| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,920.0 |
2,867.0 |
-53.0 |
-1.8% |
2,920.0 |
| High |
2,933.0 |
2,906.0 |
-27.0 |
-0.9% |
2,933.0 |
| Low |
2,876.0 |
2,867.0 |
-9.0 |
-0.3% |
2,876.0 |
| Close |
2,881.0 |
2,906.0 |
25.0 |
0.9% |
2,899.0 |
| Range |
57.0 |
39.0 |
-18.0 |
-31.6% |
57.0 |
| ATR |
30.2 |
30.8 |
0.6 |
2.1% |
0.0 |
| Volume |
11,538 |
15,016 |
3,478 |
30.1% |
32,509 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,010.0 |
2,997.0 |
2,927.5 |
|
| R3 |
2,971.0 |
2,958.0 |
2,916.7 |
|
| R2 |
2,932.0 |
2,932.0 |
2,913.2 |
|
| R1 |
2,919.0 |
2,919.0 |
2,909.6 |
2,925.5 |
| PP |
2,893.0 |
2,893.0 |
2,893.0 |
2,896.3 |
| S1 |
2,880.0 |
2,880.0 |
2,902.4 |
2,886.5 |
| S2 |
2,854.0 |
2,854.0 |
2,898.9 |
|
| S3 |
2,815.0 |
2,841.0 |
2,895.3 |
|
| S4 |
2,776.0 |
2,802.0 |
2,884.6 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,073.7 |
3,043.3 |
2,930.4 |
|
| R3 |
3,016.7 |
2,986.3 |
2,914.7 |
|
| R2 |
2,959.7 |
2,959.7 |
2,909.5 |
|
| R1 |
2,929.3 |
2,929.3 |
2,904.2 |
2,916.0 |
| PP |
2,902.7 |
2,902.7 |
2,902.7 |
2,896.0 |
| S1 |
2,872.3 |
2,872.3 |
2,893.8 |
2,859.0 |
| S2 |
2,845.7 |
2,845.7 |
2,888.6 |
|
| S3 |
2,788.7 |
2,815.3 |
2,883.3 |
|
| S4 |
2,731.7 |
2,758.3 |
2,867.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,933.0 |
2,867.0 |
66.0 |
2.3% |
23.8 |
0.8% |
59% |
False |
True |
10,398 |
| 10 |
2,933.0 |
2,865.0 |
68.0 |
2.3% |
18.3 |
0.6% |
60% |
False |
False |
8,603 |
| 20 |
3,064.0 |
2,860.0 |
204.0 |
7.0% |
12.8 |
0.4% |
23% |
False |
False |
4,879 |
| 40 |
3,064.0 |
2,758.0 |
306.0 |
10.5% |
9.6 |
0.3% |
48% |
False |
False |
2,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,071.8 |
|
2.618 |
3,008.1 |
|
1.618 |
2,969.1 |
|
1.000 |
2,945.0 |
|
0.618 |
2,930.1 |
|
HIGH |
2,906.0 |
|
0.618 |
2,891.1 |
|
0.500 |
2,886.5 |
|
0.382 |
2,881.9 |
|
LOW |
2,867.0 |
|
0.618 |
2,842.9 |
|
1.000 |
2,828.0 |
|
1.618 |
2,803.9 |
|
2.618 |
2,764.9 |
|
4.250 |
2,701.3 |
|
|