| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
| Open |
11,330.0 |
11,577.0 |
247.0 |
2.2% |
11,734.0 |
| High |
11,590.0 |
11,643.0 |
53.0 |
0.5% |
11,734.0 |
| Low |
11,246.0 |
11,412.0 |
166.0 |
1.5% |
11,246.0 |
| Close |
11,591.0 |
11,442.0 |
-149.0 |
-1.3% |
11,442.0 |
| Range |
344.0 |
231.0 |
-113.0 |
-32.8% |
488.0 |
| ATR |
252.9 |
251.3 |
-1.6 |
-0.6% |
0.0 |
| Volume |
552 |
249 |
-303 |
-54.9% |
2,821 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,192.0 |
12,048.0 |
11,569.1 |
|
| R3 |
11,961.0 |
11,817.0 |
11,505.5 |
|
| R2 |
11,730.0 |
11,730.0 |
11,484.4 |
|
| R1 |
11,586.0 |
11,586.0 |
11,463.2 |
11,542.5 |
| PP |
11,499.0 |
11,499.0 |
11,499.0 |
11,477.3 |
| S1 |
11,355.0 |
11,355.0 |
11,420.8 |
11,311.5 |
| S2 |
11,268.0 |
11,268.0 |
11,399.7 |
|
| S3 |
11,037.0 |
11,124.0 |
11,378.5 |
|
| S4 |
10,806.0 |
10,893.0 |
11,315.0 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,938.0 |
12,678.0 |
11,710.4 |
|
| R3 |
12,450.0 |
12,190.0 |
11,576.2 |
|
| R2 |
11,962.0 |
11,962.0 |
11,531.5 |
|
| R1 |
11,702.0 |
11,702.0 |
11,486.7 |
11,588.0 |
| PP |
11,474.0 |
11,474.0 |
11,474.0 |
11,417.0 |
| S1 |
11,214.0 |
11,214.0 |
11,397.3 |
11,100.0 |
| S2 |
10,986.0 |
10,986.0 |
11,352.5 |
|
| S3 |
10,498.0 |
10,726.0 |
11,307.8 |
|
| S4 |
10,010.0 |
10,238.0 |
11,173.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,734.0 |
11,246.0 |
488.0 |
4.3% |
247.8 |
2.2% |
40% |
False |
False |
564 |
| 10 |
11,765.0 |
11,183.5 |
581.5 |
5.1% |
271.0 |
2.4% |
44% |
False |
False |
463 |
| 20 |
12,099.5 |
11,183.5 |
916.0 |
8.0% |
270.3 |
2.4% |
28% |
False |
False |
627 |
| 40 |
12,428.5 |
11,183.5 |
1,245.0 |
10.9% |
221.3 |
1.9% |
21% |
False |
False |
484 |
| 60 |
12,428.5 |
10,969.0 |
1,459.5 |
12.8% |
186.9 |
1.6% |
32% |
False |
False |
348 |
| 80 |
12,428.5 |
10,175.0 |
2,253.5 |
19.7% |
164.0 |
1.4% |
56% |
False |
False |
265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,624.8 |
|
2.618 |
12,247.8 |
|
1.618 |
12,016.8 |
|
1.000 |
11,874.0 |
|
0.618 |
11,785.8 |
|
HIGH |
11,643.0 |
|
0.618 |
11,554.8 |
|
0.500 |
11,527.5 |
|
0.382 |
11,500.2 |
|
LOW |
11,412.0 |
|
0.618 |
11,269.2 |
|
1.000 |
11,181.0 |
|
1.618 |
11,038.2 |
|
2.618 |
10,807.2 |
|
4.250 |
10,430.3 |
|
|