| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,517.89 |
2,482.31 |
-35.58 |
-1.4% |
2,593.75 |
| High |
2,523.15 |
2,547.69 |
24.54 |
1.0% |
2,617.23 |
| Low |
2,474.70 |
2,478.36 |
3.66 |
0.1% |
2,474.70 |
| Close |
2,478.53 |
2,545.43 |
66.90 |
2.7% |
2,478.53 |
| Range |
48.45 |
69.33 |
20.88 |
43.1% |
142.53 |
| ATR |
40.35 |
42.42 |
2.07 |
5.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,731.82 |
2,707.95 |
2,583.56 |
|
| R3 |
2,662.49 |
2,638.62 |
2,564.50 |
|
| R2 |
2,593.16 |
2,593.16 |
2,558.14 |
|
| R1 |
2,569.29 |
2,569.29 |
2,551.79 |
2,581.23 |
| PP |
2,523.83 |
2,523.83 |
2,523.83 |
2,529.79 |
| S1 |
2,499.96 |
2,499.96 |
2,539.07 |
2,511.90 |
| S2 |
2,454.50 |
2,454.50 |
2,532.72 |
|
| S3 |
2,385.17 |
2,430.63 |
2,526.36 |
|
| S4 |
2,315.84 |
2,361.30 |
2,507.30 |
|
|
| 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 |
5.6% |
51.04 |
2.0% |
50% |
False |
False |
|
| 10 |
2,643.22 |
2,474.70 |
168.52 |
6.6% |
43.97 |
1.7% |
42% |
False |
False |
|
| 20 |
2,756.81 |
2,474.70 |
282.11 |
11.1% |
37.28 |
1.5% |
25% |
False |
False |
|
| 40 |
2,795.35 |
2,474.70 |
320.65 |
12.6% |
36.41 |
1.4% |
22% |
False |
False |
|
| 60 |
2,795.35 |
2,474.70 |
320.65 |
12.6% |
31.74 |
1.2% |
22% |
False |
False |
|
| 80 |
2,795.35 |
2,433.63 |
361.72 |
14.2% |
29.74 |
1.2% |
31% |
False |
False |
|
| 100 |
2,795.35 |
2,262.22 |
533.13 |
20.9% |
28.31 |
1.1% |
53% |
False |
False |
|
| 120 |
2,795.35 |
2,205.77 |
589.58 |
23.2% |
28.98 |
1.1% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,842.34 |
|
2.618 |
2,729.20 |
|
1.618 |
2,659.87 |
|
1.000 |
2,617.02 |
|
0.618 |
2,590.54 |
|
HIGH |
2,547.69 |
|
0.618 |
2,521.21 |
|
0.500 |
2,513.03 |
|
0.382 |
2,504.84 |
|
LOW |
2,478.36 |
|
0.618 |
2,435.51 |
|
1.000 |
2,409.03 |
|
1.618 |
2,366.18 |
|
2.618 |
2,296.85 |
|
4.250 |
2,183.71 |
|
|