| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2017 |
16-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,393.94 |
2,404.55 |
10.61 |
0.4% |
2,399.94 |
| High |
2,404.05 |
2,405.77 |
1.72 |
0.1% |
2,403.87 |
| Low |
2,393.94 |
2,396.10 |
2.16 |
0.1% |
2,381.74 |
| Close |
2,402.32 |
2,400.67 |
-1.65 |
-0.1% |
2,390.90 |
| Range |
10.11 |
9.67 |
-0.44 |
-4.4% |
22.13 |
| ATR |
13.01 |
12.77 |
-0.24 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,429.86 |
2,424.93 |
2,405.99 |
|
| R3 |
2,420.19 |
2,415.26 |
2,403.33 |
|
| R2 |
2,410.52 |
2,410.52 |
2,402.44 |
|
| R1 |
2,405.59 |
2,405.59 |
2,401.56 |
2,403.22 |
| PP |
2,400.85 |
2,400.85 |
2,400.85 |
2,399.66 |
| S1 |
2,395.92 |
2,395.92 |
2,399.78 |
2,393.55 |
| S2 |
2,391.18 |
2,391.18 |
2,398.90 |
|
| S3 |
2,381.51 |
2,386.25 |
2,398.01 |
|
| S4 |
2,371.84 |
2,376.58 |
2,395.35 |
|
|
| 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 |
2,405.77 |
2,381.74 |
24.03 |
1.0% |
9.19 |
0.4% |
79% |
True |
False |
|
| 10 |
2,405.77 |
2,379.75 |
26.02 |
1.1% |
9.59 |
0.4% |
80% |
True |
False |
|
| 20 |
2,405.77 |
2,335.05 |
70.72 |
2.9% |
10.67 |
0.4% |
93% |
True |
False |
|
| 40 |
2,405.77 |
2,322.25 |
83.52 |
3.5% |
14.14 |
0.6% |
94% |
True |
False |
|
| 60 |
2,405.77 |
2,322.25 |
83.52 |
3.5% |
13.35 |
0.6% |
94% |
True |
False |
|
| 80 |
2,405.77 |
2,257.02 |
148.75 |
6.2% |
13.05 |
0.5% |
97% |
True |
False |
|
| 100 |
2,405.77 |
2,233.62 |
172.15 |
7.2% |
12.87 |
0.5% |
97% |
True |
False |
|
| 120 |
2,405.77 |
2,187.44 |
218.33 |
9.1% |
12.97 |
0.5% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,446.87 |
|
2.618 |
2,431.09 |
|
1.618 |
2,421.42 |
|
1.000 |
2,415.44 |
|
0.618 |
2,411.75 |
|
HIGH |
2,405.77 |
|
0.618 |
2,402.08 |
|
0.500 |
2,400.94 |
|
0.382 |
2,399.79 |
|
LOW |
2,396.10 |
|
0.618 |
2,390.12 |
|
1.000 |
2,386.43 |
|
1.618 |
2,380.45 |
|
2.618 |
2,370.78 |
|
4.250 |
2,355.00 |
|
|