| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
| Open |
11,670.0 |
11,850.5 |
180.5 |
1.5% |
11,734.0 |
| High |
11,890.5 |
11,889.5 |
-1.0 |
0.0% |
11,734.0 |
| Low |
11,668.0 |
11,796.0 |
128.0 |
1.1% |
11,246.0 |
| Close |
11,888.5 |
11,870.0 |
-18.5 |
-0.2% |
11,442.0 |
| Range |
222.5 |
93.5 |
-129.0 |
-58.0% |
488.0 |
| ATR |
253.7 |
242.3 |
-11.4 |
-4.5% |
0.0 |
| Volume |
946 |
1,642 |
696 |
73.6% |
2,821 |
|
| Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,132.3 |
12,094.7 |
11,921.4 |
|
| R3 |
12,038.8 |
12,001.2 |
11,895.7 |
|
| R2 |
11,945.3 |
11,945.3 |
11,887.1 |
|
| R1 |
11,907.7 |
11,907.7 |
11,878.6 |
11,926.5 |
| PP |
11,851.8 |
11,851.8 |
11,851.8 |
11,861.3 |
| S1 |
11,814.2 |
11,814.2 |
11,861.4 |
11,833.0 |
| S2 |
11,758.3 |
11,758.3 |
11,852.9 |
|
| S3 |
11,664.8 |
11,720.7 |
11,844.3 |
|
| S4 |
11,571.3 |
11,627.2 |
11,818.6 |
|
|
| 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 |
11,890.5 |
11,246.0 |
644.5 |
5.4% |
228.3 |
1.9% |
97% |
False |
False |
770 |
| 10 |
11,890.5 |
11,183.5 |
707.0 |
6.0% |
238.4 |
2.0% |
97% |
False |
False |
674 |
| 20 |
12,080.0 |
11,183.5 |
896.5 |
7.6% |
262.8 |
2.2% |
77% |
False |
False |
718 |
| 40 |
12,428.5 |
11,183.5 |
1,245.0 |
10.5% |
221.9 |
1.9% |
55% |
False |
False |
520 |
| 60 |
12,428.5 |
11,110.0 |
1,318.5 |
11.1% |
193.1 |
1.6% |
58% |
False |
False |
398 |
| 80 |
12,428.5 |
10,617.0 |
1,811.5 |
15.3% |
164.8 |
1.4% |
69% |
False |
False |
302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,286.9 |
|
2.618 |
12,134.3 |
|
1.618 |
12,040.8 |
|
1.000 |
11,983.0 |
|
0.618 |
11,947.3 |
|
HIGH |
11,889.5 |
|
0.618 |
11,853.8 |
|
0.500 |
11,842.8 |
|
0.382 |
11,831.7 |
|
LOW |
11,796.0 |
|
0.618 |
11,738.2 |
|
1.000 |
11,702.5 |
|
1.618 |
11,644.7 |
|
2.618 |
11,551.2 |
|
4.250 |
11,398.6 |
|
|