| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,960.00 |
2,956.50 |
-3.50 |
-0.1% |
2,931.25 |
| High |
2,973.25 |
2,980.00 |
6.75 |
0.2% |
2,973.25 |
| Low |
2,960.00 |
2,956.25 |
-3.75 |
-0.1% |
2,931.25 |
| Close |
2,969.75 |
2,975.50 |
5.75 |
0.2% |
2,969.75 |
| Range |
13.25 |
23.75 |
10.50 |
79.2% |
42.00 |
| ATR |
27.07 |
26.83 |
-0.24 |
-0.9% |
0.00 |
| Volume |
514 |
345 |
-169 |
-32.9% |
970 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,041.75 |
3,032.50 |
2,988.50 |
|
| R3 |
3,018.00 |
3,008.75 |
2,982.00 |
|
| R2 |
2,994.25 |
2,994.25 |
2,979.75 |
|
| R1 |
2,985.00 |
2,985.00 |
2,977.75 |
2,989.50 |
| PP |
2,970.50 |
2,970.50 |
2,970.50 |
2,973.00 |
| S1 |
2,961.25 |
2,961.25 |
2,973.25 |
2,966.00 |
| S2 |
2,946.75 |
2,946.75 |
2,971.25 |
|
| S3 |
2,923.00 |
2,937.50 |
2,969.00 |
|
| S4 |
2,899.25 |
2,913.75 |
2,962.50 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,084.00 |
3,069.00 |
2,992.75 |
|
| R3 |
3,042.00 |
3,027.00 |
2,981.25 |
|
| R2 |
3,000.00 |
3,000.00 |
2,977.50 |
|
| R1 |
2,985.00 |
2,985.00 |
2,973.50 |
2,992.50 |
| PP |
2,958.00 |
2,958.00 |
2,958.00 |
2,962.00 |
| S1 |
2,943.00 |
2,943.00 |
2,966.00 |
2,950.50 |
| S2 |
2,916.00 |
2,916.00 |
2,962.00 |
|
| S3 |
2,874.00 |
2,901.00 |
2,958.25 |
|
| S4 |
2,832.00 |
2,859.00 |
2,946.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,980.00 |
2,938.00 |
42.00 |
1.4% |
16.25 |
0.5% |
89% |
True |
False |
217 |
| 10 |
2,980.00 |
2,850.00 |
130.00 |
4.4% |
21.25 |
0.7% |
97% |
True |
False |
209 |
| 20 |
2,980.00 |
2,733.00 |
247.00 |
8.3% |
27.25 |
0.9% |
98% |
True |
False |
135 |
| 40 |
2,980.00 |
2,733.00 |
247.00 |
8.3% |
25.75 |
0.9% |
98% |
True |
False |
74 |
| 60 |
2,980.00 |
2,690.50 |
289.50 |
9.7% |
19.75 |
0.7% |
98% |
True |
False |
51 |
| 80 |
2,980.00 |
2,690.50 |
289.50 |
9.7% |
16.50 |
0.6% |
98% |
True |
False |
38 |
| 100 |
2,980.00 |
2,574.25 |
405.75 |
13.6% |
13.25 |
0.4% |
99% |
True |
False |
31 |
| 120 |
2,980.00 |
2,568.50 |
411.50 |
13.8% |
11.25 |
0.4% |
99% |
True |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,081.00 |
|
2.618 |
3,042.25 |
|
1.618 |
3,018.50 |
|
1.000 |
3,003.75 |
|
0.618 |
2,994.75 |
|
HIGH |
2,980.00 |
|
0.618 |
2,971.00 |
|
0.500 |
2,968.00 |
|
0.382 |
2,965.25 |
|
LOW |
2,956.25 |
|
0.618 |
2,941.50 |
|
1.000 |
2,932.50 |
|
1.618 |
2,917.75 |
|
2.618 |
2,894.00 |
|
4.250 |
2,855.25 |
|
|