Day Change Summary |
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Previous |
Current |
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22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
Open |
2,533.50 |
2,529.00 |
-4.50 |
-0.2% |
2,610.75 |
High |
2,554.75 |
2,537.50 |
-17.25 |
-0.7% |
2,610.75 |
Low |
2,526.00 |
2,495.75 |
-30.25 |
-1.2% |
2,463.00 |
Close |
2,529.75 |
2,535.00 |
5.25 |
0.2% |
2,463.00 |
Range |
28.75 |
41.75 |
13.00 |
45.2% |
147.75 |
ATR |
41.93 |
41.92 |
-0.01 |
0.0% |
0.00 |
Volume |
240 |
250 |
10 |
4.2% |
508 |
|
Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,648.00 |
2,633.25 |
2,558.00 |
|
R3 |
2,606.25 |
2,591.50 |
2,546.50 |
|
R2 |
2,564.50 |
2,564.50 |
2,542.75 |
|
R1 |
2,549.75 |
2,549.75 |
2,538.75 |
2,557.00 |
PP |
2,522.75 |
2,522.75 |
2,522.75 |
2,526.50 |
S1 |
2,508.00 |
2,508.00 |
2,531.25 |
2,515.50 |
S2 |
2,481.00 |
2,481.00 |
2,527.25 |
|
S3 |
2,439.25 |
2,466.25 |
2,523.50 |
|
S4 |
2,397.50 |
2,424.50 |
2,512.00 |
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|
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 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,565.50 |
2,463.00 |
102.50 |
4.0% |
52.50 |
2.1% |
70% |
False |
False |
193 |
10 |
2,639.75 |
2,463.00 |
176.75 |
7.0% |
43.25 |
1.7% |
41% |
False |
False |
132 |
20 |
2,742.50 |
2,463.00 |
279.50 |
11.0% |
38.25 |
1.5% |
26% |
False |
False |
101 |
40 |
2,788.00 |
2,463.00 |
325.00 |
12.8% |
37.00 |
1.5% |
22% |
False |
False |
73 |
60 |
2,788.00 |
2,463.00 |
325.00 |
12.8% |
29.50 |
1.2% |
22% |
False |
False |
64 |
80 |
2,788.00 |
2,463.00 |
325.00 |
12.8% |
22.75 |
0.9% |
22% |
False |
False |
48 |
100 |
2,788.00 |
2,310.25 |
477.75 |
18.8% |
18.75 |
0.7% |
47% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,715.00 |
2.618 |
2,646.75 |
1.618 |
2,605.00 |
1.000 |
2,579.25 |
0.618 |
2,563.25 |
HIGH |
2,537.50 |
0.618 |
2,521.50 |
0.500 |
2,516.50 |
0.382 |
2,511.75 |
LOW |
2,495.75 |
0.618 |
2,470.00 |
1.000 |
2,454.00 |
1.618 |
2,428.25 |
2.618 |
2,386.50 |
4.250 |
2,318.25 |
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