| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,622.67 |
2,624.35 |
1.68 |
0.1% |
2,731.26 |
| High |
2,651.74 |
2,638.30 |
-13.44 |
-0.5% |
2,756.81 |
| Low |
2,620.96 |
2,587.53 |
-33.43 |
-1.3% |
2,637.73 |
| Close |
2,639.28 |
2,629.87 |
-9.41 |
-0.4% |
2,637.92 |
| Range |
30.78 |
50.77 |
19.99 |
64.9% |
119.08 |
| ATR |
38.51 |
39.45 |
0.95 |
2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,770.88 |
2,751.14 |
2,657.79 |
|
| R3 |
2,720.11 |
2,700.37 |
2,643.83 |
|
| R2 |
2,669.34 |
2,669.34 |
2,639.18 |
|
| R1 |
2,649.60 |
2,649.60 |
2,634.52 |
2,659.47 |
| PP |
2,618.57 |
2,618.57 |
2,618.57 |
2,623.50 |
| S1 |
2,598.83 |
2,598.83 |
2,625.22 |
2,608.70 |
| S2 |
2,567.80 |
2,567.80 |
2,620.56 |
|
| S3 |
2,517.03 |
2,548.06 |
2,615.91 |
|
| S4 |
2,466.26 |
2,497.29 |
2,601.95 |
|
|
| 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 |
2,737.14 |
2,587.53 |
149.61 |
5.7% |
39.02 |
1.5% |
28% |
False |
True |
|
| 10 |
2,756.81 |
2,587.53 |
169.28 |
6.4% |
32.62 |
1.2% |
25% |
False |
True |
|
| 20 |
2,756.81 |
2,587.53 |
169.28 |
6.4% |
35.36 |
1.3% |
25% |
False |
True |
|
| 40 |
2,795.35 |
2,587.53 |
207.82 |
7.9% |
31.98 |
1.2% |
20% |
False |
True |
|
| 60 |
2,795.35 |
2,551.35 |
244.00 |
9.3% |
29.19 |
1.1% |
32% |
False |
False |
|
| 80 |
2,795.35 |
2,352.76 |
442.59 |
16.8% |
27.43 |
1.0% |
63% |
False |
False |
|
| 100 |
2,795.35 |
2,209.57 |
585.78 |
22.3% |
27.19 |
1.0% |
72% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
24.5% |
28.51 |
1.1% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,854.07 |
|
2.618 |
2,771.22 |
|
1.618 |
2,720.45 |
|
1.000 |
2,689.07 |
|
0.618 |
2,669.68 |
|
HIGH |
2,638.30 |
|
0.618 |
2,618.91 |
|
0.500 |
2,612.92 |
|
0.382 |
2,606.92 |
|
LOW |
2,587.53 |
|
0.618 |
2,556.15 |
|
1.000 |
2,536.76 |
|
1.618 |
2,505.38 |
|
2.618 |
2,454.61 |
|
4.250 |
2,371.76 |
|
|