| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,606.00 |
3,607.25 |
1.25 |
0.0% |
3,552.00 |
| High |
3,617.00 |
3,607.25 |
-9.75 |
-0.3% |
3,592.00 |
| Low |
3,600.00 |
3,579.25 |
-20.75 |
-0.6% |
3,500.00 |
| Close |
3,602.00 |
3,589.50 |
-12.50 |
-0.3% |
3,541.00 |
| Range |
17.00 |
28.00 |
11.00 |
64.7% |
92.00 |
| ATR |
46.15 |
44.86 |
-1.30 |
-2.8% |
0.00 |
| Volume |
165 |
55 |
-110 |
-66.7% |
355 |
|
| Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,676.00 |
3,660.75 |
3,605.00 |
|
| R3 |
3,648.00 |
3,632.75 |
3,597.25 |
|
| R2 |
3,620.00 |
3,620.00 |
3,594.75 |
|
| R1 |
3,604.75 |
3,604.75 |
3,592.00 |
3,598.50 |
| PP |
3,592.00 |
3,592.00 |
3,592.00 |
3,588.75 |
| S1 |
3,576.75 |
3,576.75 |
3,587.00 |
3,570.50 |
| S2 |
3,564.00 |
3,564.00 |
3,584.25 |
|
| S3 |
3,536.00 |
3,548.75 |
3,581.75 |
|
| S4 |
3,508.00 |
3,520.75 |
3,574.00 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,820.25 |
3,772.75 |
3,591.50 |
|
| R3 |
3,728.25 |
3,680.75 |
3,566.25 |
|
| R2 |
3,636.25 |
3,636.25 |
3,557.75 |
|
| R1 |
3,588.75 |
3,588.75 |
3,549.50 |
3,566.50 |
| PP |
3,544.25 |
3,544.25 |
3,544.25 |
3,533.25 |
| S1 |
3,496.75 |
3,496.75 |
3,532.50 |
3,474.50 |
| S2 |
3,452.25 |
3,452.25 |
3,524.25 |
|
| S3 |
3,360.25 |
3,404.75 |
3,515.75 |
|
| S4 |
3,268.25 |
3,312.75 |
3,490.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,617.00 |
3,509.00 |
108.00 |
3.0% |
37.25 |
1.0% |
75% |
False |
False |
101 |
| 10 |
3,617.00 |
3,500.00 |
117.00 |
3.3% |
38.25 |
1.1% |
76% |
False |
False |
88 |
| 20 |
3,617.00 |
3,476.00 |
141.00 |
3.9% |
40.75 |
1.1% |
80% |
False |
False |
72 |
| 40 |
3,701.00 |
3,404.00 |
297.00 |
8.3% |
50.00 |
1.4% |
62% |
False |
False |
63 |
| 60 |
3,722.75 |
3,404.00 |
318.75 |
8.9% |
41.25 |
1.2% |
58% |
False |
False |
45 |
| 80 |
3,722.75 |
3,404.00 |
318.75 |
8.9% |
33.25 |
0.9% |
58% |
False |
False |
35 |
| 100 |
3,722.75 |
3,404.00 |
318.75 |
8.9% |
27.00 |
0.8% |
58% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,726.25 |
|
2.618 |
3,680.50 |
|
1.618 |
3,652.50 |
|
1.000 |
3,635.25 |
|
0.618 |
3,624.50 |
|
HIGH |
3,607.25 |
|
0.618 |
3,596.50 |
|
0.500 |
3,593.25 |
|
0.382 |
3,590.00 |
|
LOW |
3,579.25 |
|
0.618 |
3,562.00 |
|
1.000 |
3,551.25 |
|
1.618 |
3,534.00 |
|
2.618 |
3,506.00 |
|
4.250 |
3,460.25 |
|
|