| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,523.50 |
2,531.50 |
8.00 |
0.3% |
2,477.00 |
| High |
2,550.00 |
2,548.50 |
-1.50 |
-0.1% |
2,554.75 |
| Low |
2,506.50 |
2,514.00 |
7.50 |
0.3% |
2,467.75 |
| Close |
2,531.00 |
2,518.25 |
-12.75 |
-0.5% |
2,518.25 |
| Range |
43.50 |
34.50 |
-9.00 |
-20.7% |
87.00 |
| ATR |
42.03 |
41.50 |
-0.54 |
-1.3% |
0.00 |
| Volume |
71 |
45 |
-26 |
-36.6% |
686 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,630.50 |
2,608.75 |
2,537.25 |
|
| R3 |
2,596.00 |
2,574.25 |
2,527.75 |
|
| R2 |
2,561.50 |
2,561.50 |
2,524.50 |
|
| R1 |
2,539.75 |
2,539.75 |
2,521.50 |
2,533.50 |
| PP |
2,527.00 |
2,527.00 |
2,527.00 |
2,523.75 |
| S1 |
2,505.25 |
2,505.25 |
2,515.00 |
2,499.00 |
| S2 |
2,492.50 |
2,492.50 |
2,512.00 |
|
| S3 |
2,458.00 |
2,470.75 |
2,508.75 |
|
| S4 |
2,423.50 |
2,436.25 |
2,499.25 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,774.50 |
2,733.50 |
2,566.00 |
|
| R3 |
2,687.50 |
2,646.50 |
2,542.25 |
|
| R2 |
2,600.50 |
2,600.50 |
2,534.25 |
|
| R1 |
2,559.50 |
2,559.50 |
2,526.25 |
2,580.00 |
| PP |
2,513.50 |
2,513.50 |
2,513.50 |
2,524.00 |
| S1 |
2,472.50 |
2,472.50 |
2,510.25 |
2,493.00 |
| S2 |
2,426.50 |
2,426.50 |
2,502.25 |
|
| S3 |
2,339.50 |
2,385.50 |
2,494.25 |
|
| S4 |
2,252.50 |
2,298.50 |
2,470.50 |
|
|
| 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 |
2,467.75 |
87.00 |
3.5% |
43.75 |
1.7% |
58% |
False |
False |
137 |
| 10 |
2,610.75 |
2,463.00 |
147.75 |
5.9% |
44.50 |
1.8% |
37% |
False |
False |
119 |
| 20 |
2,742.50 |
2,463.00 |
279.50 |
11.1% |
40.25 |
1.6% |
20% |
False |
False |
103 |
| 40 |
2,788.00 |
2,463.00 |
325.00 |
12.9% |
38.25 |
1.5% |
17% |
False |
False |
76 |
| 60 |
2,788.00 |
2,463.00 |
325.00 |
12.9% |
30.25 |
1.2% |
17% |
False |
False |
66 |
| 80 |
2,788.00 |
2,463.00 |
325.00 |
12.9% |
23.75 |
0.9% |
17% |
False |
False |
50 |
| 100 |
2,788.00 |
2,333.00 |
455.00 |
18.1% |
19.75 |
0.8% |
41% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,695.00 |
|
2.618 |
2,638.75 |
|
1.618 |
2,604.25 |
|
1.000 |
2,583.00 |
|
0.618 |
2,569.75 |
|
HIGH |
2,548.50 |
|
0.618 |
2,535.25 |
|
0.500 |
2,531.25 |
|
0.382 |
2,527.25 |
|
LOW |
2,514.00 |
|
0.618 |
2,492.75 |
|
1.000 |
2,479.50 |
|
1.618 |
2,458.25 |
|
2.618 |
2,423.75 |
|
4.250 |
2,367.50 |
|
|