| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,582.75 |
3,600.00 |
17.25 |
0.5% |
3,545.50 |
| High |
3,610.00 |
3,616.50 |
6.50 |
0.2% |
3,617.00 |
| Low |
3,558.75 |
3,579.00 |
20.25 |
0.6% |
3,532.75 |
| Close |
3,606.50 |
3,589.75 |
-16.75 |
-0.5% |
3,576.00 |
| Range |
51.25 |
37.50 |
-13.75 |
-26.8% |
84.25 |
| ATR |
46.19 |
45.57 |
-0.62 |
-1.3% |
0.00 |
| Volume |
284 |
246 |
-38 |
-13.4% |
591 |
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,707.50 |
3,686.25 |
3,610.50 |
|
| R3 |
3,670.00 |
3,648.75 |
3,600.00 |
|
| R2 |
3,632.50 |
3,632.50 |
3,596.50 |
|
| R1 |
3,611.25 |
3,611.25 |
3,593.25 |
3,603.00 |
| PP |
3,595.00 |
3,595.00 |
3,595.00 |
3,591.00 |
| S1 |
3,573.75 |
3,573.75 |
3,586.25 |
3,565.50 |
| S2 |
3,557.50 |
3,557.50 |
3,583.00 |
|
| S3 |
3,520.00 |
3,536.25 |
3,579.50 |
|
| S4 |
3,482.50 |
3,498.75 |
3,569.00 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,828.00 |
3,786.25 |
3,622.25 |
|
| R3 |
3,743.75 |
3,702.00 |
3,599.25 |
|
| R2 |
3,659.50 |
3,659.50 |
3,591.50 |
|
| R1 |
3,617.75 |
3,617.75 |
3,583.75 |
3,638.50 |
| PP |
3,575.25 |
3,575.25 |
3,575.25 |
3,585.75 |
| S1 |
3,533.50 |
3,533.50 |
3,568.25 |
3,554.50 |
| S2 |
3,491.00 |
3,491.00 |
3,560.50 |
|
| S3 |
3,406.75 |
3,449.25 |
3,552.75 |
|
| S4 |
3,322.50 |
3,365.00 |
3,529.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,616.50 |
3,532.75 |
83.75 |
2.3% |
44.25 |
1.2% |
68% |
True |
False |
182 |
| 10 |
3,617.00 |
3,500.00 |
117.00 |
3.3% |
43.25 |
1.2% |
77% |
False |
False |
143 |
| 20 |
3,617.00 |
3,476.00 |
141.00 |
3.9% |
44.00 |
1.2% |
81% |
False |
False |
110 |
| 40 |
3,661.50 |
3,404.00 |
257.50 |
7.2% |
49.50 |
1.4% |
72% |
False |
False |
82 |
| 60 |
3,722.75 |
3,404.00 |
318.75 |
8.9% |
44.00 |
1.2% |
58% |
False |
False |
59 |
| 80 |
3,722.75 |
3,404.00 |
318.75 |
8.9% |
35.25 |
1.0% |
58% |
False |
False |
45 |
| 100 |
3,722.75 |
3,404.00 |
318.75 |
8.9% |
29.00 |
0.8% |
58% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,776.00 |
|
2.618 |
3,714.75 |
|
1.618 |
3,677.25 |
|
1.000 |
3,654.00 |
|
0.618 |
3,639.75 |
|
HIGH |
3,616.50 |
|
0.618 |
3,602.25 |
|
0.500 |
3,597.75 |
|
0.382 |
3,593.25 |
|
LOW |
3,579.00 |
|
0.618 |
3,555.75 |
|
1.000 |
3,541.50 |
|
1.618 |
3,518.25 |
|
2.618 |
3,480.75 |
|
4.250 |
3,419.50 |
|
|