| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,394.84 |
2,392.44 |
-2.40 |
-0.1% |
2,399.94 |
| High |
2,395.72 |
2,392.44 |
-3.28 |
-0.1% |
2,403.87 |
| Low |
2,381.74 |
2,387.19 |
5.45 |
0.2% |
2,381.74 |
| Close |
2,394.44 |
2,390.90 |
-3.54 |
-0.1% |
2,390.90 |
| Range |
13.98 |
5.25 |
-8.73 |
-62.4% |
22.13 |
| ATR |
13.44 |
13.00 |
-0.44 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,405.93 |
2,403.66 |
2,393.79 |
|
| R3 |
2,400.68 |
2,398.41 |
2,392.34 |
|
| R2 |
2,395.43 |
2,395.43 |
2,391.86 |
|
| R1 |
2,393.16 |
2,393.16 |
2,391.38 |
2,391.67 |
| PP |
2,390.18 |
2,390.18 |
2,390.18 |
2,389.43 |
| S1 |
2,387.91 |
2,387.91 |
2,390.42 |
2,386.42 |
| S2 |
2,384.93 |
2,384.93 |
2,389.94 |
|
| S3 |
2,379.68 |
2,382.66 |
2,389.46 |
|
| S4 |
2,374.43 |
2,377.41 |
2,388.01 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,458.56 |
2,446.86 |
2,403.07 |
|
| R3 |
2,436.43 |
2,424.73 |
2,396.99 |
|
| R2 |
2,414.30 |
2,414.30 |
2,394.96 |
|
| R1 |
2,402.60 |
2,402.60 |
2,392.93 |
2,397.39 |
| PP |
2,392.17 |
2,392.17 |
2,392.17 |
2,389.56 |
| S1 |
2,380.47 |
2,380.47 |
2,388.87 |
2,375.26 |
| S2 |
2,370.04 |
2,370.04 |
2,386.84 |
|
| S3 |
2,347.91 |
2,358.34 |
2,384.81 |
|
| S4 |
2,325.78 |
2,336.21 |
2,378.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,403.87 |
2,381.74 |
22.13 |
0.9% |
9.01 |
0.4% |
41% |
False |
False |
|
| 10 |
2,403.87 |
2,379.75 |
24.12 |
1.0% |
9.29 |
0.4% |
46% |
False |
False |
|
| 20 |
2,403.87 |
2,332.51 |
71.36 |
3.0% |
11.20 |
0.5% |
82% |
False |
False |
|
| 40 |
2,403.87 |
2,322.25 |
81.62 |
3.4% |
14.09 |
0.6% |
84% |
False |
False |
|
| 60 |
2,403.87 |
2,322.25 |
81.62 |
3.4% |
13.42 |
0.6% |
84% |
False |
False |
|
| 80 |
2,403.87 |
2,257.02 |
146.85 |
6.1% |
13.15 |
0.6% |
91% |
False |
False |
|
| 100 |
2,403.87 |
2,233.62 |
170.25 |
7.1% |
12.82 |
0.5% |
92% |
False |
False |
|
| 120 |
2,403.87 |
2,180.38 |
223.49 |
9.3% |
12.98 |
0.5% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,414.75 |
|
2.618 |
2,406.18 |
|
1.618 |
2,400.93 |
|
1.000 |
2,397.69 |
|
0.618 |
2,395.68 |
|
HIGH |
2,392.44 |
|
0.618 |
2,390.43 |
|
0.500 |
2,389.82 |
|
0.382 |
2,389.20 |
|
LOW |
2,387.19 |
|
0.618 |
2,383.95 |
|
1.000 |
2,381.94 |
|
1.618 |
2,378.70 |
|
2.618 |
2,373.45 |
|
4.250 |
2,364.88 |
|
|