| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,517.75 |
2,477.00 |
-40.75 |
-1.6% |
2,610.75 |
| High |
2,518.00 |
2,538.00 |
20.00 |
0.8% |
2,610.75 |
| Low |
2,463.00 |
2,467.75 |
4.75 |
0.2% |
2,463.00 |
| Close |
2,463.00 |
2,538.00 |
75.00 |
3.0% |
2,463.00 |
| Range |
55.00 |
70.25 |
15.25 |
27.7% |
147.75 |
| ATR |
40.48 |
42.95 |
2.47 |
6.1% |
0.00 |
| Volume |
125 |
80 |
-45 |
-36.0% |
508 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,725.25 |
2,702.00 |
2,576.75 |
|
| R3 |
2,655.00 |
2,631.75 |
2,557.25 |
|
| R2 |
2,584.75 |
2,584.75 |
2,551.00 |
|
| R1 |
2,561.50 |
2,561.50 |
2,544.50 |
2,573.00 |
| PP |
2,514.50 |
2,514.50 |
2,514.50 |
2,520.50 |
| S1 |
2,491.25 |
2,491.25 |
2,531.50 |
2,503.00 |
| S2 |
2,444.25 |
2,444.25 |
2,525.00 |
|
| S3 |
2,374.00 |
2,421.00 |
2,518.75 |
|
| S4 |
2,303.75 |
2,350.75 |
2,499.25 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,955.50 |
2,857.00 |
2,544.25 |
|
| R3 |
2,807.75 |
2,709.25 |
2,503.75 |
|
| R2 |
2,660.00 |
2,660.00 |
2,490.00 |
|
| R1 |
2,561.50 |
2,561.50 |
2,476.50 |
2,537.00 |
| PP |
2,512.25 |
2,512.25 |
2,512.25 |
2,500.00 |
| S1 |
2,413.75 |
2,413.75 |
2,449.50 |
2,389.00 |
| S2 |
2,364.50 |
2,364.50 |
2,436.00 |
|
| S3 |
2,216.75 |
2,266.00 |
2,422.25 |
|
| S4 |
2,069.00 |
2,118.25 |
2,381.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,601.00 |
2,463.00 |
138.00 |
5.4% |
52.00 |
2.0% |
54% |
False |
False |
109 |
| 10 |
2,639.75 |
2,463.00 |
176.75 |
7.0% |
44.00 |
1.7% |
42% |
False |
False |
110 |
| 20 |
2,742.50 |
2,463.00 |
279.50 |
11.0% |
40.00 |
1.6% |
27% |
False |
False |
84 |
| 40 |
2,788.00 |
2,463.00 |
325.00 |
12.8% |
36.25 |
1.4% |
23% |
False |
False |
82 |
| 60 |
2,788.00 |
2,463.00 |
325.00 |
12.8% |
28.50 |
1.1% |
23% |
False |
False |
56 |
| 80 |
2,788.00 |
2,435.00 |
353.00 |
13.9% |
22.25 |
0.9% |
29% |
False |
False |
42 |
| 100 |
2,788.00 |
2,258.00 |
530.00 |
20.9% |
18.25 |
0.7% |
53% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,836.50 |
|
2.618 |
2,722.00 |
|
1.618 |
2,651.75 |
|
1.000 |
2,608.25 |
|
0.618 |
2,581.50 |
|
HIGH |
2,538.00 |
|
0.618 |
2,511.25 |
|
0.500 |
2,503.00 |
|
0.382 |
2,494.50 |
|
LOW |
2,467.75 |
|
0.618 |
2,424.25 |
|
1.000 |
2,397.50 |
|
1.618 |
2,354.00 |
|
2.618 |
2,283.75 |
|
4.250 |
2,169.25 |
|
|