Day Change Summary |
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Previous |
Current |
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15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
Open |
6,474.0 |
6,334.0 |
-140.0 |
-2.2% |
6,435.0 |
High |
6,517.5 |
6,451.0 |
-66.5 |
-1.0% |
6,602.0 |
Low |
6,363.0 |
6,309.5 |
-53.5 |
-0.8% |
6,390.0 |
Close |
6,400.5 |
6,397.5 |
-3.0 |
0.0% |
6,591.0 |
Range |
154.5 |
141.5 |
-13.0 |
-8.4% |
212.0 |
ATR |
145.0 |
144.8 |
-0.3 |
-0.2% |
0.0 |
Volume |
560 |
716 |
156 |
27.9% |
1,436 |
|
Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,810.5 |
6,745.5 |
6,475.3 |
|
R3 |
6,669.0 |
6,604.0 |
6,436.4 |
|
R2 |
6,527.5 |
6,527.5 |
6,423.4 |
|
R1 |
6,462.5 |
6,462.5 |
6,410.5 |
6,495.0 |
PP |
6,386.0 |
6,386.0 |
6,386.0 |
6,402.3 |
S1 |
6,321.0 |
6,321.0 |
6,384.5 |
6,353.5 |
S2 |
6,244.5 |
6,244.5 |
6,371.6 |
|
S3 |
6,103.0 |
6,179.5 |
6,358.6 |
|
S4 |
5,961.5 |
6,038.0 |
6,319.7 |
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|
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 |
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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 |
6,599.0 |
6,309.5 |
289.5 |
4.5% |
127.9 |
2.0% |
30% |
False |
True |
394 |
10 |
6,805.0 |
6,309.5 |
495.5 |
7.7% |
141.6 |
2.2% |
18% |
False |
True |
370 |
20 |
6,885.0 |
6,309.5 |
575.5 |
9.0% |
140.3 |
2.2% |
15% |
False |
True |
316 |
40 |
7,189.5 |
6,309.5 |
880.0 |
13.8% |
135.0 |
2.1% |
10% |
False |
True |
249 |
60 |
7,217.5 |
6,309.5 |
908.0 |
14.2% |
117.3 |
1.8% |
10% |
False |
True |
853 |
80 |
7,217.5 |
6,309.5 |
908.0 |
14.2% |
103.9 |
1.6% |
10% |
False |
True |
650 |
100 |
7,217.5 |
5,819.0 |
1,398.5 |
21.9% |
94.9 |
1.5% |
41% |
False |
False |
527 |
|
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Fibonacci Retracements and Extensions |
4.250 |
7,052.4 |
2.618 |
6,821.4 |
1.618 |
6,679.9 |
1.000 |
6,592.5 |
0.618 |
6,538.4 |
HIGH |
6,451.0 |
0.618 |
6,396.9 |
0.500 |
6,380.3 |
0.382 |
6,363.6 |
LOW |
6,309.5 |
0.618 |
6,222.1 |
1.000 |
6,168.0 |
1.618 |
6,080.6 |
2.618 |
5,939.1 |
4.250 |
5,708.1 |
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