| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,612.50 |
3,623.50 |
11.00 |
0.3% |
3,588.00 |
| High |
3,620.25 |
3,641.50 |
21.25 |
0.6% |
3,595.75 |
| Low |
3,612.50 |
3,619.00 |
6.50 |
0.2% |
3,550.25 |
| Close |
3,620.25 |
3,634.75 |
14.50 |
0.4% |
3,569.75 |
| Range |
7.75 |
22.50 |
14.75 |
190.3% |
45.50 |
| ATR |
30.79 |
30.20 |
-0.59 |
-1.9% |
0.00 |
| Volume |
7 |
6 |
-1 |
-14.3% |
10 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,699.25 |
3,689.50 |
3,647.00 |
|
| R3 |
3,676.75 |
3,667.00 |
3,641.00 |
|
| R2 |
3,654.25 |
3,654.25 |
3,639.00 |
|
| R1 |
3,644.50 |
3,644.50 |
3,636.75 |
3,649.50 |
| PP |
3,631.75 |
3,631.75 |
3,631.75 |
3,634.25 |
| S1 |
3,622.00 |
3,622.00 |
3,632.75 |
3,627.00 |
| S2 |
3,609.25 |
3,609.25 |
3,630.50 |
|
| S3 |
3,586.75 |
3,599.50 |
3,628.50 |
|
| S4 |
3,564.25 |
3,577.00 |
3,622.50 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,708.50 |
3,684.50 |
3,594.75 |
|
| R3 |
3,663.00 |
3,639.00 |
3,582.25 |
|
| R2 |
3,617.50 |
3,617.50 |
3,578.00 |
|
| R1 |
3,593.50 |
3,593.50 |
3,574.00 |
3,582.75 |
| PP |
3,572.00 |
3,572.00 |
3,572.00 |
3,566.50 |
| S1 |
3,548.00 |
3,548.00 |
3,565.50 |
3,537.25 |
| S2 |
3,526.50 |
3,526.50 |
3,561.50 |
|
| S3 |
3,481.00 |
3,502.50 |
3,557.25 |
|
| S4 |
3,435.50 |
3,457.00 |
3,544.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,641.50 |
3,569.75 |
71.75 |
2.0% |
12.25 |
0.3% |
91% |
True |
False |
4 |
| 10 |
3,641.50 |
3,511.75 |
129.75 |
3.6% |
10.00 |
0.3% |
95% |
True |
False |
3 |
| 20 |
3,641.50 |
3,488.75 |
152.75 |
4.2% |
16.25 |
0.4% |
96% |
True |
False |
3 |
| 40 |
3,648.75 |
3,409.75 |
239.00 |
6.6% |
21.25 |
0.6% |
94% |
False |
False |
3 |
| 60 |
3,711.50 |
3,409.75 |
301.75 |
8.3% |
15.50 |
0.4% |
75% |
False |
False |
3 |
| 80 |
3,711.50 |
3,409.75 |
301.75 |
8.3% |
13.50 |
0.4% |
75% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,737.00 |
|
2.618 |
3,700.50 |
|
1.618 |
3,678.00 |
|
1.000 |
3,664.00 |
|
0.618 |
3,655.50 |
|
HIGH |
3,641.50 |
|
0.618 |
3,633.00 |
|
0.500 |
3,630.25 |
|
0.382 |
3,627.50 |
|
LOW |
3,619.00 |
|
0.618 |
3,605.00 |
|
1.000 |
3,596.50 |
|
1.618 |
3,582.50 |
|
2.618 |
3,560.00 |
|
4.250 |
3,523.50 |
|
|