Day Change Summary |
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Previous |
Current |
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10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
Open |
6,520.0 |
6,469.0 |
-51.0 |
-0.8% |
6,435.0 |
High |
6,560.0 |
6,599.0 |
39.0 |
0.6% |
6,602.0 |
Low |
6,455.0 |
6,457.0 |
2.0 |
0.0% |
6,390.0 |
Close |
6,525.5 |
6,591.0 |
65.5 |
1.0% |
6,591.0 |
Range |
105.0 |
142.0 |
37.0 |
35.2% |
212.0 |
ATR |
143.1 |
143.0 |
-0.1 |
-0.1% |
0.0 |
Volume |
279 |
240 |
-39 |
-14.0% |
1,436 |
|
Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,975.0 |
6,925.0 |
6,669.1 |
|
R3 |
6,833.0 |
6,783.0 |
6,630.1 |
|
R2 |
6,691.0 |
6,691.0 |
6,617.0 |
|
R1 |
6,641.0 |
6,641.0 |
6,604.0 |
6,666.0 |
PP |
6,549.0 |
6,549.0 |
6,549.0 |
6,561.5 |
S1 |
6,499.0 |
6,499.0 |
6,578.0 |
6,524.0 |
S2 |
6,407.0 |
6,407.0 |
6,565.0 |
|
S3 |
6,265.0 |
6,357.0 |
6,552.0 |
|
S4 |
6,123.0 |
6,215.0 |
6,512.9 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,163.7 |
7,089.3 |
6,707.6 |
|
R3 |
6,951.7 |
6,877.3 |
6,649.3 |
|
R2 |
6,739.7 |
6,739.7 |
6,629.9 |
|
R1 |
6,665.3 |
6,665.3 |
6,610.4 |
6,702.5 |
PP |
6,527.7 |
6,527.7 |
6,527.7 |
6,546.3 |
S1 |
6,453.3 |
6,453.3 |
6,571.6 |
6,490.5 |
S2 |
6,315.7 |
6,315.7 |
6,552.1 |
|
S3 |
6,103.7 |
6,241.3 |
6,532.7 |
|
S4 |
5,891.7 |
6,029.3 |
6,474.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,602.0 |
6,390.0 |
212.0 |
3.2% |
147.3 |
2.2% |
95% |
False |
False |
287 |
10 |
6,885.0 |
6,390.0 |
495.0 |
7.5% |
150.0 |
2.3% |
41% |
False |
False |
309 |
20 |
6,885.0 |
6,390.0 |
495.0 |
7.5% |
147.8 |
2.2% |
41% |
False |
False |
265 |
40 |
7,217.5 |
6,390.0 |
827.5 |
12.6% |
130.7 |
2.0% |
24% |
False |
False |
873 |
60 |
7,217.5 |
6,390.0 |
827.5 |
12.6% |
115.9 |
1.8% |
24% |
False |
False |
833 |
80 |
7,217.5 |
6,340.0 |
877.5 |
13.3% |
100.7 |
1.5% |
29% |
False |
False |
633 |
|
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Fibonacci Retracements and Extensions |
4.250 |
7,202.5 |
2.618 |
6,970.8 |
1.618 |
6,828.8 |
1.000 |
6,741.0 |
0.618 |
6,686.8 |
HIGH |
6,599.0 |
0.618 |
6,544.8 |
0.500 |
6,528.0 |
0.382 |
6,511.2 |
LOW |
6,457.0 |
0.618 |
6,369.2 |
1.000 |
6,315.0 |
1.618 |
6,227.2 |
2.618 |
6,085.2 |
4.250 |
5,853.5 |
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