| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,992.00 |
2,995.50 |
3.50 |
0.1% |
2,931.25 |
| High |
3,001.75 |
3,006.25 |
4.50 |
0.1% |
2,973.25 |
| Low |
2,980.00 |
2,990.25 |
10.25 |
0.3% |
2,931.25 |
| Close |
2,995.50 |
2,993.00 |
-2.50 |
-0.1% |
2,969.75 |
| Range |
21.75 |
16.00 |
-5.75 |
-26.4% |
42.00 |
| ATR |
26.66 |
25.90 |
-0.76 |
-2.9% |
0.00 |
| Volume |
365 |
112 |
-253 |
-69.3% |
970 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,044.50 |
3,034.75 |
3,001.75 |
|
| R3 |
3,028.50 |
3,018.75 |
2,997.50 |
|
| R2 |
3,012.50 |
3,012.50 |
2,996.00 |
|
| R1 |
3,002.75 |
3,002.75 |
2,994.50 |
2,999.50 |
| PP |
2,996.50 |
2,996.50 |
2,996.50 |
2,995.00 |
| S1 |
2,986.75 |
2,986.75 |
2,991.50 |
2,983.50 |
| S2 |
2,980.50 |
2,980.50 |
2,990.00 |
|
| S3 |
2,964.50 |
2,970.75 |
2,988.50 |
|
| S4 |
2,948.50 |
2,954.75 |
2,984.25 |
|
|
| 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 |
3,006.25 |
2,956.25 |
50.00 |
1.7% |
21.00 |
0.7% |
74% |
True |
False |
299 |
| 10 |
3,006.25 |
2,898.00 |
108.25 |
3.6% |
20.25 |
0.7% |
88% |
True |
False |
206 |
| 20 |
3,006.25 |
2,739.00 |
267.25 |
8.9% |
22.75 |
0.8% |
95% |
True |
False |
163 |
| 40 |
3,006.25 |
2,733.00 |
273.25 |
9.1% |
25.00 |
0.8% |
95% |
True |
False |
90 |
| 60 |
3,006.25 |
2,690.50 |
315.75 |
10.5% |
21.00 |
0.7% |
96% |
True |
False |
61 |
| 80 |
3,006.25 |
2,690.50 |
315.75 |
10.5% |
17.00 |
0.6% |
96% |
True |
False |
46 |
| 100 |
3,006.25 |
2,574.25 |
432.00 |
14.4% |
13.75 |
0.5% |
97% |
True |
False |
37 |
| 120 |
3,006.25 |
2,574.25 |
432.00 |
14.4% |
11.75 |
0.4% |
97% |
True |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,074.25 |
|
2.618 |
3,048.25 |
|
1.618 |
3,032.25 |
|
1.000 |
3,022.25 |
|
0.618 |
3,016.25 |
|
HIGH |
3,006.25 |
|
0.618 |
3,000.25 |
|
0.500 |
2,998.25 |
|
0.382 |
2,996.25 |
|
LOW |
2,990.25 |
|
0.618 |
2,980.25 |
|
1.000 |
2,974.25 |
|
1.618 |
2,964.25 |
|
2.618 |
2,948.25 |
|
4.250 |
2,922.25 |
|
|