Day Change Summary |
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Previous |
Current |
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11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
Open |
4,285.0 |
4,280.0 |
-5.0 |
-0.1% |
4,310.0 |
High |
4,306.0 |
4,314.0 |
8.0 |
0.2% |
4,335.0 |
Low |
4,271.0 |
4,276.0 |
5.0 |
0.1% |
4,246.0 |
Close |
4,285.0 |
4,297.0 |
12.0 |
0.3% |
4,285.0 |
Range |
35.0 |
38.0 |
3.0 |
8.6% |
89.0 |
ATR |
43.6 |
43.2 |
-0.4 |
-0.9% |
0.0 |
Volume |
25,499 |
24,922 |
-577 |
-2.3% |
151,002 |
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Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,409.7 |
4,391.3 |
4,317.9 |
|
R3 |
4,371.7 |
4,353.3 |
4,307.5 |
|
R2 |
4,333.7 |
4,333.7 |
4,304.0 |
|
R1 |
4,315.3 |
4,315.3 |
4,300.5 |
4,324.5 |
PP |
4,295.7 |
4,295.7 |
4,295.7 |
4,300.3 |
S1 |
4,277.3 |
4,277.3 |
4,293.5 |
4,286.5 |
S2 |
4,257.7 |
4,257.7 |
4,290.0 |
|
S3 |
4,219.7 |
4,239.3 |
4,286.6 |
|
S4 |
4,181.7 |
4,201.3 |
4,276.1 |
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Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,555.7 |
4,509.3 |
4,334.0 |
|
R3 |
4,466.7 |
4,420.3 |
4,309.5 |
|
R2 |
4,377.7 |
4,377.7 |
4,301.3 |
|
R1 |
4,331.3 |
4,331.3 |
4,293.2 |
4,310.0 |
PP |
4,288.7 |
4,288.7 |
4,288.7 |
4,278.0 |
S1 |
4,242.3 |
4,242.3 |
4,276.8 |
4,221.0 |
S2 |
4,199.7 |
4,199.7 |
4,268.7 |
|
S3 |
4,110.7 |
4,153.3 |
4,260.5 |
|
S4 |
4,021.7 |
4,064.3 |
4,236.1 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,328.0 |
4,246.0 |
82.0 |
1.9% |
39.2 |
0.9% |
62% |
False |
False |
28,091 |
10 |
4,448.0 |
4,246.0 |
202.0 |
4.7% |
37.8 |
0.9% |
25% |
False |
False |
26,775 |
20 |
4,448.0 |
4,246.0 |
202.0 |
4.7% |
34.1 |
0.8% |
25% |
False |
False |
24,477 |
40 |
4,448.0 |
4,245.0 |
203.0 |
4.7% |
35.3 |
0.8% |
26% |
False |
False |
25,046 |
60 |
4,448.0 |
4,150.0 |
298.0 |
6.9% |
29.4 |
0.7% |
49% |
False |
False |
20,665 |
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Fibonacci Retracements and Extensions |
4.250 |
4,475.5 |
2.618 |
4,413.5 |
1.618 |
4,375.5 |
1.000 |
4,352.0 |
0.618 |
4,337.5 |
HIGH |
4,314.0 |
0.618 |
4,299.5 |
0.500 |
4,295.0 |
0.382 |
4,290.5 |
LOW |
4,276.0 |
0.618 |
4,252.5 |
1.000 |
4,238.0 |
1.618 |
4,214.5 |
2.618 |
4,176.5 |
4.250 |
4,114.5 |
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