| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,536.00 |
2,554.00 |
18.00 |
0.7% |
2,477.00 |
| High |
2,564.50 |
2,561.75 |
-2.75 |
-0.1% |
2,554.75 |
| Low |
2,523.25 |
2,516.25 |
-7.00 |
-0.3% |
2,467.75 |
| Close |
2,553.75 |
2,525.00 |
-28.75 |
-1.1% |
2,518.25 |
| Range |
41.25 |
45.50 |
4.25 |
10.3% |
87.00 |
| ATR |
41.83 |
42.10 |
0.26 |
0.6% |
0.00 |
| Volume |
55 |
101 |
46 |
83.6% |
686 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,670.75 |
2,643.50 |
2,550.00 |
|
| R3 |
2,625.25 |
2,598.00 |
2,537.50 |
|
| R2 |
2,579.75 |
2,579.75 |
2,533.25 |
|
| R1 |
2,552.50 |
2,552.50 |
2,529.25 |
2,543.50 |
| PP |
2,534.25 |
2,534.25 |
2,534.25 |
2,529.75 |
| S1 |
2,507.00 |
2,507.00 |
2,520.75 |
2,498.00 |
| S2 |
2,488.75 |
2,488.75 |
2,516.75 |
|
| S3 |
2,443.25 |
2,461.50 |
2,512.50 |
|
| S4 |
2,397.75 |
2,416.00 |
2,500.00 |
|
|
| 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 |
|
|
| 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% |
41.25 |
1.6% |
43% |
False |
False |
104 |
| 10 |
2,590.75 |
2,463.00 |
127.75 |
5.1% |
46.75 |
1.8% |
49% |
False |
False |
127 |
| 20 |
2,727.75 |
2,463.00 |
264.75 |
10.5% |
42.50 |
1.7% |
23% |
False |
False |
108 |
| 40 |
2,771.00 |
2,463.00 |
308.00 |
12.2% |
39.50 |
1.6% |
20% |
False |
False |
80 |
| 60 |
2,788.00 |
2,463.00 |
325.00 |
12.9% |
31.75 |
1.3% |
19% |
False |
False |
68 |
| 80 |
2,788.00 |
2,463.00 |
325.00 |
12.9% |
24.50 |
1.0% |
19% |
False |
False |
52 |
| 100 |
2,788.00 |
2,340.25 |
447.75 |
17.7% |
20.50 |
0.8% |
41% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,755.00 |
|
2.618 |
2,680.75 |
|
1.618 |
2,635.25 |
|
1.000 |
2,607.25 |
|
0.618 |
2,589.75 |
|
HIGH |
2,561.75 |
|
0.618 |
2,544.25 |
|
0.500 |
2,539.00 |
|
0.382 |
2,533.75 |
|
LOW |
2,516.25 |
|
0.618 |
2,488.25 |
|
1.000 |
2,470.75 |
|
1.618 |
2,442.75 |
|
2.618 |
2,397.25 |
|
4.250 |
2,323.00 |
|
|