1.618 |
3,686.56 |
|
1.000 |
3,667.43 |
|
0.618 |
3,655.60 |
|
HIGH |
3,636.47 |
|
0.618 |
3,624.64 |
|
0.500 |
3,620.99 |
|
0.382 |
3,617.34 |
|
LOW |
3,605.51 |
|
0.618 |
3,586.38 |
|
1.000 |
3,574.55 |
|
1.618 |
3,555.42 |
|
2.618 |
3,524.46 |
|
4.250 |
3,473.93 |
|
|