| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,553.12 |
2,532.32 |
-20.80 |
-0.8% |
2,482.31 |
| High |
2,554.20 |
2,537.56 |
-16.64 |
-0.7% |
2,562.48 |
| Low |
2,512.35 |
2,520.17 |
7.82 |
0.3% |
2,478.36 |
| Close |
2,531.35 |
2,527.05 |
-4.30 |
-0.2% |
2,527.05 |
| Range |
41.85 |
17.39 |
-24.46 |
-58.4% |
84.12 |
| ATR |
42.89 |
41.07 |
-1.82 |
-4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,580.43 |
2,571.13 |
2,536.61 |
|
| R3 |
2,563.04 |
2,553.74 |
2,531.83 |
|
| R2 |
2,545.65 |
2,545.65 |
2,530.24 |
|
| R1 |
2,536.35 |
2,536.35 |
2,528.64 |
2,532.31 |
| PP |
2,528.26 |
2,528.26 |
2,528.26 |
2,526.24 |
| S1 |
2,518.96 |
2,518.96 |
2,525.46 |
2,514.92 |
| S2 |
2,510.87 |
2,510.87 |
2,523.86 |
|
| S3 |
2,493.48 |
2,501.57 |
2,522.27 |
|
| S4 |
2,476.09 |
2,484.18 |
2,517.49 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,774.99 |
2,735.14 |
2,573.32 |
|
| R3 |
2,690.87 |
2,651.02 |
2,550.18 |
|
| R2 |
2,606.75 |
2,606.75 |
2,542.47 |
|
| R1 |
2,566.90 |
2,566.90 |
2,534.76 |
2,586.83 |
| PP |
2,522.63 |
2,522.63 |
2,522.63 |
2,532.59 |
| S1 |
2,482.78 |
2,482.78 |
2,519.34 |
2,502.71 |
| S2 |
2,438.51 |
2,438.51 |
2,511.63 |
|
| S3 |
2,354.39 |
2,398.66 |
2,503.92 |
|
| S4 |
2,270.27 |
2,314.54 |
2,480.78 |
|
|
| 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 |
2,478.36 |
84.12 |
3.3% |
44.17 |
1.7% |
58% |
False |
False |
|
| 10 |
2,617.23 |
2,474.70 |
142.53 |
5.6% |
43.03 |
1.7% |
37% |
False |
False |
|
| 20 |
2,756.81 |
2,474.70 |
282.11 |
11.2% |
39.69 |
1.6% |
19% |
False |
False |
|
| 40 |
2,795.35 |
2,474.70 |
320.65 |
12.7% |
37.36 |
1.5% |
16% |
False |
False |
|
| 60 |
2,795.35 |
2,474.70 |
320.65 |
12.7% |
32.35 |
1.3% |
16% |
False |
False |
|
| 80 |
2,795.35 |
2,474.70 |
320.65 |
12.7% |
30.33 |
1.2% |
16% |
False |
False |
|
| 100 |
2,795.35 |
2,307.56 |
487.79 |
19.3% |
29.01 |
1.1% |
45% |
False |
False |
|
| 120 |
2,795.35 |
2,209.57 |
585.78 |
23.2% |
29.27 |
1.2% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,611.47 |
|
2.618 |
2,583.09 |
|
1.618 |
2,565.70 |
|
1.000 |
2,554.95 |
|
0.618 |
2,548.31 |
|
HIGH |
2,537.56 |
|
0.618 |
2,530.92 |
|
0.500 |
2,528.87 |
|
0.382 |
2,526.81 |
|
LOW |
2,520.17 |
|
0.618 |
2,509.42 |
|
1.000 |
2,502.78 |
|
1.618 |
2,492.03 |
|
2.618 |
2,474.64 |
|
4.250 |
2,446.26 |
|
|