| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,534.66 |
2,553.12 |
18.46 |
0.7% |
2,593.75 |
| High |
2,553.19 |
2,554.20 |
1.01 |
0.0% |
2,617.23 |
| Low |
2,499.30 |
2,512.35 |
13.05 |
0.5% |
2,474.70 |
| Close |
2,547.08 |
2,531.35 |
-15.73 |
-0.6% |
2,478.53 |
| Range |
53.89 |
41.85 |
-12.04 |
-22.3% |
142.53 |
| ATR |
42.97 |
42.89 |
-0.08 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,658.18 |
2,636.62 |
2,554.37 |
|
| R3 |
2,616.33 |
2,594.77 |
2,542.86 |
|
| R2 |
2,574.48 |
2,574.48 |
2,539.02 |
|
| R1 |
2,552.92 |
2,552.92 |
2,535.19 |
2,542.78 |
| PP |
2,532.63 |
2,532.63 |
2,532.63 |
2,527.56 |
| S1 |
2,511.07 |
2,511.07 |
2,527.51 |
2,500.93 |
| S2 |
2,490.78 |
2,490.78 |
2,523.68 |
|
| S3 |
2,448.93 |
2,469.22 |
2,519.84 |
|
| S4 |
2,407.08 |
2,427.37 |
2,508.33 |
|
|
| 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 |
2,562.48 |
2,474.70 |
87.78 |
3.5% |
50.38 |
2.0% |
65% |
False |
False |
|
| 10 |
2,643.22 |
2,474.70 |
168.52 |
6.7% |
45.11 |
1.8% |
34% |
False |
False |
|
| 20 |
2,756.81 |
2,474.70 |
282.11 |
11.1% |
40.18 |
1.6% |
20% |
False |
False |
|
| 40 |
2,795.35 |
2,474.70 |
320.65 |
12.7% |
37.63 |
1.5% |
18% |
False |
False |
|
| 60 |
2,795.35 |
2,474.70 |
320.65 |
12.7% |
32.40 |
1.3% |
18% |
False |
False |
|
| 80 |
2,795.35 |
2,474.29 |
321.06 |
12.7% |
30.41 |
1.2% |
18% |
False |
False |
|
| 100 |
2,795.35 |
2,307.56 |
487.79 |
19.3% |
29.00 |
1.1% |
46% |
False |
False |
|
| 120 |
2,795.35 |
2,209.57 |
585.78 |
23.1% |
29.37 |
1.2% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,732.06 |
|
2.618 |
2,663.76 |
|
1.618 |
2,621.91 |
|
1.000 |
2,596.05 |
|
0.618 |
2,580.06 |
|
HIGH |
2,554.20 |
|
0.618 |
2,538.21 |
|
0.500 |
2,533.28 |
|
0.382 |
2,528.34 |
|
LOW |
2,512.35 |
|
0.618 |
2,486.49 |
|
1.000 |
2,470.50 |
|
1.618 |
2,444.64 |
|
2.618 |
2,402.79 |
|
4.250 |
2,334.49 |
|
|