| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,562.13 |
2,517.89 |
-44.24 |
-1.7% |
2,593.75 |
| High |
2,567.55 |
2,523.15 |
-44.40 |
-1.7% |
2,617.23 |
| Low |
2,509.05 |
2,474.70 |
-34.35 |
-1.4% |
2,474.70 |
| Close |
2,509.05 |
2,478.53 |
-30.52 |
-1.2% |
2,478.53 |
| Range |
58.50 |
48.45 |
-10.05 |
-17.2% |
142.53 |
| ATR |
39.73 |
40.35 |
0.62 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,637.48 |
2,606.45 |
2,505.18 |
|
| R3 |
2,589.03 |
2,558.00 |
2,491.85 |
|
| R2 |
2,540.58 |
2,540.58 |
2,487.41 |
|
| R1 |
2,509.55 |
2,509.55 |
2,482.97 |
2,500.84 |
| PP |
2,492.13 |
2,492.13 |
2,492.13 |
2,487.77 |
| S1 |
2,461.10 |
2,461.10 |
2,474.09 |
2,452.39 |
| S2 |
2,443.68 |
2,443.68 |
2,469.65 |
|
| S3 |
2,395.23 |
2,412.65 |
2,465.21 |
|
| S4 |
2,346.78 |
2,364.20 |
2,451.88 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,951.08 |
2,857.33 |
2,556.92 |
|
| R3 |
2,808.55 |
2,714.80 |
2,517.73 |
|
| R2 |
2,666.02 |
2,666.02 |
2,504.66 |
|
| R1 |
2,572.27 |
2,572.27 |
2,491.60 |
2,547.88 |
| PP |
2,523.49 |
2,523.49 |
2,523.49 |
2,511.29 |
| S1 |
2,429.74 |
2,429.74 |
2,465.46 |
2,405.35 |
| S2 |
2,380.96 |
2,380.96 |
2,452.40 |
|
| S3 |
2,238.43 |
2,287.21 |
2,439.33 |
|
| S4 |
2,095.90 |
2,144.68 |
2,400.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,617.23 |
2,474.70 |
142.53 |
5.8% |
41.89 |
1.7% |
3% |
False |
True |
|
| 10 |
2,651.74 |
2,474.70 |
177.04 |
7.1% |
40.12 |
1.6% |
2% |
False |
True |
|
| 20 |
2,756.81 |
2,474.70 |
282.11 |
11.4% |
35.20 |
1.4% |
1% |
False |
True |
|
| 40 |
2,795.35 |
2,474.70 |
320.65 |
12.9% |
35.18 |
1.4% |
1% |
False |
True |
|
| 60 |
2,795.35 |
2,474.70 |
320.65 |
12.9% |
30.76 |
1.2% |
1% |
False |
True |
|
| 80 |
2,795.35 |
2,433.63 |
361.72 |
14.6% |
29.31 |
1.2% |
12% |
False |
False |
|
| 100 |
2,795.35 |
2,262.22 |
533.13 |
21.5% |
27.82 |
1.1% |
41% |
False |
False |
|
| 120 |
2,795.35 |
2,205.77 |
589.58 |
23.8% |
28.58 |
1.2% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,729.06 |
|
2.618 |
2,649.99 |
|
1.618 |
2,601.54 |
|
1.000 |
2,571.60 |
|
0.618 |
2,553.09 |
|
HIGH |
2,523.15 |
|
0.618 |
2,504.64 |
|
0.500 |
2,498.93 |
|
0.382 |
2,493.21 |
|
LOW |
2,474.70 |
|
0.618 |
2,444.76 |
|
1.000 |
2,426.25 |
|
1.618 |
2,396.31 |
|
2.618 |
2,347.86 |
|
4.250 |
2,268.79 |
|
|