| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
| Open |
11,850.5 |
11,855.5 |
5.0 |
0.0% |
11,734.0 |
| High |
11,889.5 |
11,901.0 |
11.5 |
0.1% |
11,734.0 |
| Low |
11,796.0 |
11,774.0 |
-22.0 |
-0.2% |
11,246.0 |
| Close |
11,870.0 |
11,879.0 |
9.0 |
0.1% |
11,442.0 |
| Range |
93.5 |
127.0 |
33.5 |
35.8% |
488.0 |
| ATR |
242.3 |
234.0 |
-8.2 |
-3.4% |
0.0 |
| Volume |
1,642 |
269 |
-1,373 |
-83.6% |
2,821 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,232.3 |
12,182.7 |
11,948.9 |
|
| R3 |
12,105.3 |
12,055.7 |
11,913.9 |
|
| R2 |
11,978.3 |
11,978.3 |
11,902.3 |
|
| R1 |
11,928.7 |
11,928.7 |
11,890.6 |
11,953.5 |
| PP |
11,851.3 |
11,851.3 |
11,851.3 |
11,863.8 |
| S1 |
11,801.7 |
11,801.7 |
11,867.4 |
11,826.5 |
| S2 |
11,724.3 |
11,724.3 |
11,855.7 |
|
| S3 |
11,597.3 |
11,674.7 |
11,844.1 |
|
| S4 |
11,470.3 |
11,547.7 |
11,809.2 |
|
|
| 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 |
11,901.0 |
11,396.0 |
505.0 |
4.3% |
184.9 |
1.6% |
96% |
True |
False |
714 |
| 10 |
11,901.0 |
11,246.0 |
655.0 |
5.5% |
224.5 |
1.9% |
97% |
True |
False |
656 |
| 20 |
12,080.0 |
11,183.5 |
896.5 |
7.5% |
256.6 |
2.2% |
78% |
False |
False |
718 |
| 40 |
12,428.5 |
11,183.5 |
1,245.0 |
10.5% |
220.0 |
1.9% |
56% |
False |
False |
518 |
| 60 |
12,428.5 |
11,130.0 |
1,298.5 |
10.9% |
194.4 |
1.6% |
58% |
False |
False |
402 |
| 80 |
12,428.5 |
10,638.0 |
1,790.5 |
15.1% |
163.2 |
1.4% |
69% |
False |
False |
305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,440.8 |
|
2.618 |
12,233.5 |
|
1.618 |
12,106.5 |
|
1.000 |
12,028.0 |
|
0.618 |
11,979.5 |
|
HIGH |
11,901.0 |
|
0.618 |
11,852.5 |
|
0.500 |
11,837.5 |
|
0.382 |
11,822.5 |
|
LOW |
11,774.0 |
|
0.618 |
11,695.5 |
|
1.000 |
11,647.0 |
|
1.618 |
11,568.5 |
|
2.618 |
11,441.5 |
|
4.250 |
11,234.3 |
|
|