| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,645.50 |
3,673.50 |
28.00 |
0.8% |
3,600.25 |
| High |
3,665.00 |
3,708.00 |
43.00 |
1.2% |
3,665.00 |
| Low |
3,643.00 |
3,673.50 |
30.50 |
0.8% |
3,571.75 |
| Close |
3,661.75 |
3,708.00 |
46.25 |
1.3% |
3,661.75 |
| Range |
22.00 |
34.50 |
12.50 |
56.8% |
93.25 |
| ATR |
30.21 |
31.35 |
1.15 |
3.8% |
0.00 |
| Volume |
12 |
6 |
-6 |
-50.0% |
31 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,800.00 |
3,788.50 |
3,727.00 |
|
| R3 |
3,765.50 |
3,754.00 |
3,717.50 |
|
| R2 |
3,731.00 |
3,731.00 |
3,714.25 |
|
| R1 |
3,719.50 |
3,719.50 |
3,711.25 |
3,725.25 |
| PP |
3,696.50 |
3,696.50 |
3,696.50 |
3,699.50 |
| S1 |
3,685.00 |
3,685.00 |
3,704.75 |
3,690.75 |
| S2 |
3,662.00 |
3,662.00 |
3,701.75 |
|
| S3 |
3,627.50 |
3,650.50 |
3,698.50 |
|
| S4 |
3,593.00 |
3,616.00 |
3,689.00 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,912.50 |
3,880.50 |
3,713.00 |
|
| R3 |
3,819.25 |
3,787.25 |
3,687.50 |
|
| R2 |
3,726.00 |
3,726.00 |
3,678.75 |
|
| R1 |
3,694.00 |
3,694.00 |
3,670.25 |
3,710.00 |
| PP |
3,632.75 |
3,632.75 |
3,632.75 |
3,641.00 |
| S1 |
3,600.75 |
3,600.75 |
3,653.25 |
3,616.75 |
| S2 |
3,539.50 |
3,539.50 |
3,644.75 |
|
| S3 |
3,446.25 |
3,507.50 |
3,636.00 |
|
| S4 |
3,353.00 |
3,414.25 |
3,610.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,708.00 |
3,571.75 |
136.25 |
3.7% |
23.50 |
0.6% |
100% |
True |
False |
6 |
| 10 |
3,708.00 |
3,550.25 |
157.75 |
4.3% |
12.75 |
0.3% |
100% |
True |
False |
4 |
| 20 |
3,708.00 |
3,511.75 |
196.25 |
5.3% |
15.00 |
0.4% |
100% |
True |
False |
4 |
| 40 |
3,708.00 |
3,409.75 |
298.25 |
8.0% |
21.25 |
0.6% |
100% |
True |
False |
4 |
| 60 |
3,711.50 |
3,409.75 |
301.75 |
8.1% |
16.50 |
0.4% |
99% |
False |
False |
3 |
| 80 |
3,711.50 |
3,409.75 |
301.75 |
8.1% |
13.75 |
0.4% |
99% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,854.50 |
|
2.618 |
3,798.25 |
|
1.618 |
3,763.75 |
|
1.000 |
3,742.50 |
|
0.618 |
3,729.25 |
|
HIGH |
3,708.00 |
|
0.618 |
3,694.75 |
|
0.500 |
3,690.75 |
|
0.382 |
3,686.75 |
|
LOW |
3,673.50 |
|
0.618 |
3,652.25 |
|
1.000 |
3,639.00 |
|
1.618 |
3,617.75 |
|
2.618 |
3,583.25 |
|
4.250 |
3,527.00 |
|
|