| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,529.00 |
2,523.50 |
-5.50 |
-0.2% |
2,610.75 |
| High |
2,537.50 |
2,550.00 |
12.50 |
0.5% |
2,610.75 |
| Low |
2,495.75 |
2,506.50 |
10.75 |
0.4% |
2,463.00 |
| Close |
2,535.00 |
2,531.00 |
-4.00 |
-0.2% |
2,463.00 |
| Range |
41.75 |
43.50 |
1.75 |
4.2% |
147.75 |
| ATR |
41.92 |
42.03 |
0.11 |
0.3% |
0.00 |
| Volume |
250 |
71 |
-179 |
-71.6% |
508 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,659.75 |
2,638.75 |
2,555.00 |
|
| R3 |
2,616.25 |
2,595.25 |
2,543.00 |
|
| R2 |
2,572.75 |
2,572.75 |
2,539.00 |
|
| R1 |
2,551.75 |
2,551.75 |
2,535.00 |
2,562.25 |
| PP |
2,529.25 |
2,529.25 |
2,529.25 |
2,534.50 |
| S1 |
2,508.25 |
2,508.25 |
2,527.00 |
2,518.75 |
| S2 |
2,485.75 |
2,485.75 |
2,523.00 |
|
| S3 |
2,442.25 |
2,464.75 |
2,519.00 |
|
| S4 |
2,398.75 |
2,421.25 |
2,507.00 |
|
|
| 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 |
2,554.75 |
2,463.00 |
91.75 |
3.6% |
47.75 |
1.9% |
74% |
False |
False |
153 |
| 10 |
2,633.00 |
2,463.00 |
170.00 |
6.7% |
43.75 |
1.7% |
40% |
False |
False |
116 |
| 20 |
2,742.50 |
2,463.00 |
279.50 |
11.0% |
39.75 |
1.6% |
24% |
False |
False |
102 |
| 40 |
2,788.00 |
2,463.00 |
325.00 |
12.8% |
37.50 |
1.5% |
21% |
False |
False |
75 |
| 60 |
2,788.00 |
2,463.00 |
325.00 |
12.8% |
30.00 |
1.2% |
21% |
False |
False |
65 |
| 80 |
2,788.00 |
2,463.00 |
325.00 |
12.8% |
23.25 |
0.9% |
21% |
False |
False |
49 |
| 100 |
2,788.00 |
2,323.00 |
465.00 |
18.4% |
19.25 |
0.8% |
45% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,735.00 |
|
2.618 |
2,664.00 |
|
1.618 |
2,620.50 |
|
1.000 |
2,593.50 |
|
0.618 |
2,577.00 |
|
HIGH |
2,550.00 |
|
0.618 |
2,533.50 |
|
0.500 |
2,528.25 |
|
0.382 |
2,523.00 |
|
LOW |
2,506.50 |
|
0.618 |
2,479.50 |
|
1.000 |
2,463.00 |
|
1.618 |
2,436.00 |
|
2.618 |
2,392.50 |
|
4.250 |
2,321.50 |
|
|