| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
4,364.73 |
4,381.34 |
16.61 |
0.4% |
4,335.33 |
| High |
4,382.40 |
4,449.21 |
66.81 |
1.5% |
4,395.70 |
| Low |
4,353.36 |
4,380.46 |
27.10 |
0.6% |
4,284.37 |
| Close |
4,355.10 |
4,444.30 |
89.20 |
2.0% |
4,362.90 |
| Range |
29.04 |
68.75 |
39.71 |
136.7% |
111.33 |
| ATR |
53.89 |
56.76 |
2.87 |
5.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,630.91 |
4,606.35 |
4,482.11 |
|
| R3 |
4,562.16 |
4,537.60 |
4,463.21 |
|
| R2 |
4,493.41 |
4,493.41 |
4,456.90 |
|
| R1 |
4,468.85 |
4,468.85 |
4,450.60 |
4,481.13 |
| PP |
4,424.66 |
4,424.66 |
4,424.66 |
4,430.80 |
| S1 |
4,400.10 |
4,400.10 |
4,438.00 |
4,412.38 |
| S2 |
4,355.91 |
4,355.91 |
4,431.70 |
|
| S3 |
4,287.16 |
4,331.35 |
4,425.39 |
|
| S4 |
4,218.41 |
4,262.60 |
4,406.49 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,681.65 |
4,633.60 |
4,424.13 |
|
| R3 |
4,570.32 |
4,522.27 |
4,393.52 |
|
| R2 |
4,458.99 |
4,458.99 |
4,383.31 |
|
| R1 |
4,410.94 |
4,410.94 |
4,373.11 |
4,434.97 |
| PP |
4,347.66 |
4,347.66 |
4,347.66 |
4,359.67 |
| S1 |
4,299.61 |
4,299.61 |
4,352.69 |
4,323.64 |
| S2 |
4,236.33 |
4,236.33 |
4,342.49 |
|
| S3 |
4,125.00 |
4,188.28 |
4,332.28 |
|
| S4 |
4,013.67 |
4,076.95 |
4,301.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,449.21 |
4,284.37 |
164.84 |
3.7% |
50.12 |
1.1% |
97% |
True |
False |
|
| 10 |
4,449.21 |
4,284.37 |
164.84 |
3.7% |
54.80 |
1.2% |
97% |
True |
False |
|
| 20 |
4,449.21 |
4,282.00 |
167.21 |
3.8% |
51.80 |
1.2% |
97% |
True |
False |
|
| 40 |
4,574.38 |
4,282.00 |
292.38 |
6.6% |
48.90 |
1.1% |
56% |
False |
False |
|
| 60 |
4,574.38 |
4,225.93 |
348.45 |
7.8% |
48.82 |
1.1% |
63% |
False |
False |
|
| 80 |
4,574.38 |
3,888.78 |
685.60 |
15.4% |
56.08 |
1.3% |
81% |
False |
False |
|
| 100 |
4,642.55 |
3,888.78 |
753.77 |
17.0% |
64.07 |
1.4% |
74% |
False |
False |
|
| 120 |
4,739.75 |
3,888.78 |
850.97 |
19.1% |
64.01 |
1.4% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,741.40 |
|
2.618 |
4,629.20 |
|
1.618 |
4,560.45 |
|
1.000 |
4,517.96 |
|
0.618 |
4,491.70 |
|
HIGH |
4,449.21 |
|
0.618 |
4,422.95 |
|
0.500 |
4,414.84 |
|
0.382 |
4,406.72 |
|
LOW |
4,380.46 |
|
0.618 |
4,337.97 |
|
1.000 |
4,311.71 |
|
1.618 |
4,269.22 |
|
2.618 |
4,200.47 |
|
4.250 |
4,088.27 |
|
|