| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,656.27 |
3,693.18 |
36.91 |
1.0% |
3,577.85 |
| High |
3,678.16 |
3,723.06 |
44.90 |
1.2% |
3,678.16 |
| Low |
3,646.23 |
3,691.09 |
44.86 |
1.2% |
3,572.28 |
| Close |
3,677.33 |
3,723.06 |
45.73 |
1.2% |
3,677.33 |
| Range |
31.93 |
31.97 |
0.04 |
0.1% |
105.88 |
| ATR |
44.46 |
44.55 |
0.09 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,808.31 |
3,797.66 |
3,740.64 |
|
| R3 |
3,776.34 |
3,765.69 |
3,731.85 |
|
| R2 |
3,744.37 |
3,744.37 |
3,728.92 |
|
| R1 |
3,733.72 |
3,733.72 |
3,725.99 |
3,739.05 |
| PP |
3,712.40 |
3,712.40 |
3,712.40 |
3,715.07 |
| S1 |
3,701.75 |
3,701.75 |
3,720.13 |
3,707.08 |
| S2 |
3,680.43 |
3,680.43 |
3,717.20 |
|
| S3 |
3,648.46 |
3,669.78 |
3,714.27 |
|
| S4 |
3,616.49 |
3,637.81 |
3,705.48 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,960.23 |
3,924.66 |
3,735.56 |
|
| R3 |
3,854.35 |
3,818.78 |
3,706.45 |
|
| R2 |
3,748.47 |
3,748.47 |
3,696.74 |
|
| R1 |
3,712.90 |
3,712.90 |
3,687.04 |
3,730.69 |
| PP |
3,642.59 |
3,642.59 |
3,642.59 |
3,651.48 |
| S1 |
3,607.02 |
3,607.02 |
3,667.62 |
3,624.81 |
| S2 |
3,536.71 |
3,536.71 |
3,657.92 |
|
| S3 |
3,430.83 |
3,501.14 |
3,648.21 |
|
| S4 |
3,324.95 |
3,395.26 |
3,619.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,723.06 |
3,585.88 |
137.18 |
3.7% |
32.06 |
0.9% |
100% |
True |
False |
|
| 10 |
3,723.06 |
3,542.63 |
180.43 |
4.8% |
35.60 |
1.0% |
100% |
True |
False |
|
| 20 |
3,723.06 |
3,506.35 |
216.71 |
5.8% |
39.45 |
1.1% |
100% |
True |
False |
|
| 40 |
3,723.06 |
3,414.11 |
308.95 |
8.3% |
48.51 |
1.3% |
100% |
True |
False |
|
| 60 |
3,738.32 |
3,414.11 |
324.21 |
8.7% |
47.75 |
1.3% |
95% |
False |
False |
|
| 80 |
3,738.32 |
3,414.11 |
324.21 |
8.7% |
45.91 |
1.2% |
95% |
False |
False |
|
| 100 |
3,738.32 |
3,414.11 |
324.21 |
8.7% |
43.75 |
1.2% |
95% |
False |
False |
|
| 120 |
3,738.32 |
3,414.11 |
324.21 |
8.7% |
40.80 |
1.1% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,858.93 |
|
2.618 |
3,806.76 |
|
1.618 |
3,774.79 |
|
1.000 |
3,755.03 |
|
0.618 |
3,742.82 |
|
HIGH |
3,723.06 |
|
0.618 |
3,710.85 |
|
0.500 |
3,707.08 |
|
0.382 |
3,703.30 |
|
LOW |
3,691.09 |
|
0.618 |
3,671.33 |
|
1.000 |
3,659.12 |
|
1.618 |
3,639.36 |
|
2.618 |
3,607.39 |
|
4.250 |
3,555.22 |
|
|