Day Change Summary |
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Previous |
Current |
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|
|
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25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
Open |
2,531.50 |
2,536.00 |
4.50 |
0.2% |
2,477.00 |
High |
2,548.50 |
2,564.50 |
16.00 |
0.6% |
2,554.75 |
Low |
2,514.00 |
2,523.25 |
9.25 |
0.4% |
2,467.75 |
Close |
2,518.25 |
2,553.75 |
35.50 |
1.4% |
2,518.25 |
Range |
34.50 |
41.25 |
6.75 |
19.6% |
87.00 |
ATR |
41.50 |
41.83 |
0.34 |
0.8% |
0.00 |
Volume |
45 |
55 |
10 |
22.2% |
686 |
|
Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,671.00 |
2,653.50 |
2,576.50 |
|
R3 |
2,629.75 |
2,612.25 |
2,565.00 |
|
R2 |
2,588.50 |
2,588.50 |
2,561.25 |
|
R1 |
2,571.00 |
2,571.00 |
2,557.50 |
2,579.75 |
PP |
2,547.25 |
2,547.25 |
2,547.25 |
2,551.50 |
S1 |
2,529.75 |
2,529.75 |
2,550.00 |
2,538.50 |
S2 |
2,506.00 |
2,506.00 |
2,546.25 |
|
S3 |
2,464.75 |
2,488.50 |
2,542.50 |
|
S4 |
2,423.50 |
2,447.25 |
2,531.00 |
|
|
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 |
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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 |
2,564.50 |
2,495.75 |
68.75 |
2.7% |
38.00 |
1.5% |
84% |
True |
False |
132 |
10 |
2,601.00 |
2,463.00 |
138.00 |
5.4% |
45.00 |
1.8% |
66% |
False |
False |
120 |
20 |
2,742.50 |
2,463.00 |
279.50 |
10.9% |
41.75 |
1.6% |
32% |
False |
False |
103 |
40 |
2,788.00 |
2,463.00 |
325.00 |
12.7% |
39.00 |
1.5% |
28% |
False |
False |
77 |
60 |
2,788.00 |
2,463.00 |
325.00 |
12.7% |
31.00 |
1.2% |
28% |
False |
False |
67 |
80 |
2,788.00 |
2,463.00 |
325.00 |
12.7% |
24.00 |
0.9% |
28% |
False |
False |
50 |
100 |
2,788.00 |
2,340.25 |
447.75 |
17.5% |
20.00 |
0.8% |
48% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,739.75 |
2.618 |
2,672.50 |
1.618 |
2,631.25 |
1.000 |
2,605.75 |
0.618 |
2,590.00 |
HIGH |
2,564.50 |
0.618 |
2,548.75 |
0.500 |
2,544.00 |
0.382 |
2,539.00 |
LOW |
2,523.25 |
0.618 |
2,497.75 |
1.000 |
2,482.00 |
1.618 |
2,456.50 |
2.618 |
2,415.25 |
4.250 |
2,348.00 |
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