| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,947.25 |
2,962.00 |
14.75 |
0.5% |
2,842.25 |
| High |
2,956.00 |
2,968.00 |
12.00 |
0.4% |
2,936.75 |
| Low |
2,938.00 |
2,951.50 |
13.50 |
0.5% |
2,842.00 |
| Close |
2,956.00 |
2,952.50 |
-3.50 |
-0.1% |
2,929.25 |
| Range |
18.00 |
16.50 |
-1.50 |
-8.3% |
94.75 |
| ATR |
28.41 |
27.55 |
-0.85 |
-3.0% |
0.00 |
| Volume |
8 |
23 |
15 |
187.5% |
784 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,006.75 |
2,996.25 |
2,961.50 |
|
| R3 |
2,990.25 |
2,979.75 |
2,957.00 |
|
| R2 |
2,973.75 |
2,973.75 |
2,955.50 |
|
| R1 |
2,963.25 |
2,963.25 |
2,954.00 |
2,960.25 |
| PP |
2,957.25 |
2,957.25 |
2,957.25 |
2,956.00 |
| S1 |
2,946.75 |
2,946.75 |
2,951.00 |
2,943.75 |
| S2 |
2,940.75 |
2,940.75 |
2,949.50 |
|
| S3 |
2,924.25 |
2,930.25 |
2,948.00 |
|
| S4 |
2,907.75 |
2,913.75 |
2,943.50 |
|
|
| 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 |
2,968.00 |
2,898.00 |
70.00 |
2.4% |
19.75 |
0.7% |
78% |
True |
False |
114 |
| 10 |
2,968.00 |
2,822.00 |
146.00 |
4.9% |
21.25 |
0.7% |
89% |
True |
False |
125 |
| 20 |
2,968.00 |
2,733.00 |
235.00 |
8.0% |
28.75 |
1.0% |
93% |
True |
False |
93 |
| 40 |
2,968.00 |
2,733.00 |
235.00 |
8.0% |
25.25 |
0.9% |
93% |
True |
False |
53 |
| 60 |
2,968.00 |
2,690.50 |
277.50 |
9.4% |
19.25 |
0.7% |
94% |
True |
False |
36 |
| 80 |
2,968.00 |
2,690.50 |
277.50 |
9.4% |
16.00 |
0.5% |
94% |
True |
False |
27 |
| 100 |
2,968.00 |
2,574.25 |
393.75 |
13.3% |
13.25 |
0.4% |
96% |
True |
False |
22 |
| 120 |
2,968.00 |
2,504.50 |
463.50 |
15.7% |
11.00 |
0.4% |
97% |
True |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,038.00 |
|
2.618 |
3,011.25 |
|
1.618 |
2,994.75 |
|
1.000 |
2,984.50 |
|
0.618 |
2,978.25 |
|
HIGH |
2,968.00 |
|
0.618 |
2,961.75 |
|
0.500 |
2,959.75 |
|
0.382 |
2,957.75 |
|
LOW |
2,951.50 |
|
0.618 |
2,941.25 |
|
1.000 |
2,935.00 |
|
1.618 |
2,924.75 |
|
2.618 |
2,908.25 |
|
4.250 |
2,881.50 |
|
|