| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
4,478.57 |
4,490.95 |
12.38 |
0.3% |
4,364.73 |
| High |
4,494.03 |
4,512.54 |
18.51 |
0.4% |
4,512.54 |
| Low |
4,469.76 |
4,489.16 |
19.40 |
0.4% |
4,353.36 |
| Close |
4,487.96 |
4,512.54 |
24.58 |
0.5% |
4,512.54 |
| Range |
24.27 |
23.38 |
-0.89 |
-3.7% |
159.18 |
| ATR |
53.61 |
51.54 |
-2.07 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,574.89 |
4,567.09 |
4,525.40 |
|
| R3 |
4,551.51 |
4,543.71 |
4,518.97 |
|
| R2 |
4,528.13 |
4,528.13 |
4,516.83 |
|
| R1 |
4,520.33 |
4,520.33 |
4,514.68 |
4,524.23 |
| PP |
4,504.75 |
4,504.75 |
4,504.75 |
4,506.70 |
| S1 |
4,496.95 |
4,496.95 |
4,510.40 |
4,500.85 |
| S2 |
4,481.37 |
4,481.37 |
4,508.25 |
|
| S3 |
4,457.99 |
4,473.57 |
4,506.11 |
|
| S4 |
4,434.61 |
4,450.19 |
4,499.68 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,937.02 |
4,883.96 |
4,600.09 |
|
| R3 |
4,777.84 |
4,724.78 |
4,556.31 |
|
| R2 |
4,618.66 |
4,618.66 |
4,541.72 |
|
| R1 |
4,565.60 |
4,565.60 |
4,527.13 |
4,592.13 |
| PP |
4,459.48 |
4,459.48 |
4,459.48 |
4,472.75 |
| S1 |
4,406.42 |
4,406.42 |
4,497.95 |
4,432.95 |
| S2 |
4,300.30 |
4,300.30 |
4,483.36 |
|
| S3 |
4,141.12 |
4,247.24 |
4,468.77 |
|
| S4 |
3,981.94 |
4,088.06 |
4,424.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,512.54 |
4,353.36 |
159.18 |
3.5% |
36.18 |
0.8% |
100% |
True |
False |
|
| 10 |
4,512.54 |
4,284.37 |
228.17 |
5.1% |
47.34 |
1.0% |
100% |
True |
False |
|
| 20 |
4,512.54 |
4,282.00 |
230.54 |
5.1% |
45.82 |
1.0% |
100% |
True |
False |
|
| 40 |
4,574.38 |
4,282.00 |
292.38 |
6.5% |
47.36 |
1.0% |
79% |
False |
False |
|
| 60 |
4,574.38 |
4,232.08 |
342.30 |
7.6% |
47.25 |
1.0% |
82% |
False |
False |
|
| 80 |
4,574.38 |
3,888.78 |
685.60 |
15.2% |
53.78 |
1.2% |
91% |
False |
False |
|
| 100 |
4,574.38 |
3,888.78 |
685.60 |
15.2% |
63.26 |
1.4% |
91% |
False |
False |
|
| 120 |
4,720.82 |
3,888.78 |
832.04 |
18.4% |
62.24 |
1.4% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,611.91 |
|
2.618 |
4,573.75 |
|
1.618 |
4,550.37 |
|
1.000 |
4,535.92 |
|
0.618 |
4,526.99 |
|
HIGH |
4,512.54 |
|
0.618 |
4,503.61 |
|
0.500 |
4,500.85 |
|
0.382 |
4,498.09 |
|
LOW |
4,489.16 |
|
0.618 |
4,474.71 |
|
1.000 |
4,465.78 |
|
1.618 |
4,451.33 |
|
2.618 |
4,427.95 |
|
4.250 |
4,389.80 |
|
|