| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
| Open |
6,350.0 |
6,376.5 |
26.5 |
0.4% |
6,357.5 |
| High |
6,382.5 |
6,447.5 |
65.0 |
1.0% |
6,447.5 |
| Low |
6,328.0 |
6,376.5 |
48.5 |
0.8% |
6,328.0 |
| Close |
6,382.5 |
6,427.5 |
45.0 |
0.7% |
6,427.5 |
| Range |
54.5 |
71.0 |
16.5 |
30.3% |
119.5 |
| ATR |
49.2 |
50.8 |
1.6 |
3.2% |
0.0 |
| Volume |
8 |
690 |
682 |
8,525.0% |
1,909 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,630.0 |
6,600.0 |
6,466.5 |
|
| R3 |
6,559.0 |
6,529.0 |
6,447.0 |
|
| R2 |
6,488.0 |
6,488.0 |
6,440.5 |
|
| R1 |
6,458.0 |
6,458.0 |
6,434.0 |
6,473.0 |
| PP |
6,417.0 |
6,417.0 |
6,417.0 |
6,425.0 |
| S1 |
6,387.0 |
6,387.0 |
6,421.0 |
6,402.0 |
| S2 |
6,346.0 |
6,346.0 |
6,414.5 |
|
| S3 |
6,275.0 |
6,316.0 |
6,408.0 |
|
| S4 |
6,204.0 |
6,245.0 |
6,388.5 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,759.5 |
6,713.0 |
6,493.0 |
|
| R3 |
6,640.0 |
6,593.5 |
6,460.5 |
|
| R2 |
6,520.5 |
6,520.5 |
6,449.5 |
|
| R1 |
6,474.0 |
6,474.0 |
6,438.5 |
6,497.0 |
| PP |
6,401.0 |
6,401.0 |
6,401.0 |
6,412.5 |
| S1 |
6,354.5 |
6,354.5 |
6,416.5 |
6,378.0 |
| S2 |
6,281.5 |
6,281.5 |
6,405.5 |
|
| S3 |
6,162.0 |
6,235.0 |
6,394.5 |
|
| S4 |
6,042.5 |
6,115.5 |
6,362.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,447.5 |
6,328.0 |
119.5 |
1.9% |
50.5 |
0.8% |
83% |
True |
False |
381 |
| 10 |
6,447.5 |
6,172.0 |
275.5 |
4.3% |
42.0 |
0.7% |
93% |
True |
False |
218 |
| 20 |
6,447.5 |
6,149.0 |
298.5 |
4.6% |
30.0 |
0.5% |
93% |
True |
False |
135 |
| 40 |
6,447.5 |
6,114.0 |
333.5 |
5.2% |
28.0 |
0.4% |
94% |
True |
False |
86 |
| 60 |
6,447.5 |
6,085.5 |
362.0 |
5.6% |
19.0 |
0.3% |
94% |
True |
False |
71 |
| 80 |
6,447.5 |
5,943.0 |
504.5 |
7.8% |
15.0 |
0.2% |
96% |
True |
False |
70 |
| 100 |
6,447.5 |
5,735.5 |
712.0 |
11.1% |
12.0 |
0.2% |
97% |
True |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,749.0 |
|
2.618 |
6,633.5 |
|
1.618 |
6,562.5 |
|
1.000 |
6,518.5 |
|
0.618 |
6,491.5 |
|
HIGH |
6,447.5 |
|
0.618 |
6,420.5 |
|
0.500 |
6,412.0 |
|
0.382 |
6,403.5 |
|
LOW |
6,376.5 |
|
0.618 |
6,332.5 |
|
1.000 |
6,305.5 |
|
1.618 |
6,261.5 |
|
2.618 |
6,190.5 |
|
4.250 |
6,075.0 |
|
|