| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,673.50 |
3,714.00 |
40.50 |
1.1% |
3,600.25 |
| High |
3,708.00 |
3,714.00 |
6.00 |
0.2% |
3,665.00 |
| Low |
3,673.50 |
3,696.75 |
23.25 |
0.6% |
3,571.75 |
| Close |
3,708.00 |
3,702.75 |
-5.25 |
-0.1% |
3,661.75 |
| Range |
34.50 |
17.25 |
-17.25 |
-50.0% |
93.25 |
| ATR |
31.35 |
30.34 |
-1.01 |
-3.2% |
0.00 |
| Volume |
6 |
8 |
2 |
33.3% |
31 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,756.25 |
3,746.75 |
3,712.25 |
|
| R3 |
3,739.00 |
3,729.50 |
3,707.50 |
|
| R2 |
3,721.75 |
3,721.75 |
3,706.00 |
|
| R1 |
3,712.25 |
3,712.25 |
3,704.25 |
3,708.50 |
| PP |
3,704.50 |
3,704.50 |
3,704.50 |
3,702.50 |
| S1 |
3,695.00 |
3,695.00 |
3,701.25 |
3,691.00 |
| S2 |
3,687.25 |
3,687.25 |
3,699.50 |
|
| S3 |
3,670.00 |
3,677.75 |
3,698.00 |
|
| S4 |
3,652.75 |
3,660.50 |
3,693.25 |
|
|
| 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 |
3,714.00 |
3,612.50 |
101.50 |
2.7% |
20.75 |
0.6% |
89% |
True |
False |
7 |
| 10 |
3,714.00 |
3,550.25 |
163.75 |
4.4% |
14.50 |
0.4% |
93% |
True |
False |
5 |
| 20 |
3,714.00 |
3,511.75 |
202.25 |
5.5% |
16.00 |
0.4% |
94% |
True |
False |
4 |
| 40 |
3,714.00 |
3,409.75 |
304.25 |
8.2% |
21.50 |
0.6% |
96% |
True |
False |
4 |
| 60 |
3,714.00 |
3,409.75 |
304.25 |
8.2% |
16.75 |
0.5% |
96% |
True |
False |
3 |
| 80 |
3,714.00 |
3,409.75 |
304.25 |
8.2% |
14.00 |
0.4% |
96% |
True |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,787.25 |
|
2.618 |
3,759.25 |
|
1.618 |
3,742.00 |
|
1.000 |
3,731.25 |
|
0.618 |
3,724.75 |
|
HIGH |
3,714.00 |
|
0.618 |
3,707.50 |
|
0.500 |
3,705.50 |
|
0.382 |
3,703.25 |
|
LOW |
3,696.75 |
|
0.618 |
3,686.00 |
|
1.000 |
3,679.50 |
|
1.618 |
3,668.75 |
|
2.618 |
3,651.50 |
|
4.250 |
3,623.50 |
|
|