| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
| Open |
4,505.59 |
4,499.42 |
-6.17 |
-0.1% |
4,457.62 |
| High |
4,533.92 |
4,537.28 |
3.36 |
0.1% |
4,509.13 |
| Low |
4,484.52 |
4,495.39 |
10.87 |
0.2% |
4,380.52 |
| Close |
4,505.30 |
4,529.47 |
24.17 |
0.5% |
4,494.29 |
| Range |
49.40 |
41.89 |
-7.51 |
-15.2% |
128.61 |
| ATR |
49.17 |
48.65 |
-0.52 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,646.38 |
4,629.82 |
4,552.51 |
|
| R3 |
4,604.49 |
4,587.93 |
4,540.99 |
|
| R2 |
4,562.60 |
4,562.60 |
4,537.15 |
|
| R1 |
4,546.04 |
4,546.04 |
4,533.31 |
4,554.32 |
| PP |
4,520.71 |
4,520.71 |
4,520.71 |
4,524.86 |
| S1 |
4,504.15 |
4,504.15 |
4,525.63 |
4,512.43 |
| S2 |
4,478.82 |
4,478.82 |
4,521.79 |
|
| S3 |
4,436.93 |
4,462.26 |
4,517.95 |
|
| S4 |
4,395.04 |
4,420.37 |
4,506.43 |
|
|
| 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 |
4,537.28 |
4,482.55 |
54.73 |
1.2% |
35.69 |
0.8% |
86% |
True |
False |
|
| 10 |
4,537.28 |
4,380.52 |
156.76 |
3.5% |
38.16 |
0.8% |
95% |
True |
False |
|
| 20 |
4,562.33 |
4,349.93 |
212.40 |
4.7% |
45.43 |
1.0% |
85% |
False |
False |
|
| 40 |
4,562.33 |
4,280.95 |
281.38 |
6.2% |
43.16 |
1.0% |
88% |
False |
False |
|
| 60 |
4,562.33 |
4,280.95 |
281.38 |
6.2% |
43.28 |
1.0% |
88% |
False |
False |
|
| 80 |
4,562.33 |
4,094.73 |
467.60 |
10.3% |
43.69 |
1.0% |
93% |
False |
False |
|
| 100 |
4,562.33 |
4,078.85 |
483.48 |
10.7% |
47.34 |
1.0% |
93% |
False |
False |
|
| 120 |
4,562.33 |
4,078.85 |
483.48 |
10.7% |
47.84 |
1.1% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,715.31 |
|
2.618 |
4,646.95 |
|
1.618 |
4,605.06 |
|
1.000 |
4,579.17 |
|
0.618 |
4,563.17 |
|
HIGH |
4,537.28 |
|
0.618 |
4,521.28 |
|
0.500 |
4,516.34 |
|
0.382 |
4,511.39 |
|
LOW |
4,495.39 |
|
0.618 |
4,469.50 |
|
1.000 |
4,453.50 |
|
1.618 |
4,427.61 |
|
2.618 |
4,385.72 |
|
4.250 |
4,317.36 |
|
|