| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,585.75 |
2,569.00 |
-16.75 |
-0.6% |
2,580.25 |
| High |
2,601.00 |
2,590.75 |
-10.25 |
-0.4% |
2,640.00 |
| Low |
2,572.75 |
2,552.00 |
-20.75 |
-0.8% |
2,580.00 |
| Close |
2,572.75 |
2,552.00 |
-20.75 |
-0.8% |
2,605.75 |
| Range |
28.25 |
38.75 |
10.50 |
37.2% |
60.00 |
| ATR |
37.10 |
37.22 |
0.12 |
0.3% |
0.00 |
| Volume |
33 |
36 |
3 |
9.1% |
571 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,681.25 |
2,655.25 |
2,573.25 |
|
| R3 |
2,642.50 |
2,616.50 |
2,562.75 |
|
| R2 |
2,603.75 |
2,603.75 |
2,559.00 |
|
| R1 |
2,577.75 |
2,577.75 |
2,555.50 |
2,571.50 |
| PP |
2,565.00 |
2,565.00 |
2,565.00 |
2,561.75 |
| S1 |
2,539.00 |
2,539.00 |
2,548.50 |
2,532.50 |
| S2 |
2,526.25 |
2,526.25 |
2,545.00 |
|
| S3 |
2,487.50 |
2,500.25 |
2,541.25 |
|
| S4 |
2,448.75 |
2,461.50 |
2,530.75 |
|
|
| 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 |
2,552.00 |
87.75 |
3.4% |
33.75 |
1.3% |
0% |
False |
True |
70 |
| 10 |
2,727.75 |
2,552.00 |
175.75 |
6.9% |
39.50 |
1.5% |
0% |
False |
True |
90 |
| 20 |
2,742.50 |
2,552.00 |
190.50 |
7.5% |
37.50 |
1.5% |
0% |
False |
True |
70 |
| 40 |
2,788.00 |
2,552.00 |
236.00 |
9.2% |
33.25 |
1.3% |
0% |
False |
True |
70 |
| 60 |
2,788.00 |
2,552.00 |
236.00 |
9.2% |
25.25 |
1.0% |
0% |
False |
True |
48 |
| 80 |
2,788.00 |
2,435.00 |
353.00 |
13.8% |
20.25 |
0.8% |
33% |
False |
False |
36 |
| 100 |
2,788.00 |
2,254.00 |
534.00 |
20.9% |
16.25 |
0.6% |
56% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,755.50 |
|
2.618 |
2,692.25 |
|
1.618 |
2,653.50 |
|
1.000 |
2,629.50 |
|
0.618 |
2,614.75 |
|
HIGH |
2,590.75 |
|
0.618 |
2,576.00 |
|
0.500 |
2,571.50 |
|
0.382 |
2,566.75 |
|
LOW |
2,552.00 |
|
0.618 |
2,528.00 |
|
1.000 |
2,513.25 |
|
1.618 |
2,489.25 |
|
2.618 |
2,450.50 |
|
4.250 |
2,387.25 |
|
|