| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,388.00 |
2,386.00 |
-2.00 |
-0.1% |
2,399.25 |
| High |
2,388.75 |
2,399.50 |
10.75 |
0.5% |
2,403.75 |
| Low |
2,382.00 |
2,385.50 |
3.50 |
0.1% |
2,376.50 |
| Close |
2,386.00 |
2,395.50 |
9.50 |
0.4% |
2,386.00 |
| Range |
6.75 |
14.00 |
7.25 |
107.4% |
27.25 |
| ATR |
14.93 |
14.86 |
-0.07 |
-0.4% |
0.00 |
| Volume |
3,994 |
3,346 |
-648 |
-16.2% |
23,006 |
|
| Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,435.50 |
2,429.50 |
2,403.25 |
|
| R3 |
2,421.50 |
2,415.50 |
2,399.25 |
|
| R2 |
2,407.50 |
2,407.50 |
2,398.00 |
|
| R1 |
2,401.50 |
2,401.50 |
2,396.75 |
2,404.50 |
| PP |
2,393.50 |
2,393.50 |
2,393.50 |
2,395.00 |
| S1 |
2,387.50 |
2,387.50 |
2,394.25 |
2,390.50 |
| S2 |
2,379.50 |
2,379.50 |
2,393.00 |
|
| S3 |
2,365.50 |
2,373.50 |
2,391.75 |
|
| S4 |
2,351.50 |
2,359.50 |
2,387.75 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,470.50 |
2,455.50 |
2,401.00 |
|
| R3 |
2,443.25 |
2,428.25 |
2,393.50 |
|
| R2 |
2,416.00 |
2,416.00 |
2,391.00 |
|
| R1 |
2,401.00 |
2,401.00 |
2,388.50 |
2,395.00 |
| PP |
2,388.75 |
2,388.75 |
2,388.75 |
2,385.75 |
| S1 |
2,373.75 |
2,373.75 |
2,383.50 |
2,367.50 |
| S2 |
2,361.50 |
2,361.50 |
2,381.00 |
|
| S3 |
2,334.25 |
2,346.50 |
2,378.50 |
|
| S4 |
2,307.00 |
2,319.25 |
2,371.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,399.50 |
2,376.50 |
23.00 |
1.0% |
11.50 |
0.5% |
83% |
True |
False |
4,740 |
| 10 |
2,403.75 |
2,373.50 |
30.25 |
1.3% |
12.50 |
0.5% |
73% |
False |
False |
4,196 |
| 20 |
2,403.75 |
2,327.75 |
76.00 |
3.2% |
14.25 |
0.6% |
89% |
False |
False |
3,676 |
| 40 |
2,403.75 |
2,314.75 |
89.00 |
3.7% |
17.25 |
0.7% |
91% |
False |
False |
2,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,459.00 |
|
2.618 |
2,436.25 |
|
1.618 |
2,422.25 |
|
1.000 |
2,413.50 |
|
0.618 |
2,408.25 |
|
HIGH |
2,399.50 |
|
0.618 |
2,394.25 |
|
0.500 |
2,392.50 |
|
0.382 |
2,390.75 |
|
LOW |
2,385.50 |
|
0.618 |
2,376.75 |
|
1.000 |
2,371.50 |
|
1.618 |
2,362.75 |
|
2.618 |
2,348.75 |
|
4.250 |
2,326.00 |
|
|