| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,606.01 |
2,593.75 |
-12.26 |
-0.5% |
2,622.67 |
| High |
2,643.22 |
2,611.37 |
-31.85 |
-1.2% |
2,651.74 |
| Low |
2,604.99 |
2,587.78 |
-17.21 |
-0.7% |
2,587.53 |
| Close |
2,615.98 |
2,590.28 |
-25.70 |
-1.0% |
2,615.98 |
| Range |
38.23 |
23.59 |
-14.64 |
-38.3% |
64.21 |
| ATR |
38.87 |
38.11 |
-0.76 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,667.25 |
2,652.35 |
2,603.25 |
|
| R3 |
2,643.66 |
2,628.76 |
2,596.77 |
|
| R2 |
2,620.07 |
2,620.07 |
2,594.60 |
|
| R1 |
2,605.17 |
2,605.17 |
2,592.44 |
2,600.83 |
| PP |
2,596.48 |
2,596.48 |
2,596.48 |
2,594.30 |
| S1 |
2,581.58 |
2,581.58 |
2,588.12 |
2,577.24 |
| S2 |
2,572.89 |
2,572.89 |
2,585.96 |
|
| S3 |
2,549.30 |
2,557.99 |
2,583.79 |
|
| S4 |
2,525.71 |
2,534.40 |
2,577.31 |
|
|
| 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 |
2,643.22 |
2,587.53 |
55.69 |
2.1% |
36.90 |
1.4% |
5% |
False |
False |
|
| 10 |
2,756.81 |
2,587.53 |
169.28 |
6.5% |
36.99 |
1.4% |
2% |
False |
False |
|
| 20 |
2,756.81 |
2,587.53 |
169.28 |
6.5% |
34.92 |
1.3% |
2% |
False |
False |
|
| 40 |
2,795.35 |
2,587.53 |
207.82 |
8.0% |
32.86 |
1.3% |
1% |
False |
False |
|
| 60 |
2,795.35 |
2,570.07 |
225.28 |
8.7% |
29.23 |
1.1% |
9% |
False |
False |
|
| 80 |
2,795.35 |
2,423.24 |
372.11 |
14.4% |
28.08 |
1.1% |
45% |
False |
False |
|
| 100 |
2,795.35 |
2,222.68 |
572.67 |
22.1% |
27.08 |
1.0% |
64% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
24.9% |
28.18 |
1.1% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,711.63 |
|
2.618 |
2,673.13 |
|
1.618 |
2,649.54 |
|
1.000 |
2,634.96 |
|
0.618 |
2,625.95 |
|
HIGH |
2,611.37 |
|
0.618 |
2,602.36 |
|
0.500 |
2,599.58 |
|
0.382 |
2,596.79 |
|
LOW |
2,587.78 |
|
0.618 |
2,573.20 |
|
1.000 |
2,564.19 |
|
1.618 |
2,549.61 |
|
2.618 |
2,526.02 |
|
4.250 |
2,487.52 |
|
|