| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,542.66 |
2,538.58 |
-4.08 |
-0.2% |
2,482.31 |
| High |
2,570.79 |
2,546.01 |
-24.78 |
-1.0% |
2,562.48 |
| Low |
2,536.62 |
2,522.57 |
-14.05 |
-0.6% |
2,478.36 |
| Close |
2,558.97 |
2,537.40 |
-21.57 |
-0.8% |
2,527.05 |
| Range |
34.17 |
23.44 |
-10.73 |
-31.4% |
84.12 |
| ATR |
41.26 |
40.92 |
-0.35 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,605.65 |
2,594.96 |
2,550.29 |
|
| R3 |
2,582.21 |
2,571.52 |
2,543.85 |
|
| R2 |
2,558.77 |
2,558.77 |
2,541.70 |
|
| R1 |
2,548.08 |
2,548.08 |
2,539.55 |
2,541.71 |
| PP |
2,535.33 |
2,535.33 |
2,535.33 |
2,532.14 |
| S1 |
2,524.64 |
2,524.64 |
2,535.25 |
2,518.27 |
| S2 |
2,511.89 |
2,511.89 |
2,533.10 |
|
| S3 |
2,488.45 |
2,501.20 |
2,530.95 |
|
| S4 |
2,465.01 |
2,477.76 |
2,524.51 |
|
|
| 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% |
34.15 |
1.3% |
53% |
False |
False |
|
| 10 |
2,597.16 |
2,474.70 |
122.46 |
4.8% |
42.39 |
1.7% |
51% |
False |
False |
|
| 20 |
2,737.14 |
2,474.70 |
262.44 |
10.3% |
39.66 |
1.6% |
24% |
False |
False |
|
| 40 |
2,795.35 |
2,474.70 |
320.65 |
12.6% |
37.05 |
1.5% |
20% |
False |
False |
|
| 60 |
2,795.35 |
2,474.70 |
320.65 |
12.6% |
32.78 |
1.3% |
20% |
False |
False |
|
| 80 |
2,795.35 |
2,474.70 |
320.65 |
12.6% |
30.63 |
1.2% |
20% |
False |
False |
|
| 100 |
2,795.35 |
2,341.64 |
453.71 |
17.9% |
28.99 |
1.1% |
43% |
False |
False |
|
| 120 |
2,795.35 |
2,209.57 |
585.78 |
23.1% |
29.33 |
1.2% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,645.63 |
|
2.618 |
2,607.38 |
|
1.618 |
2,583.94 |
|
1.000 |
2,569.45 |
|
0.618 |
2,560.50 |
|
HIGH |
2,546.01 |
|
0.618 |
2,537.06 |
|
0.500 |
2,534.29 |
|
0.382 |
2,531.52 |
|
LOW |
2,522.57 |
|
0.618 |
2,508.08 |
|
1.000 |
2,499.13 |
|
1.618 |
2,484.64 |
|
2.618 |
2,461.20 |
|
4.250 |
2,422.95 |
|
|