| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,666.00 |
2,580.25 |
-85.75 |
-3.2% |
2,726.00 |
| High |
2,666.00 |
2,640.00 |
-26.00 |
-1.0% |
2,742.50 |
| Low |
2,620.00 |
2,580.25 |
-39.75 |
-1.5% |
2,620.00 |
| Close |
2,620.00 |
2,631.00 |
11.00 |
0.4% |
2,620.00 |
| Range |
46.00 |
59.75 |
13.75 |
29.9% |
122.50 |
| ATR |
36.33 |
38.00 |
1.67 |
4.6% |
0.00 |
| Volume |
206 |
51 |
-155 |
-75.2% |
309 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,796.25 |
2,773.50 |
2,663.75 |
|
| R3 |
2,736.50 |
2,713.75 |
2,647.50 |
|
| R2 |
2,676.75 |
2,676.75 |
2,642.00 |
|
| R1 |
2,654.00 |
2,654.00 |
2,636.50 |
2,665.50 |
| PP |
2,617.00 |
2,617.00 |
2,617.00 |
2,622.75 |
| S1 |
2,594.25 |
2,594.25 |
2,625.50 |
2,605.50 |
| S2 |
2,557.25 |
2,557.25 |
2,620.00 |
|
| S3 |
2,497.50 |
2,534.50 |
2,614.50 |
|
| S4 |
2,437.75 |
2,474.75 |
2,598.25 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,028.25 |
2,946.75 |
2,687.50 |
|
| R3 |
2,905.75 |
2,824.25 |
2,653.75 |
|
| R2 |
2,783.25 |
2,783.25 |
2,642.50 |
|
| R1 |
2,701.75 |
2,701.75 |
2,631.25 |
2,681.25 |
| PP |
2,660.75 |
2,660.75 |
2,660.75 |
2,650.50 |
| S1 |
2,579.25 |
2,579.25 |
2,608.75 |
2,558.75 |
| S2 |
2,538.25 |
2,538.25 |
2,597.50 |
|
| S3 |
2,415.75 |
2,456.75 |
2,586.25 |
|
| S4 |
2,293.25 |
2,334.25 |
2,552.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,742.50 |
2,580.25 |
162.25 |
6.2% |
41.00 |
1.6% |
31% |
False |
True |
58 |
| 10 |
2,742.50 |
2,580.25 |
162.25 |
6.2% |
36.00 |
1.4% |
31% |
False |
True |
57 |
| 20 |
2,742.50 |
2,580.25 |
162.25 |
6.2% |
38.75 |
1.5% |
31% |
False |
True |
52 |
| 40 |
2,788.00 |
2,580.25 |
207.75 |
7.9% |
30.25 |
1.1% |
24% |
False |
True |
56 |
| 60 |
2,788.00 |
2,549.50 |
238.50 |
9.1% |
21.25 |
0.8% |
34% |
False |
False |
38 |
| 80 |
2,788.00 |
2,367.00 |
421.00 |
16.0% |
17.25 |
0.7% |
63% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,894.00 |
|
2.618 |
2,796.50 |
|
1.618 |
2,736.75 |
|
1.000 |
2,699.75 |
|
0.618 |
2,677.00 |
|
HIGH |
2,640.00 |
|
0.618 |
2,617.25 |
|
0.500 |
2,610.00 |
|
0.382 |
2,603.00 |
|
LOW |
2,580.25 |
|
0.618 |
2,543.25 |
|
1.000 |
2,520.50 |
|
1.618 |
2,483.50 |
|
2.618 |
2,423.75 |
|
4.250 |
2,326.25 |
|
|