| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
6,615.0 |
6,676.0 |
61.0 |
0.9% |
6,530.0 |
| High |
6,680.5 |
6,688.5 |
8.0 |
0.1% |
6,680.5 |
| Low |
6,601.0 |
6,650.0 |
49.0 |
0.7% |
6,528.0 |
| Close |
6,653.0 |
6,683.5 |
30.5 |
0.5% |
6,653.0 |
| Range |
79.5 |
38.5 |
-41.0 |
-51.6% |
152.5 |
| ATR |
47.4 |
46.8 |
-0.6 |
-1.3% |
0.0 |
| Volume |
809 |
1,099 |
290 |
35.8% |
3,698 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,789.5 |
6,775.0 |
6,704.5 |
|
| R3 |
6,751.0 |
6,736.5 |
6,694.0 |
|
| R2 |
6,712.5 |
6,712.5 |
6,690.5 |
|
| R1 |
6,698.0 |
6,698.0 |
6,687.0 |
6,705.0 |
| PP |
6,674.0 |
6,674.0 |
6,674.0 |
6,677.5 |
| S1 |
6,659.5 |
6,659.5 |
6,680.0 |
6,667.0 |
| S2 |
6,635.5 |
6,635.5 |
6,676.5 |
|
| S3 |
6,597.0 |
6,621.0 |
6,673.0 |
|
| S4 |
6,558.5 |
6,582.5 |
6,662.5 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,078.0 |
7,018.0 |
6,737.0 |
|
| R3 |
6,925.5 |
6,865.5 |
6,695.0 |
|
| R2 |
6,773.0 |
6,773.0 |
6,681.0 |
|
| R1 |
6,713.0 |
6,713.0 |
6,667.0 |
6,743.0 |
| PP |
6,620.5 |
6,620.5 |
6,620.5 |
6,635.5 |
| S1 |
6,560.5 |
6,560.5 |
6,639.0 |
6,590.5 |
| S2 |
6,468.0 |
6,468.0 |
6,625.0 |
|
| S3 |
6,315.5 |
6,408.0 |
6,611.0 |
|
| S4 |
6,163.0 |
6,255.5 |
6,569.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,688.5 |
6,549.0 |
139.5 |
2.1% |
54.0 |
0.8% |
96% |
True |
False |
733 |
| 10 |
6,688.5 |
6,445.0 |
243.5 |
3.6% |
41.0 |
0.6% |
98% |
True |
False |
509 |
| 20 |
6,688.5 |
6,253.0 |
435.5 |
6.5% |
38.5 |
0.6% |
99% |
True |
False |
369 |
| 40 |
6,688.5 |
6,114.0 |
574.5 |
8.6% |
35.5 |
0.5% |
99% |
True |
False |
215 |
| 60 |
6,688.5 |
6,114.0 |
574.5 |
8.6% |
25.5 |
0.4% |
99% |
True |
False |
150 |
| 80 |
6,688.5 |
6,085.5 |
603.0 |
9.0% |
20.0 |
0.3% |
99% |
True |
False |
135 |
| 100 |
6,688.5 |
5,735.5 |
953.0 |
14.3% |
16.0 |
0.2% |
99% |
True |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,852.0 |
|
2.618 |
6,789.5 |
|
1.618 |
6,751.0 |
|
1.000 |
6,727.0 |
|
0.618 |
6,712.5 |
|
HIGH |
6,688.5 |
|
0.618 |
6,674.0 |
|
0.500 |
6,669.0 |
|
0.382 |
6,664.5 |
|
LOW |
6,650.0 |
|
0.618 |
6,626.0 |
|
1.000 |
6,611.5 |
|
1.618 |
6,587.5 |
|
2.618 |
6,549.0 |
|
4.250 |
6,486.5 |
|
|