| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,554.00 |
2,525.50 |
-28.50 |
-1.1% |
2,477.00 |
| High |
2,561.75 |
2,531.75 |
-30.00 |
-1.2% |
2,554.75 |
| Low |
2,516.25 |
2,500.50 |
-15.75 |
-0.6% |
2,467.75 |
| Close |
2,525.00 |
2,518.25 |
-6.75 |
-0.3% |
2,518.25 |
| Range |
45.50 |
31.25 |
-14.25 |
-31.3% |
87.00 |
| ATR |
42.10 |
41.32 |
-0.77 |
-1.8% |
0.00 |
| Volume |
101 |
822 |
721 |
713.9% |
686 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,610.50 |
2,595.75 |
2,535.50 |
|
| R3 |
2,579.25 |
2,564.50 |
2,526.75 |
|
| R2 |
2,548.00 |
2,548.00 |
2,524.00 |
|
| R1 |
2,533.25 |
2,533.25 |
2,521.00 |
2,525.00 |
| PP |
2,516.75 |
2,516.75 |
2,516.75 |
2,512.75 |
| S1 |
2,502.00 |
2,502.00 |
2,515.50 |
2,493.75 |
| S2 |
2,485.50 |
2,485.50 |
2,512.50 |
|
| S3 |
2,454.25 |
2,470.75 |
2,509.75 |
|
| S4 |
2,423.00 |
2,439.50 |
2,501.00 |
|
|
| 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 |
2,500.50 |
64.00 |
2.5% |
39.25 |
1.6% |
28% |
False |
True |
218 |
| 10 |
2,565.50 |
2,463.00 |
102.50 |
4.1% |
46.00 |
1.8% |
54% |
False |
False |
206 |
| 20 |
2,727.75 |
2,463.00 |
264.75 |
10.5% |
42.75 |
1.7% |
21% |
False |
False |
148 |
| 40 |
2,749.00 |
2,463.00 |
286.00 |
11.4% |
39.00 |
1.5% |
19% |
False |
False |
95 |
| 60 |
2,788.00 |
2,463.00 |
325.00 |
12.9% |
32.00 |
1.3% |
17% |
False |
False |
82 |
| 80 |
2,788.00 |
2,463.00 |
325.00 |
12.9% |
25.00 |
1.0% |
17% |
False |
False |
62 |
| 100 |
2,788.00 |
2,357.00 |
431.00 |
17.1% |
20.75 |
0.8% |
37% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,664.50 |
|
2.618 |
2,613.50 |
|
1.618 |
2,582.25 |
|
1.000 |
2,563.00 |
|
0.618 |
2,551.00 |
|
HIGH |
2,531.75 |
|
0.618 |
2,519.75 |
|
0.500 |
2,516.00 |
|
0.382 |
2,512.50 |
|
LOW |
2,500.50 |
|
0.618 |
2,481.25 |
|
1.000 |
2,469.25 |
|
1.618 |
2,450.00 |
|
2.618 |
2,418.75 |
|
4.250 |
2,367.75 |
|
|