| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
| Open |
11,654.0 |
11,539.0 |
-115.0 |
-1.0% |
11,544.5 |
| High |
11,655.5 |
11,610.0 |
-45.5 |
-0.4% |
11,765.0 |
| Low |
11,399.5 |
11,313.5 |
-86.0 |
-0.8% |
11,183.5 |
| Close |
11,485.5 |
11,351.0 |
-134.5 |
-1.2% |
11,703.0 |
| Range |
256.0 |
296.5 |
40.5 |
15.8% |
581.5 |
| ATR |
242.0 |
245.9 |
3.9 |
1.6% |
0.0 |
| Volume |
1,205 |
596 |
-609 |
-50.5% |
1,810 |
|
| Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,314.3 |
12,129.2 |
11,514.1 |
|
| R3 |
12,017.8 |
11,832.7 |
11,432.5 |
|
| R2 |
11,721.3 |
11,721.3 |
11,405.4 |
|
| R1 |
11,536.2 |
11,536.2 |
11,378.2 |
11,480.5 |
| PP |
11,424.8 |
11,424.8 |
11,424.8 |
11,397.0 |
| S1 |
11,239.7 |
11,239.7 |
11,323.8 |
11,184.0 |
| S2 |
11,128.3 |
11,128.3 |
11,296.6 |
|
| S3 |
10,831.8 |
10,943.2 |
11,269.5 |
|
| S4 |
10,535.3 |
10,646.7 |
11,187.9 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,295.0 |
13,080.5 |
12,022.8 |
|
| R3 |
12,713.5 |
12,499.0 |
11,862.9 |
|
| R2 |
12,132.0 |
12,132.0 |
11,809.6 |
|
| R1 |
11,917.5 |
11,917.5 |
11,756.3 |
12,024.8 |
| PP |
11,550.5 |
11,550.5 |
11,550.5 |
11,604.1 |
| S1 |
11,336.0 |
11,336.0 |
11,649.7 |
11,443.3 |
| S2 |
10,969.0 |
10,969.0 |
11,596.4 |
|
| S3 |
10,387.5 |
10,754.5 |
11,543.1 |
|
| S4 |
9,806.0 |
10,173.0 |
11,383.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,745.5 |
11,183.5 |
562.0 |
5.0% |
248.5 |
2.2% |
30% |
False |
False |
578 |
| 10 |
11,912.0 |
11,183.5 |
728.5 |
6.4% |
284.4 |
2.5% |
23% |
False |
False |
528 |
| 20 |
12,353.0 |
11,183.5 |
1,169.5 |
10.3% |
259.5 |
2.3% |
14% |
False |
False |
619 |
| 40 |
12,428.5 |
11,183.5 |
1,245.0 |
11.0% |
220.1 |
1.9% |
13% |
False |
False |
475 |
| 60 |
12,428.5 |
10,795.0 |
1,633.5 |
14.4% |
179.8 |
1.6% |
34% |
False |
False |
335 |
| 80 |
12,428.5 |
10,175.0 |
2,253.5 |
19.9% |
158.1 |
1.4% |
52% |
False |
False |
256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,870.1 |
|
2.618 |
12,386.2 |
|
1.618 |
12,089.7 |
|
1.000 |
11,906.5 |
|
0.618 |
11,793.2 |
|
HIGH |
11,610.0 |
|
0.618 |
11,496.7 |
|
0.500 |
11,461.8 |
|
0.382 |
11,426.8 |
|
LOW |
11,313.5 |
|
0.618 |
11,130.3 |
|
1.000 |
11,017.0 |
|
1.618 |
10,833.8 |
|
2.618 |
10,537.3 |
|
4.250 |
10,053.4 |
|
|