| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,590.50 |
3,625.00 |
34.50 |
1.0% |
3,545.50 |
| High |
3,628.50 |
3,652.00 |
23.50 |
0.6% |
3,617.00 |
| Low |
3,586.50 |
3,625.00 |
38.50 |
1.1% |
3,532.75 |
| Close |
3,626.50 |
3,641.00 |
14.50 |
0.4% |
3,576.00 |
| Range |
42.00 |
27.00 |
-15.00 |
-35.7% |
84.25 |
| ATR |
45.32 |
44.01 |
-1.31 |
-2.9% |
0.00 |
| Volume |
507 |
3,337 |
2,830 |
558.2% |
591 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,720.25 |
3,707.75 |
3,655.75 |
|
| R3 |
3,693.25 |
3,680.75 |
3,648.50 |
|
| R2 |
3,666.25 |
3,666.25 |
3,646.00 |
|
| R1 |
3,653.75 |
3,653.75 |
3,643.50 |
3,660.00 |
| PP |
3,639.25 |
3,639.25 |
3,639.25 |
3,642.50 |
| S1 |
3,626.75 |
3,626.75 |
3,638.50 |
3,633.00 |
| S2 |
3,612.25 |
3,612.25 |
3,636.00 |
|
| S3 |
3,585.25 |
3,599.75 |
3,633.50 |
|
| S4 |
3,558.25 |
3,572.75 |
3,626.25 |
|
|
| 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 |
3,652.00 |
3,539.00 |
113.00 |
3.1% |
39.75 |
1.1% |
90% |
True |
False |
926 |
| 10 |
3,652.00 |
3,509.00 |
143.00 |
3.9% |
39.75 |
1.1% |
92% |
True |
False |
501 |
| 20 |
3,652.00 |
3,476.00 |
176.00 |
4.8% |
42.25 |
1.2% |
94% |
True |
False |
300 |
| 40 |
3,661.50 |
3,404.00 |
257.50 |
7.1% |
47.75 |
1.3% |
92% |
False |
False |
175 |
| 60 |
3,722.75 |
3,404.00 |
318.75 |
8.8% |
44.75 |
1.2% |
74% |
False |
False |
123 |
| 80 |
3,722.75 |
3,404.00 |
318.75 |
8.8% |
36.25 |
1.0% |
74% |
False |
False |
93 |
| 100 |
3,722.75 |
3,404.00 |
318.75 |
8.8% |
29.75 |
0.8% |
74% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,766.75 |
|
2.618 |
3,722.75 |
|
1.618 |
3,695.75 |
|
1.000 |
3,679.00 |
|
0.618 |
3,668.75 |
|
HIGH |
3,652.00 |
|
0.618 |
3,641.75 |
|
0.500 |
3,638.50 |
|
0.382 |
3,635.25 |
|
LOW |
3,625.00 |
|
0.618 |
3,608.25 |
|
1.000 |
3,598.00 |
|
1.618 |
3,581.25 |
|
2.618 |
3,554.25 |
|
4.250 |
3,510.25 |
|
|