| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,389.75 |
2,392.00 |
2.25 |
0.1% |
2,378.50 |
| High |
2,394.00 |
2,393.00 |
-1.00 |
0.0% |
2,396.75 |
| Low |
2,385.50 |
2,376.50 |
-9.00 |
-0.4% |
2,373.50 |
| Close |
2,392.75 |
2,388.50 |
-4.25 |
-0.2% |
2,395.25 |
| Range |
8.50 |
16.50 |
8.00 |
94.1% |
23.25 |
| ATR |
15.48 |
15.55 |
0.07 |
0.5% |
0.00 |
| Volume |
7,923 |
3,429 |
-4,494 |
-56.7% |
17,585 |
|
| Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,435.50 |
2,428.50 |
2,397.50 |
|
| R3 |
2,419.00 |
2,412.00 |
2,393.00 |
|
| R2 |
2,402.50 |
2,402.50 |
2,391.50 |
|
| R1 |
2,395.50 |
2,395.50 |
2,390.00 |
2,390.75 |
| PP |
2,386.00 |
2,386.00 |
2,386.00 |
2,383.50 |
| S1 |
2,379.00 |
2,379.00 |
2,387.00 |
2,374.25 |
| S2 |
2,369.50 |
2,369.50 |
2,385.50 |
|
| S3 |
2,353.00 |
2,362.50 |
2,384.00 |
|
| S4 |
2,336.50 |
2,346.00 |
2,379.50 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,458.25 |
2,450.00 |
2,408.00 |
|
| R3 |
2,435.00 |
2,426.75 |
2,401.75 |
|
| R2 |
2,411.75 |
2,411.75 |
2,399.50 |
|
| R1 |
2,403.50 |
2,403.50 |
2,397.50 |
2,407.50 |
| PP |
2,388.50 |
2,388.50 |
2,388.50 |
2,390.50 |
| S1 |
2,380.25 |
2,380.25 |
2,393.00 |
2,384.50 |
| S2 |
2,365.25 |
2,365.25 |
2,391.00 |
|
| S3 |
2,342.00 |
2,357.00 |
2,388.75 |
|
| S4 |
2,318.75 |
2,333.75 |
2,382.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,403.75 |
2,376.50 |
27.25 |
1.1% |
14.50 |
0.6% |
44% |
False |
True |
4,661 |
| 10 |
2,403.75 |
2,373.50 |
30.25 |
1.3% |
12.75 |
0.5% |
50% |
False |
False |
4,050 |
| 20 |
2,403.75 |
2,320.00 |
83.75 |
3.5% |
15.50 |
0.6% |
82% |
False |
False |
3,511 |
| 40 |
2,403.75 |
2,314.75 |
89.00 |
3.7% |
17.25 |
0.7% |
83% |
False |
False |
2,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,463.00 |
|
2.618 |
2,436.25 |
|
1.618 |
2,419.75 |
|
1.000 |
2,409.50 |
|
0.618 |
2,403.25 |
|
HIGH |
2,393.00 |
|
0.618 |
2,386.75 |
|
0.500 |
2,384.75 |
|
0.382 |
2,382.75 |
|
LOW |
2,376.50 |
|
0.618 |
2,366.25 |
|
1.000 |
2,360.00 |
|
1.618 |
2,349.75 |
|
2.618 |
2,333.25 |
|
4.250 |
2,306.50 |
|
|