| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
3,021.00 |
3,006.00 |
-15.00 |
-0.5% |
2,956.50 |
| High |
3,027.75 |
3,031.75 |
4.00 |
0.1% |
3,021.25 |
| Low |
3,010.00 |
3,006.00 |
-4.00 |
-0.1% |
2,956.25 |
| Close |
3,016.00 |
3,016.25 |
0.25 |
0.0% |
3,018.00 |
| Range |
17.75 |
25.75 |
8.00 |
45.1% |
65.00 |
| ATR |
25.47 |
25.49 |
0.02 |
0.1% |
0.00 |
| Volume |
129 |
226 |
97 |
75.2% |
1,421 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,095.25 |
3,081.50 |
3,030.50 |
|
| R3 |
3,069.50 |
3,055.75 |
3,023.25 |
|
| R2 |
3,043.75 |
3,043.75 |
3,021.00 |
|
| R1 |
3,030.00 |
3,030.00 |
3,018.50 |
3,037.00 |
| PP |
3,018.00 |
3,018.00 |
3,018.00 |
3,021.50 |
| S1 |
3,004.25 |
3,004.25 |
3,014.00 |
3,011.00 |
| S2 |
2,992.25 |
2,992.25 |
3,011.50 |
|
| S3 |
2,966.50 |
2,978.50 |
3,009.25 |
|
| S4 |
2,940.75 |
2,952.75 |
3,002.00 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,193.50 |
3,170.75 |
3,053.75 |
|
| R3 |
3,128.50 |
3,105.75 |
3,036.00 |
|
| R2 |
3,063.50 |
3,063.50 |
3,030.00 |
|
| R1 |
3,040.75 |
3,040.75 |
3,024.00 |
3,052.00 |
| PP |
2,998.50 |
2,998.50 |
2,998.50 |
3,004.25 |
| S1 |
2,975.75 |
2,975.75 |
3,012.00 |
2,987.00 |
| S2 |
2,933.50 |
2,933.50 |
3,006.00 |
|
| S3 |
2,868.50 |
2,910.75 |
3,000.00 |
|
| S4 |
2,803.50 |
2,845.75 |
2,982.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,031.75 |
2,980.00 |
51.75 |
1.7% |
22.00 |
0.7% |
70% |
True |
False |
254 |
| 10 |
3,031.75 |
2,938.00 |
93.75 |
3.1% |
21.00 |
0.7% |
83% |
True |
False |
232 |
| 20 |
3,031.75 |
2,809.75 |
222.00 |
7.4% |
21.75 |
0.7% |
93% |
True |
False |
180 |
| 40 |
3,031.75 |
2,733.00 |
298.75 |
9.9% |
25.25 |
0.8% |
95% |
True |
False |
109 |
| 60 |
3,031.75 |
2,695.75 |
336.00 |
11.1% |
21.50 |
0.7% |
95% |
True |
False |
74 |
| 80 |
3,031.75 |
2,690.50 |
341.25 |
11.3% |
17.75 |
0.6% |
95% |
True |
False |
56 |
| 100 |
3,031.75 |
2,574.25 |
457.50 |
15.2% |
14.50 |
0.5% |
97% |
True |
False |
45 |
| 120 |
3,031.75 |
2,574.25 |
457.50 |
15.2% |
12.50 |
0.4% |
97% |
True |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,141.25 |
|
2.618 |
3,099.25 |
|
1.618 |
3,073.50 |
|
1.000 |
3,057.50 |
|
0.618 |
3,047.75 |
|
HIGH |
3,031.75 |
|
0.618 |
3,022.00 |
|
0.500 |
3,019.00 |
|
0.382 |
3,015.75 |
|
LOW |
3,006.00 |
|
0.618 |
2,990.00 |
|
1.000 |
2,980.25 |
|
1.618 |
2,964.25 |
|
2.618 |
2,938.50 |
|
4.250 |
2,896.50 |
|
|