| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
6,390.0 |
6,350.0 |
-40.0 |
-0.6% |
6,522.0 |
| High |
6,450.5 |
6,378.5 |
-72.0 |
-1.1% |
6,526.5 |
| Low |
6,361.0 |
6,266.0 |
-95.0 |
-1.5% |
6,227.5 |
| Close |
6,443.0 |
6,289.5 |
-153.5 |
-2.4% |
6,280.5 |
| Range |
89.5 |
112.5 |
23.0 |
25.7% |
299.0 |
| ATR |
138.5 |
141.2 |
2.8 |
2.0% |
0.0 |
| Volume |
1,045 |
657 |
-388 |
-37.1% |
1,985 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,648.8 |
6,581.7 |
6,351.4 |
|
| R3 |
6,536.3 |
6,469.2 |
6,320.4 |
|
| R2 |
6,423.8 |
6,423.8 |
6,310.1 |
|
| R1 |
6,356.7 |
6,356.7 |
6,299.8 |
6,334.0 |
| PP |
6,311.3 |
6,311.3 |
6,311.3 |
6,300.0 |
| S1 |
6,244.2 |
6,244.2 |
6,279.2 |
6,221.5 |
| S2 |
6,198.8 |
6,198.8 |
6,268.9 |
|
| S3 |
6,086.3 |
6,131.7 |
6,258.6 |
|
| S4 |
5,973.8 |
6,019.2 |
6,227.6 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,241.8 |
7,060.2 |
6,445.0 |
|
| R3 |
6,942.8 |
6,761.2 |
6,362.7 |
|
| R2 |
6,643.8 |
6,643.8 |
6,335.3 |
|
| R1 |
6,462.2 |
6,462.2 |
6,307.9 |
6,403.5 |
| PP |
6,344.8 |
6,344.8 |
6,344.8 |
6,315.5 |
| S1 |
6,163.2 |
6,163.2 |
6,253.1 |
6,104.5 |
| S2 |
6,045.8 |
6,045.8 |
6,225.7 |
|
| S3 |
5,746.8 |
5,864.2 |
6,198.3 |
|
| S4 |
5,447.8 |
5,565.2 |
6,116.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,450.5 |
6,227.5 |
223.0 |
3.5% |
115.9 |
1.8% |
28% |
False |
False |
778 |
| 10 |
6,599.0 |
6,227.5 |
371.5 |
5.9% |
121.9 |
1.9% |
17% |
False |
False |
586 |
| 20 |
6,885.0 |
6,227.5 |
657.5 |
10.5% |
135.9 |
2.2% |
9% |
False |
False |
444 |
| 40 |
7,175.0 |
6,227.5 |
947.5 |
15.1% |
137.1 |
2.2% |
7% |
False |
False |
328 |
| 60 |
7,217.5 |
6,227.5 |
990.0 |
15.7% |
121.0 |
1.9% |
6% |
False |
False |
909 |
| 80 |
7,217.5 |
6,227.5 |
990.0 |
15.7% |
107.6 |
1.7% |
6% |
False |
False |
696 |
| 100 |
7,217.5 |
5,980.0 |
1,237.5 |
19.7% |
97.8 |
1.6% |
25% |
False |
False |
563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,856.6 |
|
2.618 |
6,673.0 |
|
1.618 |
6,560.5 |
|
1.000 |
6,491.0 |
|
0.618 |
6,448.0 |
|
HIGH |
6,378.5 |
|
0.618 |
6,335.5 |
|
0.500 |
6,322.3 |
|
0.382 |
6,309.0 |
|
LOW |
6,266.0 |
|
0.618 |
6,196.5 |
|
1.000 |
6,153.5 |
|
1.618 |
6,084.0 |
|
2.618 |
5,971.5 |
|
4.250 |
5,787.9 |
|
|