| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2017 |
16-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,386.00 |
2,396.50 |
10.50 |
0.4% |
2,399.25 |
| High |
2,399.50 |
2,401.75 |
2.25 |
0.1% |
2,403.75 |
| Low |
2,385.50 |
2,391.50 |
6.00 |
0.3% |
2,376.50 |
| Close |
2,395.50 |
2,394.50 |
-1.00 |
0.0% |
2,386.00 |
| Range |
14.00 |
10.25 |
-3.75 |
-26.8% |
27.25 |
| ATR |
14.86 |
14.53 |
-0.33 |
-2.2% |
0.00 |
| Volume |
3,346 |
4,210 |
864 |
25.8% |
23,006 |
|
| Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,426.75 |
2,420.75 |
2,400.25 |
|
| R3 |
2,416.50 |
2,410.50 |
2,397.25 |
|
| R2 |
2,406.25 |
2,406.25 |
2,396.50 |
|
| R1 |
2,400.25 |
2,400.25 |
2,395.50 |
2,398.00 |
| PP |
2,396.00 |
2,396.00 |
2,396.00 |
2,394.75 |
| S1 |
2,390.00 |
2,390.00 |
2,393.50 |
2,388.00 |
| S2 |
2,385.75 |
2,385.75 |
2,392.50 |
|
| S3 |
2,375.50 |
2,379.75 |
2,391.75 |
|
| S4 |
2,365.25 |
2,369.50 |
2,388.75 |
|
|
| 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 |
2,401.75 |
2,376.50 |
25.25 |
1.1% |
11.25 |
0.5% |
71% |
True |
False |
4,580 |
| 10 |
2,403.75 |
2,373.50 |
30.25 |
1.3% |
12.75 |
0.5% |
69% |
False |
False |
4,360 |
| 20 |
2,403.75 |
2,328.50 |
75.25 |
3.1% |
14.00 |
0.6% |
88% |
False |
False |
3,759 |
| 40 |
2,403.75 |
2,314.75 |
89.00 |
3.7% |
17.25 |
0.7% |
90% |
False |
False |
2,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,445.25 |
|
2.618 |
2,428.50 |
|
1.618 |
2,418.25 |
|
1.000 |
2,412.00 |
|
0.618 |
2,408.00 |
|
HIGH |
2,401.75 |
|
0.618 |
2,397.75 |
|
0.500 |
2,396.50 |
|
0.382 |
2,395.50 |
|
LOW |
2,391.50 |
|
0.618 |
2,385.25 |
|
1.000 |
2,381.25 |
|
1.618 |
2,375.00 |
|
2.618 |
2,364.75 |
|
4.250 |
2,348.00 |
|
|