| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
| Open |
11,610.0 |
11,394.0 |
-216.0 |
-1.9% |
11,863.0 |
| High |
11,765.0 |
11,467.0 |
-298.0 |
-2.5% |
12,080.0 |
| Low |
11,314.5 |
11,260.5 |
-54.0 |
-0.5% |
11,363.5 |
| Close |
11,354.5 |
11,373.0 |
18.5 |
0.2% |
11,491.5 |
| Range |
450.5 |
206.5 |
-244.0 |
-54.2% |
716.5 |
| ATR |
245.3 |
242.5 |
-2.8 |
-1.1% |
0.0 |
| Volume |
407 |
403 |
-4 |
-1.0% |
1,827 |
|
| Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,986.3 |
11,886.2 |
11,486.6 |
|
| R3 |
11,779.8 |
11,679.7 |
11,429.8 |
|
| R2 |
11,573.3 |
11,573.3 |
11,410.9 |
|
| R1 |
11,473.2 |
11,473.2 |
11,391.9 |
11,420.0 |
| PP |
11,366.8 |
11,366.8 |
11,366.8 |
11,340.3 |
| S1 |
11,266.7 |
11,266.7 |
11,354.1 |
11,213.5 |
| S2 |
11,160.3 |
11,160.3 |
11,335.1 |
|
| S3 |
10,953.8 |
11,060.2 |
11,316.2 |
|
| S4 |
10,747.3 |
10,853.7 |
11,259.4 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,794.5 |
13,359.5 |
11,885.6 |
|
| R3 |
13,078.0 |
12,643.0 |
11,688.5 |
|
| R2 |
12,361.5 |
12,361.5 |
11,622.9 |
|
| R1 |
11,926.5 |
11,926.5 |
11,557.2 |
11,785.8 |
| PP |
11,645.0 |
11,645.0 |
11,645.0 |
11,574.6 |
| S1 |
11,210.0 |
11,210.0 |
11,425.8 |
11,069.3 |
| S2 |
10,928.5 |
10,928.5 |
11,360.1 |
|
| S3 |
10,212.0 |
10,493.5 |
11,294.5 |
|
| S4 |
9,495.5 |
9,777.0 |
11,097.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,912.0 |
11,260.5 |
651.5 |
5.7% |
320.2 |
2.8% |
17% |
False |
True |
478 |
| 10 |
12,080.0 |
11,260.5 |
819.5 |
7.2% |
287.2 |
2.5% |
14% |
False |
True |
762 |
| 20 |
12,428.5 |
11,260.5 |
1,168.0 |
10.3% |
232.6 |
2.0% |
10% |
False |
True |
532 |
| 40 |
12,428.5 |
11,260.5 |
1,168.0 |
10.3% |
206.3 |
1.8% |
10% |
False |
True |
420 |
| 60 |
12,428.5 |
10,638.0 |
1,790.5 |
15.7% |
163.4 |
1.4% |
41% |
False |
False |
287 |
| 80 |
12,428.5 |
9,650.0 |
2,778.5 |
24.4% |
153.7 |
1.4% |
62% |
False |
False |
221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,344.6 |
|
2.618 |
12,007.6 |
|
1.618 |
11,801.1 |
|
1.000 |
11,673.5 |
|
0.618 |
11,594.6 |
|
HIGH |
11,467.0 |
|
0.618 |
11,388.1 |
|
0.500 |
11,363.8 |
|
0.382 |
11,339.4 |
|
LOW |
11,260.5 |
|
0.618 |
11,132.9 |
|
1.000 |
11,054.0 |
|
1.618 |
10,926.4 |
|
2.618 |
10,719.9 |
|
4.250 |
10,382.9 |
|
|