| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,589.91 |
2,562.13 |
-27.78 |
-1.1% |
2,622.67 |
| High |
2,597.16 |
2,567.55 |
-29.61 |
-1.1% |
2,651.74 |
| Low |
2,558.69 |
2,509.05 |
-49.64 |
-1.9% |
2,587.53 |
| Close |
2,561.56 |
2,509.05 |
-52.51 |
-2.0% |
2,615.98 |
| Range |
38.47 |
58.50 |
20.03 |
52.1% |
64.21 |
| ATR |
38.29 |
39.73 |
1.44 |
3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,704.05 |
2,665.05 |
2,541.23 |
|
| R3 |
2,645.55 |
2,606.55 |
2,525.14 |
|
| R2 |
2,587.05 |
2,587.05 |
2,519.78 |
|
| R1 |
2,548.05 |
2,548.05 |
2,514.41 |
2,538.30 |
| PP |
2,528.55 |
2,528.55 |
2,528.55 |
2,523.68 |
| S1 |
2,489.55 |
2,489.55 |
2,503.69 |
2,479.80 |
| S2 |
2,470.05 |
2,470.05 |
2,498.33 |
|
| S3 |
2,411.55 |
2,431.05 |
2,492.96 |
|
| S4 |
2,353.05 |
2,372.55 |
2,476.88 |
|
|
| 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 |
2,509.05 |
134.17 |
5.3% |
39.85 |
1.6% |
0% |
False |
True |
|
| 10 |
2,683.25 |
2,509.05 |
174.20 |
6.9% |
39.82 |
1.6% |
0% |
False |
True |
|
| 20 |
2,756.81 |
2,509.05 |
247.76 |
9.9% |
34.65 |
1.4% |
0% |
False |
True |
|
| 40 |
2,795.35 |
2,509.05 |
286.30 |
11.4% |
34.42 |
1.4% |
0% |
False |
True |
|
| 60 |
2,795.35 |
2,509.05 |
286.30 |
11.4% |
30.42 |
1.2% |
0% |
False |
True |
|
| 80 |
2,795.35 |
2,433.63 |
361.72 |
14.4% |
29.08 |
1.2% |
21% |
False |
False |
|
| 100 |
2,795.35 |
2,262.22 |
533.13 |
21.2% |
27.53 |
1.1% |
46% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
25.7% |
28.44 |
1.1% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,816.18 |
|
2.618 |
2,720.70 |
|
1.618 |
2,662.20 |
|
1.000 |
2,626.05 |
|
0.618 |
2,603.70 |
|
HIGH |
2,567.55 |
|
0.618 |
2,545.20 |
|
0.500 |
2,538.30 |
|
0.382 |
2,531.40 |
|
LOW |
2,509.05 |
|
0.618 |
2,472.90 |
|
1.000 |
2,450.55 |
|
1.618 |
2,414.40 |
|
2.618 |
2,355.90 |
|
4.250 |
2,260.43 |
|
|