| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
| Open |
11,443.5 |
11,734.0 |
290.5 |
2.5% |
11,544.5 |
| High |
11,745.5 |
11,734.0 |
-11.5 |
-0.1% |
11,765.0 |
| Low |
11,433.5 |
11,622.5 |
189.0 |
1.7% |
11,183.5 |
| Close |
11,703.0 |
11,676.0 |
-27.0 |
-0.2% |
11,703.0 |
| Range |
312.0 |
111.5 |
-200.5 |
-64.3% |
581.5 |
| ATR |
249.2 |
239.4 |
-9.8 |
-3.9% |
0.0 |
| Volume |
422 |
219 |
-203 |
-48.1% |
1,810 |
|
| Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,012.0 |
11,955.5 |
11,737.3 |
|
| R3 |
11,900.5 |
11,844.0 |
11,706.7 |
|
| R2 |
11,789.0 |
11,789.0 |
11,696.4 |
|
| R1 |
11,732.5 |
11,732.5 |
11,686.2 |
11,705.0 |
| PP |
11,677.5 |
11,677.5 |
11,677.5 |
11,663.8 |
| S1 |
11,621.0 |
11,621.0 |
11,665.8 |
11,593.5 |
| S2 |
11,566.0 |
11,566.0 |
11,655.6 |
|
| S3 |
11,454.5 |
11,509.5 |
11,645.3 |
|
| S4 |
11,343.0 |
11,398.0 |
11,614.7 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,295.0 |
13,080.5 |
12,022.8 |
|
| R3 |
12,713.5 |
12,499.0 |
11,862.9 |
|
| R2 |
12,132.0 |
12,132.0 |
11,809.6 |
|
| R1 |
11,917.5 |
11,917.5 |
11,756.3 |
12,024.8 |
| PP |
11,550.5 |
11,550.5 |
11,550.5 |
11,604.1 |
| S1 |
11,336.0 |
11,336.0 |
11,649.7 |
11,443.3 |
| S2 |
10,969.0 |
10,969.0 |
11,596.4 |
|
| S3 |
10,387.5 |
10,754.5 |
11,543.1 |
|
| S4 |
9,806.0 |
10,173.0 |
11,383.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,765.0 |
11,183.5 |
581.5 |
5.0% |
269.4 |
2.3% |
85% |
False |
False |
380 |
| 10 |
12,080.0 |
11,183.5 |
896.5 |
7.7% |
288.3 |
2.5% |
55% |
False |
False |
385 |
| 20 |
12,428.5 |
11,183.5 |
1,245.0 |
10.7% |
244.7 |
2.1% |
40% |
False |
False |
554 |
| 40 |
12,428.5 |
11,183.5 |
1,245.0 |
10.7% |
212.7 |
1.8% |
40% |
False |
False |
433 |
| 60 |
12,428.5 |
10,795.0 |
1,633.5 |
14.0% |
172.3 |
1.5% |
54% |
False |
False |
305 |
| 80 |
12,428.5 |
9,790.0 |
2,638.5 |
22.6% |
156.8 |
1.3% |
71% |
False |
False |
234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,207.9 |
|
2.618 |
12,025.9 |
|
1.618 |
11,914.4 |
|
1.000 |
11,845.5 |
|
0.618 |
11,802.9 |
|
HIGH |
11,734.0 |
|
0.618 |
11,691.4 |
|
0.500 |
11,678.3 |
|
0.382 |
11,665.1 |
|
LOW |
11,622.5 |
|
0.618 |
11,553.6 |
|
1.000 |
11,511.0 |
|
1.618 |
11,442.1 |
|
2.618 |
11,330.6 |
|
4.250 |
11,148.6 |
|
|