| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,580.25 |
2,611.25 |
31.00 |
1.2% |
2,726.00 |
| High |
2,640.00 |
2,623.00 |
-17.00 |
-0.6% |
2,742.50 |
| Low |
2,580.25 |
2,589.25 |
9.00 |
0.3% |
2,620.00 |
| Close |
2,631.00 |
2,617.00 |
-14.00 |
-0.5% |
2,620.00 |
| Range |
59.75 |
33.75 |
-26.00 |
-43.5% |
122.50 |
| ATR |
38.00 |
38.27 |
0.27 |
0.7% |
0.00 |
| Volume |
51 |
46 |
-5 |
-9.8% |
309 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,711.00 |
2,697.75 |
2,635.50 |
|
| R3 |
2,677.25 |
2,664.00 |
2,626.25 |
|
| R2 |
2,643.50 |
2,643.50 |
2,623.25 |
|
| R1 |
2,630.25 |
2,630.25 |
2,620.00 |
2,637.00 |
| PP |
2,609.75 |
2,609.75 |
2,609.75 |
2,613.00 |
| S1 |
2,596.50 |
2,596.50 |
2,614.00 |
2,603.00 |
| S2 |
2,576.00 |
2,576.00 |
2,610.75 |
|
| S3 |
2,542.25 |
2,562.75 |
2,607.75 |
|
| S4 |
2,508.50 |
2,529.00 |
2,598.50 |
|
|
| 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 |
2,727.75 |
2,580.25 |
147.50 |
5.6% |
41.75 |
1.6% |
25% |
False |
False |
67 |
| 10 |
2,742.50 |
2,580.25 |
162.25 |
6.2% |
35.50 |
1.4% |
23% |
False |
False |
49 |
| 20 |
2,742.50 |
2,580.25 |
162.25 |
6.2% |
37.75 |
1.4% |
23% |
False |
False |
54 |
| 40 |
2,788.00 |
2,580.25 |
207.75 |
7.9% |
31.00 |
1.2% |
18% |
False |
False |
57 |
| 60 |
2,788.00 |
2,549.50 |
238.50 |
9.1% |
21.75 |
0.8% |
28% |
False |
False |
38 |
| 80 |
2,788.00 |
2,375.00 |
413.00 |
15.8% |
17.50 |
0.7% |
59% |
False |
False |
29 |
| 100 |
2,788.00 |
2,207.50 |
580.50 |
22.2% |
14.25 |
0.5% |
71% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,766.50 |
|
2.618 |
2,711.25 |
|
1.618 |
2,677.50 |
|
1.000 |
2,656.75 |
|
0.618 |
2,643.75 |
|
HIGH |
2,623.00 |
|
0.618 |
2,610.00 |
|
0.500 |
2,606.00 |
|
0.382 |
2,602.25 |
|
LOW |
2,589.25 |
|
0.618 |
2,568.50 |
|
1.000 |
2,555.50 |
|
1.618 |
2,534.75 |
|
2.618 |
2,501.00 |
|
4.250 |
2,445.75 |
|
|