| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,993.00 |
2,995.25 |
2.25 |
0.1% |
3,021.00 |
| High |
2,993.00 |
3,029.75 |
36.75 |
1.2% |
3,044.00 |
| Low |
2,961.00 |
2,986.25 |
25.25 |
0.9% |
2,955.75 |
| Close |
2,987.00 |
2,998.25 |
11.25 |
0.4% |
2,987.00 |
| Range |
32.00 |
43.50 |
11.50 |
35.9% |
88.25 |
| ATR |
29.28 |
30.30 |
1.02 |
3.5% |
0.00 |
| Volume |
466 |
661 |
195 |
41.8% |
2,322 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,135.25 |
3,110.25 |
3,022.25 |
|
| R3 |
3,091.75 |
3,066.75 |
3,010.25 |
|
| R2 |
3,048.25 |
3,048.25 |
3,006.25 |
|
| R1 |
3,023.25 |
3,023.25 |
3,002.25 |
3,035.75 |
| PP |
3,004.75 |
3,004.75 |
3,004.75 |
3,011.00 |
| S1 |
2,979.75 |
2,979.75 |
2,994.25 |
2,992.25 |
| S2 |
2,961.25 |
2,961.25 |
2,990.25 |
|
| S3 |
2,917.75 |
2,936.25 |
2,986.25 |
|
| S4 |
2,874.25 |
2,892.75 |
2,974.25 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,260.25 |
3,212.00 |
3,035.50 |
|
| R3 |
3,172.00 |
3,123.75 |
3,011.25 |
|
| R2 |
3,083.75 |
3,083.75 |
3,003.25 |
|
| R1 |
3,035.50 |
3,035.50 |
2,995.00 |
3,015.50 |
| PP |
2,995.50 |
2,995.50 |
2,995.50 |
2,985.50 |
| S1 |
2,947.25 |
2,947.25 |
2,979.00 |
2,927.25 |
| S2 |
2,907.25 |
2,907.25 |
2,970.75 |
|
| S3 |
2,819.00 |
2,859.00 |
2,962.75 |
|
| S4 |
2,730.75 |
2,770.75 |
2,938.50 |
|
|
| 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 |
2,955.75 |
88.25 |
2.9% |
41.00 |
1.4% |
48% |
False |
False |
570 |
| 10 |
3,044.00 |
2,955.75 |
88.25 |
2.9% |
31.75 |
1.1% |
48% |
False |
False |
405 |
| 20 |
3,044.00 |
2,850.00 |
194.00 |
6.5% |
26.50 |
0.9% |
76% |
False |
False |
307 |
| 40 |
3,044.00 |
2,733.00 |
311.00 |
10.4% |
27.75 |
0.9% |
85% |
False |
False |
174 |
| 60 |
3,044.00 |
2,724.00 |
320.00 |
10.7% |
23.75 |
0.8% |
86% |
False |
False |
118 |
| 80 |
3,044.00 |
2,690.50 |
353.50 |
11.8% |
19.75 |
0.7% |
87% |
False |
False |
89 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
11.8% |
16.25 |
0.5% |
87% |
False |
False |
71 |
| 120 |
3,044.00 |
2,574.25 |
469.75 |
15.7% |
14.00 |
0.5% |
90% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,214.50 |
|
2.618 |
3,143.75 |
|
1.618 |
3,100.25 |
|
1.000 |
3,073.25 |
|
0.618 |
3,056.75 |
|
HIGH |
3,029.75 |
|
0.618 |
3,013.25 |
|
0.500 |
3,008.00 |
|
0.382 |
3,002.75 |
|
LOW |
2,986.25 |
|
0.618 |
2,959.25 |
|
1.000 |
2,942.75 |
|
1.618 |
2,915.75 |
|
2.618 |
2,872.25 |
|
4.250 |
2,801.50 |
|
|