| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,553.58 |
2,534.66 |
-18.92 |
-0.7% |
2,593.75 |
| High |
2,562.48 |
2,553.19 |
-9.29 |
-0.4% |
2,617.23 |
| Low |
2,524.11 |
2,499.30 |
-24.81 |
-1.0% |
2,474.70 |
| Close |
2,539.20 |
2,547.08 |
7.88 |
0.3% |
2,478.53 |
| Range |
38.37 |
53.89 |
15.52 |
40.4% |
142.53 |
| ATR |
42.13 |
42.97 |
0.84 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,694.86 |
2,674.86 |
2,576.72 |
|
| R3 |
2,640.97 |
2,620.97 |
2,561.90 |
|
| R2 |
2,587.08 |
2,587.08 |
2,556.96 |
|
| R1 |
2,567.08 |
2,567.08 |
2,552.02 |
2,577.08 |
| PP |
2,533.19 |
2,533.19 |
2,533.19 |
2,538.19 |
| S1 |
2,513.19 |
2,513.19 |
2,542.14 |
2,523.19 |
| S2 |
2,479.30 |
2,479.30 |
2,537.20 |
|
| S3 |
2,425.41 |
2,459.30 |
2,532.26 |
|
| S4 |
2,371.52 |
2,405.41 |
2,517.44 |
|
|
| 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 |
2,567.55 |
2,474.70 |
92.85 |
3.6% |
53.71 |
2.1% |
78% |
False |
False |
|
| 10 |
2,643.22 |
2,474.70 |
168.52 |
6.6% |
43.45 |
1.7% |
43% |
False |
False |
|
| 20 |
2,756.81 |
2,474.70 |
282.11 |
11.1% |
39.38 |
1.5% |
26% |
False |
False |
|
| 40 |
2,795.35 |
2,474.70 |
320.65 |
12.6% |
37.56 |
1.5% |
23% |
False |
False |
|
| 60 |
2,795.35 |
2,474.70 |
320.65 |
12.6% |
32.21 |
1.3% |
23% |
False |
False |
|
| 80 |
2,795.35 |
2,453.05 |
342.30 |
13.4% |
30.24 |
1.2% |
27% |
False |
False |
|
| 100 |
2,795.35 |
2,277.77 |
517.58 |
20.3% |
28.70 |
1.1% |
52% |
False |
False |
|
| 120 |
2,795.35 |
2,209.57 |
585.78 |
23.0% |
29.21 |
1.1% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,782.22 |
|
2.618 |
2,694.27 |
|
1.618 |
2,640.38 |
|
1.000 |
2,607.08 |
|
0.618 |
2,586.49 |
|
HIGH |
2,553.19 |
|
0.618 |
2,532.60 |
|
0.500 |
2,526.25 |
|
0.382 |
2,519.89 |
|
LOW |
2,499.30 |
|
0.618 |
2,466.00 |
|
1.000 |
2,445.41 |
|
1.618 |
2,412.11 |
|
2.618 |
2,358.22 |
|
4.250 |
2,270.27 |
|
|