| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,523.50 |
3,545.50 |
22.00 |
0.6% |
3,552.00 |
| High |
3,541.00 |
3,603.75 |
62.75 |
1.8% |
3,592.00 |
| Low |
3,509.00 |
3,545.50 |
36.50 |
1.0% |
3,500.00 |
| Close |
3,541.00 |
3,601.00 |
60.00 |
1.7% |
3,541.00 |
| Range |
32.00 |
58.25 |
26.25 |
82.0% |
92.00 |
| ATR |
47.29 |
48.40 |
1.10 |
2.3% |
0.00 |
| Volume |
49 |
45 |
-4 |
-8.2% |
355 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,758.25 |
3,737.75 |
3,633.00 |
|
| R3 |
3,700.00 |
3,679.50 |
3,617.00 |
|
| R2 |
3,641.75 |
3,641.75 |
3,611.75 |
|
| R1 |
3,621.25 |
3,621.25 |
3,606.25 |
3,631.50 |
| PP |
3,583.50 |
3,583.50 |
3,583.50 |
3,588.50 |
| S1 |
3,563.00 |
3,563.00 |
3,595.75 |
3,573.25 |
| S2 |
3,525.25 |
3,525.25 |
3,590.25 |
|
| S3 |
3,467.00 |
3,504.75 |
3,585.00 |
|
| S4 |
3,408.75 |
3,446.50 |
3,569.00 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,820.25 |
3,772.75 |
3,591.50 |
|
| R3 |
3,728.25 |
3,680.75 |
3,566.25 |
|
| R2 |
3,636.25 |
3,636.25 |
3,557.75 |
|
| R1 |
3,588.75 |
3,588.75 |
3,549.50 |
3,566.50 |
| PP |
3,544.25 |
3,544.25 |
3,544.25 |
3,533.25 |
| S1 |
3,496.75 |
3,496.75 |
3,532.50 |
3,474.50 |
| S2 |
3,452.25 |
3,452.25 |
3,524.25 |
|
| S3 |
3,360.25 |
3,404.75 |
3,515.75 |
|
| S4 |
3,268.25 |
3,312.75 |
3,490.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,603.75 |
3,500.00 |
103.75 |
2.9% |
49.25 |
1.4% |
97% |
True |
False |
78 |
| 10 |
3,603.75 |
3,500.00 |
103.75 |
2.9% |
39.75 |
1.1% |
97% |
True |
False |
102 |
| 20 |
3,611.00 |
3,404.00 |
207.00 |
5.7% |
45.50 |
1.3% |
95% |
False |
False |
64 |
| 40 |
3,701.00 |
3,404.00 |
297.00 |
8.2% |
51.25 |
1.4% |
66% |
False |
False |
59 |
| 60 |
3,722.75 |
3,404.00 |
318.75 |
8.9% |
40.75 |
1.1% |
62% |
False |
False |
41 |
| 80 |
3,722.75 |
3,404.00 |
318.75 |
8.9% |
32.75 |
0.9% |
62% |
False |
False |
32 |
| 100 |
3,722.75 |
3,404.00 |
318.75 |
8.9% |
27.25 |
0.8% |
62% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,851.25 |
|
2.618 |
3,756.25 |
|
1.618 |
3,698.00 |
|
1.000 |
3,662.00 |
|
0.618 |
3,639.75 |
|
HIGH |
3,603.75 |
|
0.618 |
3,581.50 |
|
0.500 |
3,574.50 |
|
0.382 |
3,567.75 |
|
LOW |
3,545.50 |
|
0.618 |
3,509.50 |
|
1.000 |
3,487.25 |
|
1.618 |
3,451.25 |
|
2.618 |
3,393.00 |
|
4.250 |
3,298.00 |
|
|