| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,482.31 |
2,553.58 |
71.27 |
2.9% |
2,593.75 |
| High |
2,547.69 |
2,562.48 |
14.79 |
0.6% |
2,617.23 |
| Low |
2,478.36 |
2,524.11 |
45.75 |
1.8% |
2,474.70 |
| Close |
2,545.43 |
2,539.20 |
-6.23 |
-0.2% |
2,478.53 |
| Range |
69.33 |
38.37 |
-30.96 |
-44.7% |
142.53 |
| ATR |
42.42 |
42.13 |
-0.29 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,657.04 |
2,636.49 |
2,560.30 |
|
| R3 |
2,618.67 |
2,598.12 |
2,549.75 |
|
| R2 |
2,580.30 |
2,580.30 |
2,546.23 |
|
| R1 |
2,559.75 |
2,559.75 |
2,542.72 |
2,550.84 |
| PP |
2,541.93 |
2,541.93 |
2,541.93 |
2,537.48 |
| S1 |
2,521.38 |
2,521.38 |
2,535.68 |
2,512.47 |
| S2 |
2,503.56 |
2,503.56 |
2,532.17 |
|
| S3 |
2,465.19 |
2,483.01 |
2,528.65 |
|
| S4 |
2,426.82 |
2,444.64 |
2,518.10 |
|
|
| 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 |
2,597.16 |
2,474.70 |
122.46 |
4.8% |
50.62 |
2.0% |
53% |
False |
False |
|
| 10 |
2,643.22 |
2,474.70 |
168.52 |
6.6% |
42.73 |
1.7% |
38% |
False |
False |
|
| 20 |
2,756.81 |
2,474.70 |
282.11 |
11.1% |
37.67 |
1.5% |
23% |
False |
False |
|
| 40 |
2,795.35 |
2,474.70 |
320.65 |
12.6% |
36.58 |
1.4% |
20% |
False |
False |
|
| 60 |
2,795.35 |
2,474.70 |
320.65 |
12.6% |
31.76 |
1.3% |
20% |
False |
False |
|
| 80 |
2,795.35 |
2,433.63 |
361.72 |
14.2% |
30.00 |
1.2% |
29% |
False |
False |
|
| 100 |
2,795.35 |
2,264.89 |
530.46 |
20.9% |
28.37 |
1.1% |
52% |
False |
False |
|
| 120 |
2,795.35 |
2,209.57 |
585.78 |
23.1% |
29.01 |
1.1% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,725.55 |
|
2.618 |
2,662.93 |
|
1.618 |
2,624.56 |
|
1.000 |
2,600.85 |
|
0.618 |
2,586.19 |
|
HIGH |
2,562.48 |
|
0.618 |
2,547.82 |
|
0.500 |
2,543.30 |
|
0.382 |
2,538.77 |
|
LOW |
2,524.11 |
|
0.618 |
2,500.40 |
|
1.000 |
2,485.74 |
|
1.618 |
2,462.03 |
|
2.618 |
2,423.66 |
|
4.250 |
2,361.04 |
|
|