| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
| Open |
4,514.66 |
4,505.59 |
-9.07 |
-0.2% |
4,457.62 |
| High |
4,521.85 |
4,533.92 |
12.07 |
0.3% |
4,509.13 |
| Low |
4,498.53 |
4,484.52 |
-14.01 |
-0.3% |
4,380.52 |
| Close |
4,503.72 |
4,505.30 |
1.58 |
0.0% |
4,494.29 |
| Range |
23.32 |
49.40 |
26.08 |
111.8% |
128.61 |
| ATR |
49.15 |
49.17 |
0.02 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,656.11 |
4,630.11 |
4,532.47 |
|
| R3 |
4,606.71 |
4,580.71 |
4,518.89 |
|
| R2 |
4,557.31 |
4,557.31 |
4,514.36 |
|
| R1 |
4,531.31 |
4,531.31 |
4,509.83 |
4,519.61 |
| PP |
4,507.91 |
4,507.91 |
4,507.91 |
4,502.07 |
| S1 |
4,481.91 |
4,481.91 |
4,500.77 |
4,470.21 |
| S2 |
4,458.51 |
4,458.51 |
4,496.24 |
|
| S3 |
4,409.11 |
4,432.51 |
4,491.72 |
|
| S4 |
4,359.71 |
4,383.11 |
4,478.13 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,847.14 |
4,799.33 |
4,565.03 |
|
| R3 |
4,718.53 |
4,670.72 |
4,529.66 |
|
| R2 |
4,589.92 |
4,589.92 |
4,517.87 |
|
| R1 |
4,542.11 |
4,542.11 |
4,506.08 |
4,566.02 |
| PP |
4,461.31 |
4,461.31 |
4,461.31 |
4,473.27 |
| S1 |
4,413.50 |
4,413.50 |
4,482.50 |
4,437.41 |
| S2 |
4,332.70 |
4,332.70 |
4,470.71 |
|
| S3 |
4,204.09 |
4,284.89 |
4,458.92 |
|
| S4 |
4,075.48 |
4,156.28 |
4,423.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,533.92 |
4,448.38 |
85.54 |
1.9% |
36.88 |
0.8% |
67% |
True |
False |
|
| 10 |
4,533.92 |
4,373.29 |
160.63 |
3.6% |
38.02 |
0.8% |
82% |
True |
False |
|
| 20 |
4,562.33 |
4,349.93 |
212.40 |
4.7% |
45.93 |
1.0% |
73% |
False |
False |
|
| 40 |
4,562.33 |
4,280.95 |
281.38 |
6.2% |
44.94 |
1.0% |
80% |
False |
False |
|
| 60 |
4,562.33 |
4,280.95 |
281.38 |
6.2% |
43.10 |
1.0% |
80% |
False |
False |
|
| 80 |
4,562.33 |
4,094.73 |
467.60 |
10.4% |
43.90 |
1.0% |
88% |
False |
False |
|
| 100 |
4,562.33 |
4,078.85 |
483.48 |
10.7% |
47.19 |
1.0% |
88% |
False |
False |
|
| 120 |
4,562.33 |
4,078.85 |
483.48 |
10.7% |
47.74 |
1.1% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,743.87 |
|
2.618 |
4,663.25 |
|
1.618 |
4,613.85 |
|
1.000 |
4,583.32 |
|
0.618 |
4,564.45 |
|
HIGH |
4,533.92 |
|
0.618 |
4,515.05 |
|
0.500 |
4,509.22 |
|
0.382 |
4,503.39 |
|
LOW |
4,484.52 |
|
0.618 |
4,453.99 |
|
1.000 |
4,435.12 |
|
1.618 |
4,404.59 |
|
2.618 |
4,355.19 |
|
4.250 |
4,274.57 |
|
|