| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,593.75 |
2,589.96 |
-3.79 |
-0.1% |
2,622.67 |
| High |
2,611.37 |
2,617.23 |
5.86 |
0.2% |
2,651.74 |
| Low |
2,587.78 |
2,576.77 |
-11.01 |
-0.4% |
2,587.53 |
| Close |
2,590.28 |
2,580.75 |
-9.53 |
-0.4% |
2,615.98 |
| Range |
23.59 |
40.46 |
16.87 |
71.5% |
64.21 |
| ATR |
38.11 |
38.27 |
0.17 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,712.96 |
2,687.32 |
2,603.00 |
|
| R3 |
2,672.50 |
2,646.86 |
2,591.88 |
|
| R2 |
2,632.04 |
2,632.04 |
2,588.17 |
|
| R1 |
2,606.40 |
2,606.40 |
2,584.46 |
2,598.99 |
| PP |
2,591.58 |
2,591.58 |
2,591.58 |
2,587.88 |
| S1 |
2,565.94 |
2,565.94 |
2,577.04 |
2,558.53 |
| S2 |
2,551.12 |
2,551.12 |
2,573.33 |
|
| S3 |
2,510.66 |
2,525.48 |
2,569.62 |
|
| S4 |
2,470.20 |
2,485.02 |
2,558.50 |
|
|
| 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 |
2,576.77 |
66.45 |
2.6% |
34.84 |
1.3% |
6% |
False |
True |
|
| 10 |
2,737.14 |
2,576.77 |
160.37 |
6.2% |
36.93 |
1.4% |
2% |
False |
True |
|
| 20 |
2,756.81 |
2,576.77 |
180.04 |
7.0% |
34.13 |
1.3% |
2% |
False |
True |
|
| 40 |
2,795.35 |
2,576.77 |
218.58 |
8.5% |
33.19 |
1.3% |
2% |
False |
True |
|
| 60 |
2,795.35 |
2,570.07 |
225.28 |
8.7% |
29.56 |
1.1% |
5% |
False |
False |
|
| 80 |
2,795.35 |
2,423.24 |
372.11 |
14.4% |
28.46 |
1.1% |
42% |
False |
False |
|
| 100 |
2,795.35 |
2,222.68 |
572.67 |
22.2% |
27.17 |
1.1% |
63% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
25.0% |
28.20 |
1.1% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,789.19 |
|
2.618 |
2,723.15 |
|
1.618 |
2,682.69 |
|
1.000 |
2,657.69 |
|
0.618 |
2,642.23 |
|
HIGH |
2,617.23 |
|
0.618 |
2,601.77 |
|
0.500 |
2,597.00 |
|
0.382 |
2,592.23 |
|
LOW |
2,576.77 |
|
0.618 |
2,551.77 |
|
1.000 |
2,536.31 |
|
1.618 |
2,511.31 |
|
2.618 |
2,470.85 |
|
4.250 |
2,404.82 |
|
|