| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,110.0 |
2,093.0 |
-17.0 |
-0.8% |
2,110.0 |
| High |
2,135.0 |
2,105.0 |
-30.0 |
-1.4% |
2,165.0 |
| Low |
2,083.0 |
2,069.0 |
-14.0 |
-0.7% |
2,084.0 |
| Close |
2,087.0 |
2,081.0 |
-6.0 |
-0.3% |
2,133.0 |
| Range |
52.0 |
36.0 |
-16.0 |
-30.8% |
81.0 |
| ATR |
48.5 |
47.6 |
-0.9 |
-1.8% |
0.0 |
| Volume |
4,791 |
3,383 |
-1,408 |
-29.4% |
6,257 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,193.0 |
2,173.0 |
2,100.8 |
|
| R3 |
2,157.0 |
2,137.0 |
2,090.9 |
|
| R2 |
2,121.0 |
2,121.0 |
2,087.6 |
|
| R1 |
2,101.0 |
2,101.0 |
2,084.3 |
2,093.0 |
| PP |
2,085.0 |
2,085.0 |
2,085.0 |
2,081.0 |
| S1 |
2,065.0 |
2,065.0 |
2,077.7 |
2,057.0 |
| S2 |
2,049.0 |
2,049.0 |
2,074.4 |
|
| S3 |
2,013.0 |
2,029.0 |
2,071.1 |
|
| S4 |
1,977.0 |
1,993.0 |
2,061.2 |
|
|
| 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 |
2,069.0 |
92.0 |
4.4% |
37.6 |
1.8% |
13% |
False |
True |
2,802 |
| 10 |
2,165.0 |
2,069.0 |
96.0 |
4.6% |
39.0 |
1.9% |
13% |
False |
True |
1,927 |
| 20 |
2,229.0 |
2,069.0 |
160.0 |
7.7% |
46.9 |
2.3% |
8% |
False |
True |
1,284 |
| 40 |
2,410.0 |
2,069.0 |
341.0 |
16.4% |
47.2 |
2.3% |
4% |
False |
True |
851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,258.0 |
|
2.618 |
2,199.2 |
|
1.618 |
2,163.2 |
|
1.000 |
2,141.0 |
|
0.618 |
2,127.2 |
|
HIGH |
2,105.0 |
|
0.618 |
2,091.2 |
|
0.500 |
2,087.0 |
|
0.382 |
2,082.8 |
|
LOW |
2,069.0 |
|
0.618 |
2,046.8 |
|
1.000 |
2,033.0 |
|
1.618 |
2,010.8 |
|
2.618 |
1,974.8 |
|
4.250 |
1,916.0 |
|
|