| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,607.25 |
3,591.00 |
-16.25 |
-0.5% |
3,552.00 |
| High |
3,607.25 |
3,596.00 |
-11.25 |
-0.3% |
3,592.00 |
| Low |
3,579.25 |
3,532.75 |
-46.50 |
-1.3% |
3,500.00 |
| Close |
3,589.50 |
3,556.50 |
-33.00 |
-0.9% |
3,541.00 |
| Range |
28.00 |
63.25 |
35.25 |
125.9% |
92.00 |
| ATR |
44.86 |
46.17 |
1.31 |
2.9% |
0.00 |
| Volume |
55 |
70 |
15 |
27.3% |
355 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,751.50 |
3,717.25 |
3,591.25 |
|
| R3 |
3,688.25 |
3,654.00 |
3,574.00 |
|
| R2 |
3,625.00 |
3,625.00 |
3,568.00 |
|
| R1 |
3,590.75 |
3,590.75 |
3,562.25 |
3,576.25 |
| PP |
3,561.75 |
3,561.75 |
3,561.75 |
3,554.50 |
| S1 |
3,527.50 |
3,527.50 |
3,550.75 |
3,513.00 |
| S2 |
3,498.50 |
3,498.50 |
3,545.00 |
|
| S3 |
3,435.25 |
3,464.25 |
3,539.00 |
|
| S4 |
3,372.00 |
3,401.00 |
3,521.75 |
|
|
| 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 |
3,617.00 |
3,509.00 |
108.00 |
3.0% |
39.75 |
1.1% |
44% |
False |
False |
76 |
| 10 |
3,617.00 |
3,500.00 |
117.00 |
3.3% |
42.50 |
1.2% |
48% |
False |
False |
78 |
| 20 |
3,617.00 |
3,476.00 |
141.00 |
4.0% |
42.75 |
1.2% |
57% |
False |
False |
73 |
| 40 |
3,701.00 |
3,404.00 |
297.00 |
8.4% |
50.25 |
1.4% |
51% |
False |
False |
65 |
| 60 |
3,722.75 |
3,404.00 |
318.75 |
9.0% |
42.00 |
1.2% |
48% |
False |
False |
46 |
| 80 |
3,722.75 |
3,404.00 |
318.75 |
9.0% |
34.00 |
1.0% |
48% |
False |
False |
35 |
| 100 |
3,722.75 |
3,404.00 |
318.75 |
9.0% |
27.75 |
0.8% |
48% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,864.75 |
|
2.618 |
3,761.50 |
|
1.618 |
3,698.25 |
|
1.000 |
3,659.25 |
|
0.618 |
3,635.00 |
|
HIGH |
3,596.00 |
|
0.618 |
3,571.75 |
|
0.500 |
3,564.50 |
|
0.382 |
3,557.00 |
|
LOW |
3,532.75 |
|
0.618 |
3,493.75 |
|
1.000 |
3,469.50 |
|
1.618 |
3,430.50 |
|
2.618 |
3,367.25 |
|
4.250 |
3,264.00 |
|
|