| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,589.96 |
2,589.91 |
-0.05 |
0.0% |
2,622.67 |
| High |
2,617.23 |
2,597.16 |
-20.07 |
-0.8% |
2,651.74 |
| Low |
2,576.77 |
2,558.69 |
-18.08 |
-0.7% |
2,587.53 |
| Close |
2,580.75 |
2,561.56 |
-19.19 |
-0.7% |
2,615.98 |
| Range |
40.46 |
38.47 |
-1.99 |
-4.9% |
64.21 |
| ATR |
38.27 |
38.29 |
0.01 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,687.88 |
2,663.19 |
2,582.72 |
|
| R3 |
2,649.41 |
2,624.72 |
2,572.14 |
|
| R2 |
2,610.94 |
2,610.94 |
2,568.61 |
|
| R1 |
2,586.25 |
2,586.25 |
2,565.09 |
2,579.36 |
| PP |
2,572.47 |
2,572.47 |
2,572.47 |
2,569.03 |
| S1 |
2,547.78 |
2,547.78 |
2,558.03 |
2,540.89 |
| S2 |
2,534.00 |
2,534.00 |
2,554.51 |
|
| S3 |
2,495.53 |
2,509.31 |
2,550.98 |
|
| S4 |
2,457.06 |
2,470.84 |
2,540.40 |
|
|
| 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 |
2,558.69 |
84.53 |
3.3% |
33.19 |
1.3% |
3% |
False |
True |
|
| 10 |
2,737.14 |
2,558.69 |
178.45 |
7.0% |
37.91 |
1.5% |
2% |
False |
True |
|
| 20 |
2,756.81 |
2,558.69 |
198.12 |
7.7% |
34.85 |
1.4% |
1% |
False |
True |
|
| 40 |
2,795.35 |
2,558.69 |
236.66 |
9.2% |
33.42 |
1.3% |
1% |
False |
True |
|
| 60 |
2,795.35 |
2,558.69 |
236.66 |
9.2% |
29.74 |
1.2% |
1% |
False |
True |
|
| 80 |
2,795.35 |
2,423.24 |
372.11 |
14.5% |
28.56 |
1.1% |
37% |
False |
False |
|
| 100 |
2,795.35 |
2,251.31 |
544.04 |
21.2% |
27.12 |
1.1% |
57% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
25.2% |
28.26 |
1.1% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,760.66 |
|
2.618 |
2,697.87 |
|
1.618 |
2,659.40 |
|
1.000 |
2,635.63 |
|
0.618 |
2,620.93 |
|
HIGH |
2,597.16 |
|
0.618 |
2,582.46 |
|
0.500 |
2,577.93 |
|
0.382 |
2,573.39 |
|
LOW |
2,558.69 |
|
0.618 |
2,534.92 |
|
1.000 |
2,520.22 |
|
1.618 |
2,496.45 |
|
2.618 |
2,457.98 |
|
4.250 |
2,395.19 |
|
|