| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
3,006.00 |
3,023.00 |
17.00 |
0.6% |
2,956.50 |
| High |
3,031.75 |
3,044.00 |
12.25 |
0.4% |
3,021.25 |
| Low |
3,006.00 |
2,984.75 |
-21.25 |
-0.7% |
2,956.25 |
| Close |
3,016.25 |
2,995.75 |
-20.50 |
-0.7% |
3,018.00 |
| Range |
25.75 |
59.25 |
33.50 |
130.1% |
65.00 |
| ATR |
25.49 |
27.91 |
2.41 |
9.5% |
0.00 |
| Volume |
226 |
472 |
246 |
108.8% |
1,421 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,186.00 |
3,150.00 |
3,028.25 |
|
| R3 |
3,126.75 |
3,090.75 |
3,012.00 |
|
| R2 |
3,067.50 |
3,067.50 |
3,006.50 |
|
| R1 |
3,031.50 |
3,031.50 |
3,001.25 |
3,020.00 |
| PP |
3,008.25 |
3,008.25 |
3,008.25 |
3,002.25 |
| S1 |
2,972.25 |
2,972.25 |
2,990.25 |
2,960.50 |
| S2 |
2,949.00 |
2,949.00 |
2,985.00 |
|
| S3 |
2,889.75 |
2,913.00 |
2,979.50 |
|
| S4 |
2,830.50 |
2,853.75 |
2,963.25 |
|
|
| 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 |
3,044.00 |
2,984.75 |
59.25 |
2.0% |
29.50 |
1.0% |
19% |
True |
True |
275 |
| 10 |
3,044.00 |
2,951.50 |
92.50 |
3.1% |
25.25 |
0.8% |
48% |
True |
False |
278 |
| 20 |
3,044.00 |
2,809.75 |
234.25 |
7.8% |
24.25 |
0.8% |
79% |
True |
False |
202 |
| 40 |
3,044.00 |
2,733.00 |
311.00 |
10.4% |
26.50 |
0.9% |
84% |
True |
False |
120 |
| 60 |
3,044.00 |
2,707.00 |
337.00 |
11.2% |
22.50 |
0.7% |
86% |
True |
False |
82 |
| 80 |
3,044.00 |
2,690.50 |
353.50 |
11.8% |
18.50 |
0.6% |
86% |
True |
False |
62 |
| 100 |
3,044.00 |
2,574.25 |
469.75 |
15.7% |
15.00 |
0.5% |
90% |
True |
False |
50 |
| 120 |
3,044.00 |
2,574.25 |
469.75 |
15.7% |
13.00 |
0.4% |
90% |
True |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,295.75 |
|
2.618 |
3,199.00 |
|
1.618 |
3,139.75 |
|
1.000 |
3,103.25 |
|
0.618 |
3,080.50 |
|
HIGH |
3,044.00 |
|
0.618 |
3,021.25 |
|
0.500 |
3,014.50 |
|
0.382 |
3,007.50 |
|
LOW |
2,984.75 |
|
0.618 |
2,948.25 |
|
1.000 |
2,925.50 |
|
1.618 |
2,889.00 |
|
2.618 |
2,829.75 |
|
4.250 |
2,733.00 |
|
|