| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,477.00 |
2,533.50 |
56.50 |
2.3% |
2,610.75 |
| High |
2,538.00 |
2,554.75 |
16.75 |
0.7% |
2,610.75 |
| Low |
2,467.75 |
2,526.00 |
58.25 |
2.4% |
2,463.00 |
| Close |
2,538.00 |
2,529.75 |
-8.25 |
-0.3% |
2,463.00 |
| Range |
70.25 |
28.75 |
-41.50 |
-59.1% |
147.75 |
| ATR |
42.95 |
41.93 |
-1.01 |
-2.4% |
0.00 |
| Volume |
80 |
240 |
160 |
200.0% |
508 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,623.00 |
2,605.25 |
2,545.50 |
|
| R3 |
2,594.25 |
2,576.50 |
2,537.75 |
|
| R2 |
2,565.50 |
2,565.50 |
2,535.00 |
|
| R1 |
2,547.75 |
2,547.75 |
2,532.50 |
2,542.25 |
| PP |
2,536.75 |
2,536.75 |
2,536.75 |
2,534.00 |
| S1 |
2,519.00 |
2,519.00 |
2,527.00 |
2,513.50 |
| S2 |
2,508.00 |
2,508.00 |
2,524.50 |
|
| S3 |
2,479.25 |
2,490.25 |
2,521.75 |
|
| S4 |
2,450.50 |
2,461.50 |
2,514.00 |
|
|
| 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 |
2,590.75 |
2,463.00 |
127.75 |
5.0% |
52.00 |
2.1% |
52% |
False |
False |
150 |
| 10 |
2,639.75 |
2,463.00 |
176.75 |
7.0% |
43.50 |
1.7% |
38% |
False |
False |
130 |
| 20 |
2,742.50 |
2,463.00 |
279.50 |
11.0% |
39.50 |
1.6% |
24% |
False |
False |
89 |
| 40 |
2,788.00 |
2,463.00 |
325.00 |
12.8% |
36.50 |
1.4% |
21% |
False |
False |
88 |
| 60 |
2,788.00 |
2,463.00 |
325.00 |
12.8% |
28.75 |
1.1% |
21% |
False |
False |
60 |
| 80 |
2,788.00 |
2,456.50 |
331.50 |
13.1% |
22.50 |
0.9% |
22% |
False |
False |
45 |
| 100 |
2,788.00 |
2,268.75 |
519.25 |
20.5% |
18.50 |
0.7% |
50% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,677.00 |
|
2.618 |
2,630.00 |
|
1.618 |
2,601.25 |
|
1.000 |
2,583.50 |
|
0.618 |
2,572.50 |
|
HIGH |
2,554.75 |
|
0.618 |
2,543.75 |
|
0.500 |
2,540.50 |
|
0.382 |
2,537.00 |
|
LOW |
2,526.00 |
|
0.618 |
2,508.25 |
|
1.000 |
2,497.25 |
|
1.618 |
2,479.50 |
|
2.618 |
2,450.75 |
|
4.250 |
2,403.75 |
|
|