| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,611.25 |
2,600.00 |
-11.25 |
-0.4% |
2,726.00 |
| High |
2,623.00 |
2,625.00 |
2.00 |
0.1% |
2,742.50 |
| Low |
2,589.25 |
2,580.00 |
-9.25 |
-0.4% |
2,620.00 |
| Close |
2,617.00 |
2,613.75 |
-3.25 |
-0.1% |
2,620.00 |
| Range |
33.75 |
45.00 |
11.25 |
33.3% |
122.50 |
| ATR |
38.27 |
38.75 |
0.48 |
1.3% |
0.00 |
| Volume |
46 |
232 |
186 |
404.3% |
309 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,741.25 |
2,722.50 |
2,638.50 |
|
| R3 |
2,696.25 |
2,677.50 |
2,626.00 |
|
| R2 |
2,651.25 |
2,651.25 |
2,622.00 |
|
| R1 |
2,632.50 |
2,632.50 |
2,618.00 |
2,642.00 |
| PP |
2,606.25 |
2,606.25 |
2,606.25 |
2,611.00 |
| S1 |
2,587.50 |
2,587.50 |
2,609.50 |
2,597.00 |
| S2 |
2,561.25 |
2,561.25 |
2,605.50 |
|
| S3 |
2,516.25 |
2,542.50 |
2,601.50 |
|
| S4 |
2,471.25 |
2,497.50 |
2,589.00 |
|
|
| 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 |
2,580.00 |
147.75 |
5.7% |
45.25 |
1.7% |
23% |
False |
True |
110 |
| 10 |
2,742.50 |
2,580.00 |
162.50 |
6.2% |
33.50 |
1.3% |
21% |
False |
True |
70 |
| 20 |
2,742.50 |
2,580.00 |
162.50 |
6.2% |
38.75 |
1.5% |
21% |
False |
True |
65 |
| 40 |
2,788.00 |
2,580.00 |
208.00 |
8.0% |
31.75 |
1.2% |
16% |
False |
True |
63 |
| 60 |
2,788.00 |
2,549.50 |
238.50 |
9.1% |
22.25 |
0.9% |
27% |
False |
False |
42 |
| 80 |
2,788.00 |
2,413.50 |
374.50 |
14.3% |
18.00 |
0.7% |
53% |
False |
False |
32 |
| 100 |
2,788.00 |
2,207.50 |
580.50 |
22.2% |
14.75 |
0.6% |
70% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,816.25 |
|
2.618 |
2,742.75 |
|
1.618 |
2,697.75 |
|
1.000 |
2,670.00 |
|
0.618 |
2,652.75 |
|
HIGH |
2,625.00 |
|
0.618 |
2,607.75 |
|
0.500 |
2,602.50 |
|
0.382 |
2,597.25 |
|
LOW |
2,580.00 |
|
0.618 |
2,552.25 |
|
1.000 |
2,535.00 |
|
1.618 |
2,507.25 |
|
2.618 |
2,462.25 |
|
4.250 |
2,388.75 |
|
|