| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2,094.25 |
2,082.25 |
-12.00 |
-0.6% |
2,091.75 |
| High |
2,098.75 |
2,086.00 |
-12.75 |
-0.6% |
2,099.25 |
| Low |
2,083.25 |
2,066.25 |
-17.00 |
-0.8% |
2,043.75 |
| Close |
2,083.25 |
2,080.25 |
-3.00 |
-0.1% |
2,094.00 |
| Range |
15.50 |
19.75 |
4.25 |
27.4% |
55.50 |
| ATR |
21.10 |
21.00 |
-0.10 |
-0.5% |
0.00 |
| Volume |
144 |
223 |
79 |
54.9% |
940 |
|
| Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,136.75 |
2,128.25 |
2,091.00 |
|
| R3 |
2,117.00 |
2,108.50 |
2,085.75 |
|
| R2 |
2,097.25 |
2,097.25 |
2,083.75 |
|
| R1 |
2,088.75 |
2,088.75 |
2,082.00 |
2,083.00 |
| PP |
2,077.50 |
2,077.50 |
2,077.50 |
2,074.75 |
| S1 |
2,069.00 |
2,069.00 |
2,078.50 |
2,063.50 |
| S2 |
2,057.75 |
2,057.75 |
2,076.75 |
|
| S3 |
2,038.00 |
2,049.25 |
2,074.75 |
|
| S4 |
2,018.25 |
2,029.50 |
2,069.50 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,245.50 |
2,225.25 |
2,124.50 |
|
| R3 |
2,190.00 |
2,169.75 |
2,109.25 |
|
| R2 |
2,134.50 |
2,134.50 |
2,104.25 |
|
| R1 |
2,114.25 |
2,114.25 |
2,099.00 |
2,124.50 |
| PP |
2,079.00 |
2,079.00 |
2,079.00 |
2,084.00 |
| S1 |
2,058.75 |
2,058.75 |
2,089.00 |
2,069.00 |
| S2 |
2,023.50 |
2,023.50 |
2,083.75 |
|
| S3 |
1,968.00 |
2,003.25 |
2,078.75 |
|
| S4 |
1,912.50 |
1,947.75 |
2,063.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,098.75 |
2,043.75 |
55.00 |
2.6% |
24.25 |
1.2% |
66% |
False |
False |
237 |
| 10 |
2,099.25 |
2,043.75 |
55.50 |
2.7% |
21.50 |
1.0% |
66% |
False |
False |
280 |
| 20 |
2,104.75 |
2,043.75 |
61.00 |
2.9% |
19.50 |
0.9% |
60% |
False |
False |
240 |
| 40 |
2,104.75 |
2,023.75 |
81.00 |
3.9% |
18.75 |
0.9% |
70% |
False |
False |
148 |
| 60 |
2,104.75 |
2,018.75 |
86.00 |
4.1% |
15.75 |
0.8% |
72% |
False |
False |
113 |
| 80 |
2,104.75 |
1,956.25 |
148.50 |
7.1% |
16.25 |
0.8% |
84% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,170.00 |
|
2.618 |
2,137.75 |
|
1.618 |
2,118.00 |
|
1.000 |
2,105.75 |
|
0.618 |
2,098.25 |
|
HIGH |
2,086.00 |
|
0.618 |
2,078.50 |
|
0.500 |
2,076.00 |
|
0.382 |
2,073.75 |
|
LOW |
2,066.25 |
|
0.618 |
2,054.00 |
|
1.000 |
2,046.50 |
|
1.618 |
2,034.25 |
|
2.618 |
2,014.50 |
|
4.250 |
1,982.25 |
|
|