| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,532.32 |
2,542.66 |
10.34 |
0.4% |
2,482.31 |
| High |
2,537.56 |
2,570.79 |
33.23 |
1.3% |
2,562.48 |
| Low |
2,520.17 |
2,536.62 |
16.45 |
0.7% |
2,478.36 |
| Close |
2,527.05 |
2,558.97 |
31.92 |
1.3% |
2,527.05 |
| Range |
17.39 |
34.17 |
16.78 |
96.5% |
84.12 |
| ATR |
41.07 |
41.26 |
0.19 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,657.97 |
2,642.64 |
2,577.76 |
|
| R3 |
2,623.80 |
2,608.47 |
2,568.37 |
|
| R2 |
2,589.63 |
2,589.63 |
2,565.23 |
|
| R1 |
2,574.30 |
2,574.30 |
2,562.10 |
2,581.97 |
| PP |
2,555.46 |
2,555.46 |
2,555.46 |
2,559.29 |
| S1 |
2,540.13 |
2,540.13 |
2,555.84 |
2,547.80 |
| S2 |
2,521.29 |
2,521.29 |
2,552.71 |
|
| S3 |
2,487.12 |
2,505.96 |
2,549.57 |
|
| S4 |
2,452.95 |
2,471.79 |
2,540.18 |
|
|
| 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 |
2,570.79 |
2,499.30 |
71.49 |
2.8% |
37.13 |
1.5% |
83% |
True |
False |
|
| 10 |
2,617.23 |
2,474.70 |
142.53 |
5.6% |
44.09 |
1.7% |
59% |
False |
False |
|
| 20 |
2,756.81 |
2,474.70 |
282.11 |
11.0% |
40.54 |
1.6% |
30% |
False |
False |
|
| 40 |
2,795.35 |
2,474.70 |
320.65 |
12.5% |
37.46 |
1.5% |
26% |
False |
False |
|
| 60 |
2,795.35 |
2,474.70 |
320.65 |
12.5% |
32.64 |
1.3% |
26% |
False |
False |
|
| 80 |
2,795.35 |
2,474.70 |
320.65 |
12.5% |
30.55 |
1.2% |
26% |
False |
False |
|
| 100 |
2,795.35 |
2,317.52 |
477.83 |
18.7% |
29.09 |
1.1% |
51% |
False |
False |
|
| 120 |
2,795.35 |
2,209.57 |
585.78 |
22.9% |
29.32 |
1.1% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,716.01 |
|
2.618 |
2,660.25 |
|
1.618 |
2,626.08 |
|
1.000 |
2,604.96 |
|
0.618 |
2,591.91 |
|
HIGH |
2,570.79 |
|
0.618 |
2,557.74 |
|
0.500 |
2,553.71 |
|
0.382 |
2,549.67 |
|
LOW |
2,536.62 |
|
0.618 |
2,515.50 |
|
1.000 |
2,502.45 |
|
1.618 |
2,481.33 |
|
2.618 |
2,447.16 |
|
4.250 |
2,391.40 |
|
|