Day Change Summary |
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Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
Open |
3,600.00 |
3,590.50 |
-9.50 |
-0.3% |
3,545.50 |
High |
3,616.50 |
3,628.50 |
12.00 |
0.3% |
3,617.00 |
Low |
3,579.00 |
3,586.50 |
7.50 |
0.2% |
3,532.75 |
Close |
3,589.75 |
3,626.50 |
36.75 |
1.0% |
3,576.00 |
Range |
37.50 |
42.00 |
4.50 |
12.0% |
84.25 |
ATR |
45.57 |
45.32 |
-0.26 |
-0.6% |
0.00 |
Volume |
246 |
507 |
261 |
106.1% |
591 |
|
Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,739.75 |
3,725.25 |
3,649.50 |
|
R3 |
3,697.75 |
3,683.25 |
3,638.00 |
|
R2 |
3,655.75 |
3,655.75 |
3,634.25 |
|
R1 |
3,641.25 |
3,641.25 |
3,630.25 |
3,648.50 |
PP |
3,613.75 |
3,613.75 |
3,613.75 |
3,617.50 |
S1 |
3,599.25 |
3,599.25 |
3,622.75 |
3,606.50 |
S2 |
3,571.75 |
3,571.75 |
3,618.75 |
|
S3 |
3,529.75 |
3,557.25 |
3,615.00 |
|
S4 |
3,487.75 |
3,515.25 |
3,603.50 |
|
|
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 |
3,628.50 |
3,532.75 |
95.75 |
2.6% |
47.00 |
1.3% |
98% |
True |
False |
272 |
10 |
3,628.50 |
3,509.00 |
119.50 |
3.3% |
42.00 |
1.2% |
98% |
True |
False |
187 |
20 |
3,628.50 |
3,476.00 |
152.50 |
4.2% |
44.50 |
1.2% |
99% |
True |
False |
134 |
40 |
3,661.50 |
3,404.00 |
257.50 |
7.1% |
49.00 |
1.4% |
86% |
False |
False |
92 |
60 |
3,722.75 |
3,404.00 |
318.75 |
8.8% |
44.50 |
1.2% |
70% |
False |
False |
67 |
80 |
3,722.75 |
3,404.00 |
318.75 |
8.8% |
35.75 |
1.0% |
70% |
False |
False |
52 |
100 |
3,722.75 |
3,404.00 |
318.75 |
8.8% |
29.50 |
0.8% |
70% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,807.00 |
2.618 |
3,738.50 |
1.618 |
3,696.50 |
1.000 |
3,670.50 |
0.618 |
3,654.50 |
HIGH |
3,628.50 |
0.618 |
3,612.50 |
0.500 |
3,607.50 |
0.382 |
3,602.50 |
LOW |
3,586.50 |
0.618 |
3,560.50 |
1.000 |
3,544.50 |
1.618 |
3,518.50 |
2.618 |
3,476.50 |
4.250 |
3,408.00 |
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