| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,631.97 |
2,606.01 |
-25.96 |
-1.0% |
2,622.67 |
| High |
2,631.97 |
2,643.22 |
11.25 |
0.4% |
2,651.74 |
| Low |
2,606.79 |
2,604.99 |
-1.80 |
-0.1% |
2,587.53 |
| Close |
2,616.24 |
2,615.98 |
-0.26 |
0.0% |
2,615.98 |
| Range |
25.18 |
38.23 |
13.05 |
51.8% |
64.21 |
| ATR |
38.92 |
38.87 |
-0.05 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,736.09 |
2,714.26 |
2,637.01 |
|
| R3 |
2,697.86 |
2,676.03 |
2,626.49 |
|
| R2 |
2,659.63 |
2,659.63 |
2,622.99 |
|
| R1 |
2,637.80 |
2,637.80 |
2,619.48 |
2,648.72 |
| PP |
2,621.40 |
2,621.40 |
2,621.40 |
2,626.85 |
| S1 |
2,599.57 |
2,599.57 |
2,612.48 |
2,610.49 |
| S2 |
2,583.17 |
2,583.17 |
2,608.97 |
|
| S3 |
2,544.94 |
2,561.34 |
2,605.47 |
|
| S4 |
2,506.71 |
2,523.11 |
2,594.95 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,811.05 |
2,777.72 |
2,651.30 |
|
| R3 |
2,746.84 |
2,713.51 |
2,633.64 |
|
| R2 |
2,682.63 |
2,682.63 |
2,627.75 |
|
| R1 |
2,649.30 |
2,649.30 |
2,621.87 |
2,633.86 |
| PP |
2,618.42 |
2,618.42 |
2,618.42 |
2,610.70 |
| S1 |
2,585.09 |
2,585.09 |
2,610.09 |
2,569.65 |
| S2 |
2,554.21 |
2,554.21 |
2,604.21 |
|
| S3 |
2,490.00 |
2,520.88 |
2,598.32 |
|
| S4 |
2,425.79 |
2,456.67 |
2,580.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,651.74 |
2,587.53 |
64.21 |
2.5% |
38.34 |
1.5% |
44% |
False |
False |
|
| 10 |
2,756.81 |
2,587.53 |
169.28 |
6.5% |
36.34 |
1.4% |
17% |
False |
False |
|
| 20 |
2,756.81 |
2,587.53 |
169.28 |
6.5% |
36.38 |
1.4% |
17% |
False |
False |
|
| 40 |
2,795.35 |
2,587.53 |
207.82 |
7.9% |
32.59 |
1.2% |
14% |
False |
False |
|
| 60 |
2,795.35 |
2,551.35 |
244.00 |
9.3% |
29.56 |
1.1% |
26% |
False |
False |
|
| 80 |
2,795.35 |
2,423.24 |
372.11 |
14.2% |
27.94 |
1.1% |
52% |
False |
False |
|
| 100 |
2,795.35 |
2,209.57 |
585.78 |
22.4% |
27.25 |
1.0% |
69% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
24.6% |
28.18 |
1.1% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,805.70 |
|
2.618 |
2,743.31 |
|
1.618 |
2,705.08 |
|
1.000 |
2,681.45 |
|
0.618 |
2,666.85 |
|
HIGH |
2,643.22 |
|
0.618 |
2,628.62 |
|
0.500 |
2,624.11 |
|
0.382 |
2,619.59 |
|
LOW |
2,604.99 |
|
0.618 |
2,581.36 |
|
1.000 |
2,566.76 |
|
1.618 |
2,543.13 |
|
2.618 |
2,504.90 |
|
4.250 |
2,442.51 |
|
|