| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
| Open |
11,734.0 |
11,654.0 |
-80.0 |
-0.7% |
11,544.5 |
| High |
11,734.0 |
11,655.5 |
-78.5 |
-0.7% |
11,765.0 |
| Low |
11,622.5 |
11,399.5 |
-223.0 |
-1.9% |
11,183.5 |
| Close |
11,676.0 |
11,485.5 |
-190.5 |
-1.6% |
11,703.0 |
| Range |
111.5 |
256.0 |
144.5 |
129.6% |
581.5 |
| ATR |
239.4 |
242.0 |
2.7 |
1.1% |
0.0 |
| Volume |
219 |
1,205 |
986 |
450.2% |
1,810 |
|
| Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,281.5 |
12,139.5 |
11,626.3 |
|
| R3 |
12,025.5 |
11,883.5 |
11,555.9 |
|
| R2 |
11,769.5 |
11,769.5 |
11,532.4 |
|
| R1 |
11,627.5 |
11,627.5 |
11,509.0 |
11,570.5 |
| PP |
11,513.5 |
11,513.5 |
11,513.5 |
11,485.0 |
| S1 |
11,371.5 |
11,371.5 |
11,462.0 |
11,314.5 |
| S2 |
11,257.5 |
11,257.5 |
11,438.6 |
|
| S3 |
11,001.5 |
11,115.5 |
11,415.1 |
|
| S4 |
10,745.5 |
10,859.5 |
11,344.7 |
|
|
| 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 |
11,745.5 |
11,183.5 |
562.0 |
4.9% |
230.5 |
2.0% |
54% |
False |
False |
539 |
| 10 |
12,080.0 |
11,183.5 |
896.5 |
7.8% |
284.7 |
2.5% |
34% |
False |
False |
486 |
| 20 |
12,368.5 |
11,183.5 |
1,185.0 |
10.3% |
252.1 |
2.2% |
25% |
False |
False |
601 |
| 40 |
12,428.5 |
11,183.5 |
1,245.0 |
10.8% |
217.9 |
1.9% |
24% |
False |
False |
462 |
| 60 |
12,428.5 |
10,795.0 |
1,633.5 |
14.2% |
175.7 |
1.5% |
42% |
False |
False |
325 |
| 80 |
12,428.5 |
10,030.0 |
2,398.5 |
20.9% |
156.8 |
1.4% |
61% |
False |
False |
248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,743.5 |
|
2.618 |
12,325.7 |
|
1.618 |
12,069.7 |
|
1.000 |
11,911.5 |
|
0.618 |
11,813.7 |
|
HIGH |
11,655.5 |
|
0.618 |
11,557.7 |
|
0.500 |
11,527.5 |
|
0.382 |
11,497.3 |
|
LOW |
11,399.5 |
|
0.618 |
11,241.3 |
|
1.000 |
11,143.5 |
|
1.618 |
10,985.3 |
|
2.618 |
10,729.3 |
|
4.250 |
10,311.5 |
|
|