Day Change Summary |
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Previous |
Current |
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16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
Open |
6,334.0 |
6,405.0 |
71.0 |
1.1% |
6,435.0 |
High |
6,451.0 |
6,423.0 |
-28.0 |
-0.4% |
6,602.0 |
Low |
6,309.5 |
6,273.0 |
-36.5 |
-0.6% |
6,390.0 |
Close |
6,397.5 |
6,324.5 |
-73.0 |
-1.1% |
6,591.0 |
Range |
141.5 |
150.0 |
8.5 |
6.0% |
212.0 |
ATR |
144.8 |
145.1 |
0.4 |
0.3% |
0.0 |
Volume |
716 |
259 |
-457 |
-63.8% |
1,436 |
|
Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,790.2 |
6,707.3 |
6,407.0 |
|
R3 |
6,640.2 |
6,557.3 |
6,365.8 |
|
R2 |
6,490.2 |
6,490.2 |
6,352.0 |
|
R1 |
6,407.3 |
6,407.3 |
6,338.3 |
6,373.8 |
PP |
6,340.2 |
6,340.2 |
6,340.2 |
6,323.4 |
S1 |
6,257.3 |
6,257.3 |
6,310.8 |
6,223.8 |
S2 |
6,190.2 |
6,190.2 |
6,297.0 |
|
S3 |
6,040.2 |
6,107.3 |
6,283.3 |
|
S4 |
5,890.2 |
5,957.3 |
6,242.0 |
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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 |
6,273.0 |
326.0 |
5.2% |
136.9 |
2.2% |
16% |
False |
True |
390 |
10 |
6,692.5 |
6,273.0 |
419.5 |
6.6% |
142.2 |
2.2% |
12% |
False |
True |
361 |
20 |
6,885.0 |
6,273.0 |
612.0 |
9.7% |
143.1 |
2.3% |
8% |
False |
True |
325 |
40 |
7,175.0 |
6,273.0 |
902.0 |
14.3% |
137.1 |
2.2% |
6% |
False |
True |
253 |
60 |
7,217.5 |
6,273.0 |
944.5 |
14.9% |
118.6 |
1.9% |
5% |
False |
True |
857 |
80 |
7,217.5 |
6,273.0 |
944.5 |
14.9% |
105.6 |
1.7% |
5% |
False |
True |
652 |
100 |
7,217.5 |
5,819.0 |
1,398.5 |
22.1% |
95.9 |
1.5% |
36% |
False |
False |
528 |
|
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Fibonacci Retracements and Extensions |
4.250 |
7,060.5 |
2.618 |
6,815.7 |
1.618 |
6,665.7 |
1.000 |
6,573.0 |
0.618 |
6,515.7 |
HIGH |
6,423.0 |
0.618 |
6,365.7 |
0.500 |
6,348.0 |
0.382 |
6,330.3 |
LOW |
6,273.0 |
0.618 |
6,180.3 |
1.000 |
6,123.0 |
1.618 |
6,030.3 |
2.618 |
5,880.3 |
4.250 |
5,635.5 |
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