Day Change Summary |
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Previous |
Current |
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|
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14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
Open |
4,280.0 |
4,264.0 |
-16.0 |
-0.4% |
4,310.0 |
High |
4,314.0 |
4,283.0 |
-31.0 |
-0.7% |
4,335.0 |
Low |
4,276.0 |
4,258.0 |
-18.0 |
-0.4% |
4,246.0 |
Close |
4,297.0 |
4,273.0 |
-24.0 |
-0.6% |
4,285.0 |
Range |
38.0 |
25.0 |
-13.0 |
-34.2% |
89.0 |
ATR |
43.2 |
42.9 |
-0.3 |
-0.7% |
0.0 |
Volume |
24,922 |
24,122 |
-800 |
-3.2% |
151,002 |
|
Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,346.3 |
4,334.7 |
4,286.8 |
|
R3 |
4,321.3 |
4,309.7 |
4,279.9 |
|
R2 |
4,296.3 |
4,296.3 |
4,277.6 |
|
R1 |
4,284.7 |
4,284.7 |
4,275.3 |
4,290.5 |
PP |
4,271.3 |
4,271.3 |
4,271.3 |
4,274.3 |
S1 |
4,259.7 |
4,259.7 |
4,270.7 |
4,265.5 |
S2 |
4,246.3 |
4,246.3 |
4,268.4 |
|
S3 |
4,221.3 |
4,234.7 |
4,266.1 |
|
S4 |
4,196.3 |
4,209.7 |
4,259.3 |
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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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,314.0 |
4,246.0 |
68.0 |
1.6% |
36.2 |
0.8% |
40% |
False |
False |
28,079 |
10 |
4,441.0 |
4,246.0 |
195.0 |
4.6% |
35.0 |
0.8% |
14% |
False |
False |
26,555 |
20 |
4,448.0 |
4,246.0 |
202.0 |
4.7% |
34.2 |
0.8% |
13% |
False |
False |
24,678 |
40 |
4,448.0 |
4,245.0 |
203.0 |
4.8% |
35.4 |
0.8% |
14% |
False |
False |
25,126 |
60 |
4,448.0 |
4,150.0 |
298.0 |
7.0% |
29.5 |
0.7% |
41% |
False |
False |
21,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,389.3 |
2.618 |
4,348.5 |
1.618 |
4,323.5 |
1.000 |
4,308.0 |
0.618 |
4,298.5 |
HIGH |
4,283.0 |
0.618 |
4,273.5 |
0.500 |
4,270.5 |
0.382 |
4,267.6 |
LOW |
4,258.0 |
0.618 |
4,242.6 |
1.000 |
4,233.0 |
1.618 |
4,217.6 |
2.618 |
4,192.6 |
4.250 |
4,151.8 |
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