| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,606.50 |
2,610.75 |
4.25 |
0.2% |
2,580.25 |
| High |
2,633.00 |
2,610.75 |
-22.25 |
-0.8% |
2,640.00 |
| Low |
2,603.75 |
2,575.00 |
-28.75 |
-1.1% |
2,580.00 |
| Close |
2,605.75 |
2,579.75 |
-26.00 |
-1.0% |
2,605.75 |
| Range |
29.25 |
35.75 |
6.50 |
22.2% |
60.00 |
| ATR |
37.94 |
37.78 |
-0.16 |
-0.4% |
0.00 |
| Volume |
15 |
42 |
27 |
180.0% |
571 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,695.75 |
2,673.50 |
2,599.50 |
|
| R3 |
2,660.00 |
2,637.75 |
2,589.50 |
|
| R2 |
2,624.25 |
2,624.25 |
2,586.25 |
|
| R1 |
2,602.00 |
2,602.00 |
2,583.00 |
2,595.25 |
| PP |
2,588.50 |
2,588.50 |
2,588.50 |
2,585.00 |
| S1 |
2,566.25 |
2,566.25 |
2,576.50 |
2,559.50 |
| S2 |
2,552.75 |
2,552.75 |
2,573.25 |
|
| S3 |
2,517.00 |
2,530.50 |
2,570.00 |
|
| S4 |
2,481.25 |
2,494.75 |
2,560.00 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,788.50 |
2,757.25 |
2,638.75 |
|
| R3 |
2,728.50 |
2,697.25 |
2,622.25 |
|
| R2 |
2,668.50 |
2,668.50 |
2,616.75 |
|
| R1 |
2,637.25 |
2,637.25 |
2,611.25 |
2,653.00 |
| PP |
2,608.50 |
2,608.50 |
2,608.50 |
2,616.50 |
| S1 |
2,577.25 |
2,577.25 |
2,600.25 |
2,593.00 |
| S2 |
2,548.50 |
2,548.50 |
2,594.75 |
|
| S3 |
2,488.50 |
2,517.25 |
2,589.25 |
|
| S4 |
2,428.50 |
2,457.25 |
2,572.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,639.75 |
2,575.00 |
64.75 |
2.5% |
36.00 |
1.4% |
7% |
False |
True |
112 |
| 10 |
2,742.50 |
2,575.00 |
167.50 |
6.5% |
38.50 |
1.5% |
3% |
False |
True |
85 |
| 20 |
2,742.50 |
2,575.00 |
167.50 |
6.5% |
38.75 |
1.5% |
3% |
False |
True |
76 |
| 40 |
2,788.00 |
2,575.00 |
213.00 |
8.3% |
32.50 |
1.3% |
2% |
False |
True |
69 |
| 60 |
2,788.00 |
2,570.50 |
217.50 |
8.4% |
24.00 |
0.9% |
4% |
False |
False |
47 |
| 80 |
2,788.00 |
2,428.50 |
359.50 |
13.9% |
19.25 |
0.7% |
42% |
False |
False |
35 |
| 100 |
2,788.00 |
2,233.00 |
555.00 |
21.5% |
15.75 |
0.6% |
62% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,762.75 |
|
2.618 |
2,704.25 |
|
1.618 |
2,668.50 |
|
1.000 |
2,646.50 |
|
0.618 |
2,632.75 |
|
HIGH |
2,610.75 |
|
0.618 |
2,597.00 |
|
0.500 |
2,593.00 |
|
0.382 |
2,588.75 |
|
LOW |
2,575.00 |
|
0.618 |
2,553.00 |
|
1.000 |
2,539.25 |
|
1.618 |
2,517.25 |
|
2.618 |
2,481.50 |
|
4.250 |
2,423.00 |
|
|