| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,538.58 |
2,535.87 |
-2.71 |
-0.1% |
2,482.31 |
| High |
2,546.01 |
2,540.40 |
-5.61 |
-0.2% |
2,562.48 |
| Low |
2,522.57 |
2,507.58 |
-14.99 |
-0.6% |
2,478.36 |
| Close |
2,537.40 |
2,524.87 |
-12.53 |
-0.5% |
2,527.05 |
| Range |
23.44 |
32.82 |
9.38 |
40.0% |
84.12 |
| ATR |
40.92 |
40.34 |
-0.58 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,622.74 |
2,606.63 |
2,542.92 |
|
| R3 |
2,589.92 |
2,573.81 |
2,533.90 |
|
| R2 |
2,557.10 |
2,557.10 |
2,530.89 |
|
| R1 |
2,540.99 |
2,540.99 |
2,527.88 |
2,532.64 |
| PP |
2,524.28 |
2,524.28 |
2,524.28 |
2,520.11 |
| S1 |
2,508.17 |
2,508.17 |
2,521.86 |
2,499.82 |
| S2 |
2,491.46 |
2,491.46 |
2,518.85 |
|
| S3 |
2,458.64 |
2,475.35 |
2,515.84 |
|
| S4 |
2,425.82 |
2,442.53 |
2,506.82 |
|
|
| 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 |
2,507.58 |
63.21 |
2.5% |
29.93 |
1.2% |
27% |
False |
True |
|
| 10 |
2,570.79 |
2,474.70 |
96.09 |
3.8% |
41.82 |
1.7% |
52% |
False |
False |
|
| 20 |
2,737.14 |
2,474.70 |
262.44 |
10.4% |
39.87 |
1.6% |
19% |
False |
False |
|
| 40 |
2,764.21 |
2,474.70 |
289.51 |
11.5% |
37.16 |
1.5% |
17% |
False |
False |
|
| 60 |
2,795.35 |
2,474.70 |
320.65 |
12.7% |
33.02 |
1.3% |
16% |
False |
False |
|
| 80 |
2,795.35 |
2,474.70 |
320.65 |
12.7% |
30.85 |
1.2% |
16% |
False |
False |
|
| 100 |
2,795.35 |
2,342.34 |
453.01 |
17.9% |
29.11 |
1.2% |
40% |
False |
False |
|
| 120 |
2,795.35 |
2,209.57 |
585.78 |
23.2% |
29.28 |
1.2% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,679.89 |
|
2.618 |
2,626.32 |
|
1.618 |
2,593.50 |
|
1.000 |
2,573.22 |
|
0.618 |
2,560.68 |
|
HIGH |
2,540.40 |
|
0.618 |
2,527.86 |
|
0.500 |
2,523.99 |
|
0.382 |
2,520.12 |
|
LOW |
2,507.58 |
|
0.618 |
2,487.30 |
|
1.000 |
2,474.76 |
|
1.618 |
2,454.48 |
|
2.618 |
2,421.66 |
|
4.250 |
2,368.10 |
|
|