Day Change Summary |
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Previous |
Current |
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15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,558.4 |
1,545.7 |
-12.7 |
-0.8% |
1,642.8 |
High |
1,568.2 |
1,553.4 |
-14.8 |
-0.9% |
1,645.0 |
Low |
1,545.6 |
1,534.3 |
-11.3 |
-0.7% |
1,581.6 |
Close |
1,561.3 |
1,540.6 |
-20.7 |
-1.3% |
1,588.3 |
Range |
22.6 |
19.1 |
-3.5 |
-15.5% |
63.4 |
ATR |
20.1 |
20.6 |
0.5 |
2.4% |
0.0 |
Volume |
728 |
875 |
147 |
20.2% |
4,962 |
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Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,600.1 |
1,589.4 |
1,551.1 |
|
R3 |
1,581.0 |
1,570.3 |
1,545.9 |
|
R2 |
1,561.9 |
1,561.9 |
1,544.1 |
|
R1 |
1,551.2 |
1,551.2 |
1,542.4 |
1,547.0 |
PP |
1,542.8 |
1,542.8 |
1,542.8 |
1,540.7 |
S1 |
1,532.1 |
1,532.1 |
1,538.8 |
1,527.9 |
S2 |
1,523.7 |
1,523.7 |
1,537.1 |
|
S3 |
1,504.6 |
1,513.0 |
1,535.3 |
|
S4 |
1,485.5 |
1,493.9 |
1,530.1 |
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Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,795.2 |
1,755.1 |
1,623.2 |
|
R3 |
1,731.8 |
1,691.7 |
1,605.7 |
|
R2 |
1,668.4 |
1,668.4 |
1,599.9 |
|
R1 |
1,628.3 |
1,628.3 |
1,594.1 |
1,616.7 |
PP |
1,605.0 |
1,605.0 |
1,605.0 |
1,599.1 |
S1 |
1,564.9 |
1,564.9 |
1,582.5 |
1,553.3 |
S2 |
1,541.6 |
1,541.6 |
1,576.7 |
|
S3 |
1,478.2 |
1,501.5 |
1,570.9 |
|
S4 |
1,414.8 |
1,438.1 |
1,553.4 |
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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 |
1,604.0 |
1,534.3 |
69.7 |
4.5% |
18.4 |
1.2% |
9% |
False |
True |
897 |
10 |
1,657.3 |
1,534.3 |
123.0 |
8.0% |
20.0 |
1.3% |
5% |
False |
True |
988 |
20 |
1,674.4 |
1,534.3 |
140.1 |
9.1% |
17.3 |
1.1% |
4% |
False |
True |
1,072 |
40 |
1,701.5 |
1,534.3 |
167.2 |
10.9% |
18.2 |
1.2% |
4% |
False |
True |
878 |
60 |
1,799.5 |
1,534.3 |
265.2 |
17.2% |
18.8 |
1.2% |
2% |
False |
True |
846 |
80 |
1,799.5 |
1,534.3 |
265.2 |
17.2% |
17.4 |
1.1% |
2% |
False |
True |
708 |
100 |
1,799.5 |
1,534.3 |
265.2 |
17.2% |
16.3 |
1.1% |
2% |
False |
True |
671 |
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Fibonacci Retracements and Extensions |
4.250 |
1,634.6 |
2.618 |
1,603.4 |
1.618 |
1,584.3 |
1.000 |
1,572.5 |
0.618 |
1,565.2 |
HIGH |
1,553.4 |
0.618 |
1,546.1 |
0.500 |
1,543.9 |
0.382 |
1,541.6 |
LOW |
1,534.3 |
0.618 |
1,522.5 |
1.000 |
1,515.2 |
1.618 |
1,503.4 |
2.618 |
1,484.3 |
4.250 |
1,453.1 |
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