| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,867.00 |
2,902.25 |
35.25 |
1.2% |
2,842.25 |
| High |
2,902.00 |
2,936.75 |
34.75 |
1.2% |
2,936.75 |
| Low |
2,867.00 |
2,898.00 |
31.00 |
1.1% |
2,842.00 |
| Close |
2,896.25 |
2,929.25 |
33.00 |
1.1% |
2,929.25 |
| Range |
35.00 |
38.75 |
3.75 |
10.7% |
94.75 |
| ATR |
31.02 |
31.70 |
0.68 |
2.2% |
0.00 |
| Volume |
263 |
117 |
-146 |
-55.5% |
784 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,037.50 |
3,022.25 |
2,950.50 |
|
| R3 |
2,998.75 |
2,983.50 |
2,940.00 |
|
| R2 |
2,960.00 |
2,960.00 |
2,936.25 |
|
| R1 |
2,944.75 |
2,944.75 |
2,932.75 |
2,952.50 |
| PP |
2,921.25 |
2,921.25 |
2,921.25 |
2,925.25 |
| S1 |
2,906.00 |
2,906.00 |
2,925.75 |
2,913.50 |
| S2 |
2,882.50 |
2,882.50 |
2,922.25 |
|
| S3 |
2,843.75 |
2,867.25 |
2,918.50 |
|
| S4 |
2,805.00 |
2,828.50 |
2,908.00 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,187.00 |
3,152.75 |
2,981.25 |
|
| R3 |
3,092.25 |
3,058.00 |
2,955.25 |
|
| R2 |
2,997.50 |
2,997.50 |
2,946.50 |
|
| R1 |
2,963.25 |
2,963.25 |
2,938.00 |
2,980.50 |
| PP |
2,902.75 |
2,902.75 |
2,902.75 |
2,911.25 |
| S1 |
2,868.50 |
2,868.50 |
2,920.50 |
2,885.50 |
| S2 |
2,808.00 |
2,808.00 |
2,912.00 |
|
| S3 |
2,713.25 |
2,773.75 |
2,903.25 |
|
| S4 |
2,618.50 |
2,679.00 |
2,877.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,936.75 |
2,842.00 |
94.75 |
3.2% |
27.75 |
0.9% |
92% |
True |
False |
156 |
| 10 |
2,936.75 |
2,778.75 |
158.00 |
5.4% |
25.50 |
0.9% |
95% |
True |
False |
132 |
| 20 |
2,936.75 |
2,733.00 |
203.75 |
7.0% |
30.75 |
1.0% |
96% |
True |
False |
74 |
| 40 |
2,936.75 |
2,733.00 |
203.75 |
7.0% |
24.25 |
0.8% |
96% |
True |
False |
43 |
| 60 |
2,936.75 |
2,690.50 |
246.25 |
8.4% |
18.25 |
0.6% |
97% |
True |
False |
29 |
| 80 |
2,936.75 |
2,690.50 |
246.25 |
8.4% |
15.25 |
0.5% |
97% |
True |
False |
22 |
| 100 |
2,936.75 |
2,574.25 |
362.50 |
12.4% |
12.50 |
0.4% |
98% |
True |
False |
18 |
| 120 |
2,936.75 |
2,504.50 |
432.25 |
14.8% |
10.50 |
0.4% |
98% |
True |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,101.50 |
|
2.618 |
3,038.25 |
|
1.618 |
2,999.50 |
|
1.000 |
2,975.50 |
|
0.618 |
2,960.75 |
|
HIGH |
2,936.75 |
|
0.618 |
2,922.00 |
|
0.500 |
2,917.50 |
|
0.382 |
2,912.75 |
|
LOW |
2,898.00 |
|
0.618 |
2,874.00 |
|
1.000 |
2,859.25 |
|
1.618 |
2,835.25 |
|
2.618 |
2,796.50 |
|
4.250 |
2,733.25 |
|
|