| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2017 |
17-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,404.55 |
2,382.95 |
-21.60 |
-0.9% |
2,399.94 |
| High |
2,405.77 |
2,384.87 |
-20.90 |
-0.9% |
2,403.87 |
| Low |
2,396.10 |
2,356.71 |
-39.39 |
-1.6% |
2,381.74 |
| Close |
2,400.67 |
2,357.03 |
-43.64 |
-1.8% |
2,390.90 |
| Range |
9.67 |
28.16 |
18.49 |
191.2% |
22.13 |
| ATR |
12.77 |
15.00 |
2.23 |
17.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,450.68 |
2,432.02 |
2,372.52 |
|
| R3 |
2,422.52 |
2,403.86 |
2,364.77 |
|
| R2 |
2,394.36 |
2,394.36 |
2,362.19 |
|
| R1 |
2,375.70 |
2,375.70 |
2,359.61 |
2,370.95 |
| PP |
2,366.20 |
2,366.20 |
2,366.20 |
2,363.83 |
| S1 |
2,347.54 |
2,347.54 |
2,354.45 |
2,342.79 |
| S2 |
2,338.04 |
2,338.04 |
2,351.87 |
|
| S3 |
2,309.88 |
2,319.38 |
2,349.29 |
|
| S4 |
2,281.72 |
2,291.22 |
2,341.54 |
|
|
| 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 |
2,356.71 |
49.06 |
2.1% |
13.43 |
0.6% |
1% |
False |
True |
|
| 10 |
2,405.77 |
2,356.71 |
49.06 |
2.1% |
11.40 |
0.5% |
1% |
False |
True |
|
| 20 |
2,405.77 |
2,340.91 |
64.86 |
2.8% |
11.21 |
0.5% |
25% |
False |
False |
|
| 40 |
2,405.77 |
2,322.25 |
83.52 |
3.5% |
13.84 |
0.6% |
42% |
False |
False |
|
| 60 |
2,405.77 |
2,322.25 |
83.52 |
3.5% |
13.62 |
0.6% |
42% |
False |
False |
|
| 80 |
2,405.77 |
2,266.68 |
139.09 |
5.9% |
13.22 |
0.6% |
65% |
False |
False |
|
| 100 |
2,405.77 |
2,233.62 |
172.15 |
7.3% |
13.09 |
0.6% |
72% |
False |
False |
|
| 120 |
2,405.77 |
2,187.44 |
218.33 |
9.3% |
13.12 |
0.6% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,504.55 |
|
2.618 |
2,458.59 |
|
1.618 |
2,430.43 |
|
1.000 |
2,413.03 |
|
0.618 |
2,402.27 |
|
HIGH |
2,384.87 |
|
0.618 |
2,374.11 |
|
0.500 |
2,370.79 |
|
0.382 |
2,367.47 |
|
LOW |
2,356.71 |
|
0.618 |
2,339.31 |
|
1.000 |
2,328.55 |
|
1.618 |
2,311.15 |
|
2.618 |
2,282.99 |
|
4.250 |
2,237.03 |
|
|