| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,979.50 |
2,992.00 |
12.50 |
0.4% |
2,931.25 |
| High |
2,997.75 |
3,001.75 |
4.00 |
0.1% |
2,973.25 |
| Low |
2,968.00 |
2,980.00 |
12.00 |
0.4% |
2,931.25 |
| Close |
2,990.00 |
2,995.50 |
5.50 |
0.2% |
2,969.75 |
| Range |
29.75 |
21.75 |
-8.00 |
-26.9% |
42.00 |
| ATR |
27.04 |
26.66 |
-0.38 |
-1.4% |
0.00 |
| Volume |
159 |
365 |
206 |
129.6% |
970 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,057.75 |
3,048.25 |
3,007.50 |
|
| R3 |
3,036.00 |
3,026.50 |
3,001.50 |
|
| R2 |
3,014.25 |
3,014.25 |
2,999.50 |
|
| R1 |
3,004.75 |
3,004.75 |
2,997.50 |
3,009.50 |
| PP |
2,992.50 |
2,992.50 |
2,992.50 |
2,994.75 |
| S1 |
2,983.00 |
2,983.00 |
2,993.50 |
2,987.75 |
| S2 |
2,970.75 |
2,970.75 |
2,991.50 |
|
| S3 |
2,949.00 |
2,961.25 |
2,989.50 |
|
| S4 |
2,927.25 |
2,939.50 |
2,983.50 |
|
|
| 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 |
3,001.75 |
2,951.50 |
50.25 |
1.7% |
21.00 |
0.7% |
88% |
True |
False |
281 |
| 10 |
3,001.75 |
2,867.00 |
134.75 |
4.5% |
22.25 |
0.7% |
95% |
True |
False |
221 |
| 20 |
3,001.75 |
2,733.00 |
268.75 |
9.0% |
23.75 |
0.8% |
98% |
True |
False |
158 |
| 40 |
3,001.75 |
2,733.00 |
268.75 |
9.0% |
25.00 |
0.8% |
98% |
True |
False |
87 |
| 60 |
3,001.75 |
2,690.50 |
311.25 |
10.4% |
20.75 |
0.7% |
98% |
True |
False |
59 |
| 80 |
3,001.75 |
2,690.50 |
311.25 |
10.4% |
17.00 |
0.6% |
98% |
True |
False |
45 |
| 100 |
3,001.75 |
2,574.25 |
427.50 |
14.3% |
13.75 |
0.5% |
99% |
True |
False |
36 |
| 120 |
3,001.75 |
2,574.25 |
427.50 |
14.3% |
11.75 |
0.4% |
99% |
True |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,094.25 |
|
2.618 |
3,058.75 |
|
1.618 |
3,037.00 |
|
1.000 |
3,023.50 |
|
0.618 |
3,015.25 |
|
HIGH |
3,001.75 |
|
0.618 |
2,993.50 |
|
0.500 |
2,991.00 |
|
0.382 |
2,988.25 |
|
LOW |
2,980.00 |
|
0.618 |
2,966.50 |
|
1.000 |
2,958.25 |
|
1.618 |
2,944.75 |
|
2.618 |
2,923.00 |
|
4.250 |
2,887.50 |
|
|