| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
10,036.0 |
9,951.0 |
-85.0 |
-0.8% |
10,107.5 |
| High |
10,051.0 |
10,075.0 |
24.0 |
0.2% |
10,153.0 |
| Low |
9,920.0 |
9,832.0 |
-88.0 |
-0.9% |
9,758.0 |
| Close |
9,969.0 |
9,851.0 |
-118.0 |
-1.2% |
9,866.5 |
| Range |
131.0 |
243.0 |
112.0 |
85.5% |
395.0 |
| ATR |
160.8 |
166.7 |
5.9 |
3.6% |
0.0 |
| Volume |
236 |
326 |
90 |
38.1% |
433 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,648.3 |
10,492.7 |
9,984.7 |
|
| R3 |
10,405.3 |
10,249.7 |
9,917.8 |
|
| R2 |
10,162.3 |
10,162.3 |
9,895.6 |
|
| R1 |
10,006.7 |
10,006.7 |
9,873.3 |
9,963.0 |
| PP |
9,919.3 |
9,919.3 |
9,919.3 |
9,897.5 |
| S1 |
9,763.7 |
9,763.7 |
9,828.7 |
9,720.0 |
| S2 |
9,676.3 |
9,676.3 |
9,806.5 |
|
| S3 |
9,433.3 |
9,520.7 |
9,784.2 |
|
| S4 |
9,190.3 |
9,277.7 |
9,717.4 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,110.8 |
10,883.7 |
10,083.8 |
|
| R3 |
10,715.8 |
10,488.7 |
9,975.1 |
|
| R2 |
10,320.8 |
10,320.8 |
9,938.9 |
|
| R1 |
10,093.7 |
10,093.7 |
9,902.7 |
10,009.8 |
| PP |
9,925.8 |
9,925.8 |
9,925.8 |
9,883.9 |
| S1 |
9,698.7 |
9,698.7 |
9,830.3 |
9,614.8 |
| S2 |
9,530.8 |
9,530.8 |
9,794.1 |
|
| S3 |
9,135.8 |
9,303.7 |
9,757.9 |
|
| S4 |
8,740.8 |
8,908.7 |
9,649.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,100.0 |
9,758.0 |
342.0 |
3.5% |
165.5 |
1.7% |
27% |
False |
False |
197 |
| 10 |
10,270.0 |
9,758.0 |
512.0 |
5.2% |
151.9 |
1.5% |
18% |
False |
False |
145 |
| 20 |
10,508.0 |
9,758.0 |
750.0 |
7.6% |
152.0 |
1.5% |
12% |
False |
False |
174 |
| 40 |
10,508.0 |
9,485.5 |
1,022.5 |
10.4% |
150.3 |
1.5% |
36% |
False |
False |
169 |
| 60 |
10,508.0 |
9,156.5 |
1,351.5 |
13.7% |
135.8 |
1.4% |
51% |
False |
False |
133 |
| 80 |
10,508.0 |
8,732.0 |
1,776.0 |
18.0% |
137.7 |
1.4% |
63% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,107.8 |
|
2.618 |
10,711.2 |
|
1.618 |
10,468.2 |
|
1.000 |
10,318.0 |
|
0.618 |
10,225.2 |
|
HIGH |
10,075.0 |
|
0.618 |
9,982.2 |
|
0.500 |
9,953.5 |
|
0.382 |
9,924.8 |
|
LOW |
9,832.0 |
|
0.618 |
9,681.8 |
|
1.000 |
9,589.0 |
|
1.618 |
9,438.8 |
|
2.618 |
9,195.8 |
|
4.250 |
8,799.3 |
|
|