| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,737.04 |
2,682.37 |
-54.67 |
-2.0% |
2,731.26 |
| High |
2,737.14 |
2,683.25 |
-53.89 |
-2.0% |
2,756.81 |
| Low |
2,697.78 |
2,637.73 |
-60.05 |
-2.2% |
2,637.73 |
| Close |
2,704.59 |
2,637.92 |
-66.67 |
-2.5% |
2,637.92 |
| Range |
39.36 |
45.52 |
6.16 |
15.7% |
119.08 |
| ATR |
36.97 |
39.10 |
2.14 |
5.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,789.53 |
2,759.24 |
2,662.96 |
|
| R3 |
2,744.01 |
2,713.72 |
2,650.44 |
|
| R2 |
2,698.49 |
2,698.49 |
2,646.27 |
|
| R1 |
2,668.20 |
2,668.20 |
2,642.09 |
2,660.59 |
| PP |
2,652.97 |
2,652.97 |
2,652.97 |
2,649.16 |
| S1 |
2,622.68 |
2,622.68 |
2,633.75 |
2,615.07 |
| S2 |
2,607.45 |
2,607.45 |
2,629.57 |
|
| S3 |
2,561.93 |
2,577.16 |
2,625.40 |
|
| S4 |
2,516.41 |
2,531.64 |
2,612.88 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,034.73 |
2,955.40 |
2,703.41 |
|
| R3 |
2,915.65 |
2,836.32 |
2,670.67 |
|
| R2 |
2,796.57 |
2,796.57 |
2,659.75 |
|
| R1 |
2,717.24 |
2,717.24 |
2,648.84 |
2,697.37 |
| PP |
2,677.49 |
2,677.49 |
2,677.49 |
2,667.55 |
| S1 |
2,598.16 |
2,598.16 |
2,627.00 |
2,578.29 |
| S2 |
2,558.41 |
2,558.41 |
2,616.09 |
|
| S3 |
2,439.33 |
2,479.08 |
2,605.17 |
|
| S4 |
2,320.25 |
2,360.00 |
2,572.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,756.81 |
2,637.73 |
119.08 |
4.5% |
34.34 |
1.3% |
0% |
False |
True |
|
| 10 |
2,756.81 |
2,628.96 |
127.85 |
4.8% |
30.28 |
1.1% |
7% |
False |
False |
|
| 20 |
2,756.81 |
2,628.96 |
127.85 |
4.8% |
35.78 |
1.4% |
7% |
False |
False |
|
| 40 |
2,795.35 |
2,628.96 |
166.39 |
6.3% |
30.65 |
1.2% |
5% |
False |
False |
|
| 60 |
2,795.35 |
2,537.99 |
257.36 |
9.8% |
28.52 |
1.1% |
39% |
False |
False |
|
| 80 |
2,795.35 |
2,352.76 |
442.59 |
16.8% |
26.96 |
1.0% |
64% |
False |
False |
|
| 100 |
2,795.35 |
2,209.57 |
585.78 |
22.2% |
27.17 |
1.0% |
73% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
24.4% |
28.34 |
1.1% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,876.71 |
|
2.618 |
2,802.42 |
|
1.618 |
2,756.90 |
|
1.000 |
2,728.77 |
|
0.618 |
2,711.38 |
|
HIGH |
2,683.25 |
|
0.618 |
2,665.86 |
|
0.500 |
2,660.49 |
|
0.382 |
2,655.12 |
|
LOW |
2,637.73 |
|
0.618 |
2,609.60 |
|
1.000 |
2,592.21 |
|
1.618 |
2,564.08 |
|
2.618 |
2,518.56 |
|
4.250 |
2,444.27 |
|
|