| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,720.0 |
2,735.0 |
15.0 |
0.6% |
2,644.0 |
| High |
2,741.0 |
2,757.0 |
16.0 |
0.6% |
2,728.0 |
| Low |
2,717.0 |
2,729.0 |
12.0 |
0.4% |
2,643.0 |
| Close |
2,729.0 |
2,752.0 |
23.0 |
0.8% |
2,720.0 |
| Range |
24.0 |
28.0 |
4.0 |
16.7% |
85.0 |
| ATR |
41.8 |
40.8 |
-1.0 |
-2.4% |
0.0 |
| Volume |
710 |
286 |
-424 |
-59.7% |
50,542 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,830.0 |
2,819.0 |
2,767.4 |
|
| R3 |
2,802.0 |
2,791.0 |
2,759.7 |
|
| R2 |
2,774.0 |
2,774.0 |
2,757.1 |
|
| R1 |
2,763.0 |
2,763.0 |
2,754.6 |
2,768.5 |
| PP |
2,746.0 |
2,746.0 |
2,746.0 |
2,748.8 |
| S1 |
2,735.0 |
2,735.0 |
2,749.4 |
2,740.5 |
| S2 |
2,718.0 |
2,718.0 |
2,746.9 |
|
| S3 |
2,690.0 |
2,707.0 |
2,744.3 |
|
| S4 |
2,662.0 |
2,679.0 |
2,736.6 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,952.0 |
2,921.0 |
2,766.8 |
|
| R3 |
2,867.0 |
2,836.0 |
2,743.4 |
|
| R2 |
2,782.0 |
2,782.0 |
2,735.6 |
|
| R1 |
2,751.0 |
2,751.0 |
2,727.8 |
2,766.5 |
| PP |
2,697.0 |
2,697.0 |
2,697.0 |
2,704.8 |
| S1 |
2,666.0 |
2,666.0 |
2,712.2 |
2,681.5 |
| S2 |
2,612.0 |
2,612.0 |
2,704.4 |
|
| S3 |
2,527.0 |
2,581.0 |
2,696.6 |
|
| S4 |
2,442.0 |
2,496.0 |
2,673.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,757.0 |
2,650.0 |
107.0 |
3.9% |
34.8 |
1.3% |
95% |
True |
False |
362 |
| 10 |
2,757.0 |
2,600.0 |
157.0 |
5.7% |
33.5 |
1.2% |
97% |
True |
False |
5,218 |
| 20 |
2,757.0 |
2,475.0 |
282.0 |
10.2% |
40.2 |
1.5% |
98% |
True |
False |
2,815 |
| 40 |
2,757.0 |
2,475.0 |
282.0 |
10.2% |
40.7 |
1.5% |
98% |
True |
False |
2,244 |
| 60 |
2,757.0 |
2,475.0 |
282.0 |
10.2% |
37.6 |
1.4% |
98% |
True |
False |
1,854 |
| 80 |
2,757.0 |
2,475.0 |
282.0 |
10.2% |
32.3 |
1.2% |
98% |
True |
False |
1,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,876.0 |
|
2.618 |
2,830.3 |
|
1.618 |
2,802.3 |
|
1.000 |
2,785.0 |
|
0.618 |
2,774.3 |
|
HIGH |
2,757.0 |
|
0.618 |
2,746.3 |
|
0.500 |
2,743.0 |
|
0.382 |
2,739.7 |
|
LOW |
2,729.0 |
|
0.618 |
2,711.7 |
|
1.000 |
2,701.0 |
|
1.618 |
2,683.7 |
|
2.618 |
2,655.7 |
|
4.250 |
2,610.0 |
|
|