| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,132.0 |
2,110.0 |
-22.0 |
-1.0% |
2,110.0 |
| High |
2,142.0 |
2,135.0 |
-7.0 |
-0.3% |
2,165.0 |
| Low |
2,118.0 |
2,083.0 |
-35.0 |
-1.7% |
2,084.0 |
| Close |
2,130.0 |
2,087.0 |
-43.0 |
-2.0% |
2,133.0 |
| Range |
24.0 |
52.0 |
28.0 |
116.7% |
81.0 |
| ATR |
48.2 |
48.5 |
0.3 |
0.6% |
0.0 |
| Volume |
4,039 |
4,791 |
752 |
18.6% |
6,257 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,257.7 |
2,224.3 |
2,115.6 |
|
| R3 |
2,205.7 |
2,172.3 |
2,101.3 |
|
| R2 |
2,153.7 |
2,153.7 |
2,096.5 |
|
| R1 |
2,120.3 |
2,120.3 |
2,091.8 |
2,111.0 |
| PP |
2,101.7 |
2,101.7 |
2,101.7 |
2,097.0 |
| S1 |
2,068.3 |
2,068.3 |
2,082.2 |
2,059.0 |
| S2 |
2,049.7 |
2,049.7 |
2,077.5 |
|
| S3 |
1,997.7 |
2,016.3 |
2,072.7 |
|
| S4 |
1,945.7 |
1,964.3 |
2,058.4 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,370.3 |
2,332.7 |
2,177.6 |
|
| R3 |
2,289.3 |
2,251.7 |
2,155.3 |
|
| R2 |
2,208.3 |
2,208.3 |
2,147.9 |
|
| R1 |
2,170.7 |
2,170.7 |
2,140.4 |
2,189.5 |
| PP |
2,127.3 |
2,127.3 |
2,127.3 |
2,136.8 |
| S1 |
2,089.7 |
2,089.7 |
2,125.6 |
2,108.5 |
| S2 |
2,046.3 |
2,046.3 |
2,118.2 |
|
| S3 |
1,965.3 |
2,008.7 |
2,110.7 |
|
| S4 |
1,884.3 |
1,927.7 |
2,088.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,161.0 |
2,083.0 |
78.0 |
3.7% |
40.2 |
1.9% |
5% |
False |
True |
2,165 |
| 10 |
2,165.0 |
2,076.0 |
89.0 |
4.3% |
40.7 |
2.0% |
12% |
False |
False |
1,788 |
| 20 |
2,257.0 |
2,076.0 |
181.0 |
8.7% |
47.7 |
2.3% |
6% |
False |
False |
1,126 |
| 40 |
2,424.0 |
2,076.0 |
348.0 |
16.7% |
47.7 |
2.3% |
3% |
False |
False |
769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,356.0 |
|
2.618 |
2,271.1 |
|
1.618 |
2,219.1 |
|
1.000 |
2,187.0 |
|
0.618 |
2,167.1 |
|
HIGH |
2,135.0 |
|
0.618 |
2,115.1 |
|
0.500 |
2,109.0 |
|
0.382 |
2,102.9 |
|
LOW |
2,083.0 |
|
0.618 |
2,050.9 |
|
1.000 |
2,031.0 |
|
1.618 |
1,998.9 |
|
2.618 |
1,946.9 |
|
4.250 |
1,862.0 |
|
|