| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,682.37 |
2,622.67 |
-59.70 |
-2.2% |
2,731.26 |
| High |
2,683.25 |
2,651.74 |
-31.51 |
-1.2% |
2,756.81 |
| Low |
2,637.73 |
2,620.96 |
-16.77 |
-0.6% |
2,637.73 |
| Close |
2,637.92 |
2,639.28 |
1.36 |
0.1% |
2,637.92 |
| Range |
45.52 |
30.78 |
-14.74 |
-32.4% |
119.08 |
| ATR |
39.10 |
38.51 |
-0.59 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,729.67 |
2,715.25 |
2,656.21 |
|
| R3 |
2,698.89 |
2,684.47 |
2,647.74 |
|
| R2 |
2,668.11 |
2,668.11 |
2,644.92 |
|
| R1 |
2,653.69 |
2,653.69 |
2,642.10 |
2,660.90 |
| PP |
2,637.33 |
2,637.33 |
2,637.33 |
2,640.93 |
| S1 |
2,622.91 |
2,622.91 |
2,636.46 |
2,630.12 |
| S2 |
2,606.55 |
2,606.55 |
2,633.64 |
|
| S3 |
2,575.77 |
2,592.13 |
2,630.82 |
|
| S4 |
2,544.99 |
2,561.35 |
2,622.35 |
|
|
| 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 |
2,620.96 |
135.85 |
5.1% |
37.08 |
1.4% |
13% |
False |
True |
|
| 10 |
2,756.81 |
2,620.96 |
135.85 |
5.1% |
30.60 |
1.2% |
13% |
False |
True |
|
| 20 |
2,756.81 |
2,620.96 |
135.85 |
5.1% |
35.88 |
1.4% |
13% |
False |
True |
|
| 40 |
2,795.35 |
2,620.96 |
174.39 |
6.6% |
31.11 |
1.2% |
11% |
False |
True |
|
| 60 |
2,795.35 |
2,537.99 |
257.36 |
9.8% |
28.60 |
1.1% |
39% |
False |
False |
|
| 80 |
2,795.35 |
2,352.76 |
442.59 |
16.8% |
27.10 |
1.0% |
65% |
False |
False |
|
| 100 |
2,795.35 |
2,209.57 |
585.78 |
22.2% |
27.26 |
1.0% |
73% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
24.4% |
28.32 |
1.1% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,782.56 |
|
2.618 |
2,732.32 |
|
1.618 |
2,701.54 |
|
1.000 |
2,682.52 |
|
0.618 |
2,670.76 |
|
HIGH |
2,651.74 |
|
0.618 |
2,639.98 |
|
0.500 |
2,636.35 |
|
0.382 |
2,632.72 |
|
LOW |
2,620.96 |
|
0.618 |
2,601.94 |
|
1.000 |
2,590.18 |
|
1.618 |
2,571.16 |
|
2.618 |
2,540.38 |
|
4.250 |
2,490.15 |
|
|