| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
| Open |
11,855.5 |
11,889.5 |
34.0 |
0.3% |
11,500.0 |
| High |
11,901.0 |
11,891.5 |
-9.5 |
-0.1% |
11,901.0 |
| Low |
11,774.0 |
11,806.0 |
32.0 |
0.3% |
11,396.0 |
| Close |
11,879.0 |
11,831.5 |
-47.5 |
-0.4% |
11,831.5 |
| Range |
127.0 |
85.5 |
-41.5 |
-32.7% |
505.0 |
| ATR |
234.0 |
223.4 |
-10.6 |
-4.5% |
0.0 |
| Volume |
269 |
605 |
336 |
124.9% |
3,927 |
|
| Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,099.5 |
12,051.0 |
11,878.5 |
|
| R3 |
12,014.0 |
11,965.5 |
11,855.0 |
|
| R2 |
11,928.5 |
11,928.5 |
11,847.2 |
|
| R1 |
11,880.0 |
11,880.0 |
11,839.3 |
11,861.5 |
| PP |
11,843.0 |
11,843.0 |
11,843.0 |
11,833.8 |
| S1 |
11,794.5 |
11,794.5 |
11,823.7 |
11,776.0 |
| S2 |
11,757.5 |
11,757.5 |
11,815.8 |
|
| S3 |
11,672.0 |
11,709.0 |
11,808.0 |
|
| S4 |
11,586.5 |
11,623.5 |
11,784.5 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,224.5 |
13,033.0 |
12,109.3 |
|
| R3 |
12,719.5 |
12,528.0 |
11,970.4 |
|
| R2 |
12,214.5 |
12,214.5 |
11,924.1 |
|
| R1 |
12,023.0 |
12,023.0 |
11,877.8 |
12,118.8 |
| PP |
11,709.5 |
11,709.5 |
11,709.5 |
11,757.4 |
| S1 |
11,518.0 |
11,518.0 |
11,785.2 |
11,613.8 |
| S2 |
11,204.5 |
11,204.5 |
11,738.9 |
|
| S3 |
10,699.5 |
11,013.0 |
11,692.6 |
|
| S4 |
10,194.5 |
10,508.0 |
11,553.8 |
|
|
| 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% |
155.8 |
1.3% |
86% |
False |
False |
785 |
| 10 |
11,901.0 |
11,246.0 |
655.0 |
5.5% |
201.8 |
1.7% |
89% |
False |
False |
674 |
| 20 |
12,080.0 |
11,183.5 |
896.5 |
7.6% |
247.8 |
2.1% |
72% |
False |
False |
530 |
| 40 |
12,428.5 |
11,183.5 |
1,245.0 |
10.5% |
216.6 |
1.8% |
52% |
False |
False |
525 |
| 60 |
12,428.5 |
11,183.5 |
1,245.0 |
10.5% |
194.1 |
1.6% |
52% |
False |
False |
412 |
| 80 |
12,428.5 |
10,638.0 |
1,790.5 |
15.1% |
162.6 |
1.4% |
67% |
False |
False |
312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,254.9 |
|
2.618 |
12,115.3 |
|
1.618 |
12,029.8 |
|
1.000 |
11,977.0 |
|
0.618 |
11,944.3 |
|
HIGH |
11,891.5 |
|
0.618 |
11,858.8 |
|
0.500 |
11,848.8 |
|
0.382 |
11,838.7 |
|
LOW |
11,806.0 |
|
0.618 |
11,753.2 |
|
1.000 |
11,720.5 |
|
1.618 |
11,667.7 |
|
2.618 |
11,582.2 |
|
4.250 |
11,442.6 |
|
|