| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,809.0 |
2,808.0 |
-1.0 |
0.0% |
2,764.0 |
| High |
2,820.0 |
2,832.0 |
12.0 |
0.4% |
2,818.0 |
| Low |
2,788.0 |
2,786.0 |
-2.0 |
-0.1% |
2,740.0 |
| Close |
2,805.0 |
2,822.0 |
17.0 |
0.6% |
2,802.0 |
| Range |
32.0 |
46.0 |
14.0 |
43.8% |
78.0 |
| ATR |
35.7 |
36.5 |
0.7 |
2.1% |
0.0 |
| Volume |
232 |
247 |
15 |
6.5% |
8,993 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,951.3 |
2,932.7 |
2,847.3 |
|
| R3 |
2,905.3 |
2,886.7 |
2,834.7 |
|
| R2 |
2,859.3 |
2,859.3 |
2,830.4 |
|
| R1 |
2,840.7 |
2,840.7 |
2,826.2 |
2,850.0 |
| PP |
2,813.3 |
2,813.3 |
2,813.3 |
2,818.0 |
| S1 |
2,794.7 |
2,794.7 |
2,817.8 |
2,804.0 |
| S2 |
2,767.3 |
2,767.3 |
2,813.6 |
|
| S3 |
2,721.3 |
2,748.7 |
2,809.4 |
|
| S4 |
2,675.3 |
2,702.7 |
2,796.7 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,020.7 |
2,989.3 |
2,844.9 |
|
| R3 |
2,942.7 |
2,911.3 |
2,823.5 |
|
| R2 |
2,864.7 |
2,864.7 |
2,816.3 |
|
| R1 |
2,833.3 |
2,833.3 |
2,809.2 |
2,849.0 |
| PP |
2,786.7 |
2,786.7 |
2,786.7 |
2,794.5 |
| S1 |
2,755.3 |
2,755.3 |
2,794.9 |
2,771.0 |
| S2 |
2,708.7 |
2,708.7 |
2,787.7 |
|
| S3 |
2,630.7 |
2,677.3 |
2,780.6 |
|
| S4 |
2,552.7 |
2,599.3 |
2,759.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,832.0 |
2,772.0 |
60.0 |
2.1% |
34.0 |
1.2% |
83% |
True |
False |
550 |
| 10 |
2,832.0 |
2,737.0 |
95.0 |
3.4% |
31.5 |
1.1% |
89% |
True |
False |
2,296 |
| 20 |
2,832.0 |
2,600.0 |
232.0 |
8.2% |
32.5 |
1.2% |
96% |
True |
False |
3,757 |
| 40 |
2,832.0 |
2,475.0 |
357.0 |
12.7% |
40.0 |
1.4% |
97% |
True |
False |
2,026 |
| 60 |
2,832.0 |
2,475.0 |
357.0 |
12.7% |
39.3 |
1.4% |
97% |
True |
False |
2,234 |
| 80 |
2,832.0 |
2,475.0 |
357.0 |
12.7% |
34.5 |
1.2% |
97% |
True |
False |
1,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,027.5 |
|
2.618 |
2,952.4 |
|
1.618 |
2,906.4 |
|
1.000 |
2,878.0 |
|
0.618 |
2,860.4 |
|
HIGH |
2,832.0 |
|
0.618 |
2,814.4 |
|
0.500 |
2,809.0 |
|
0.382 |
2,803.6 |
|
LOW |
2,786.0 |
|
0.618 |
2,757.6 |
|
1.000 |
2,740.0 |
|
1.618 |
2,711.6 |
|
2.618 |
2,665.6 |
|
4.250 |
2,590.5 |
|
|