| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,624.35 |
2,600.19 |
-24.16 |
-0.9% |
2,731.26 |
| High |
2,638.30 |
2,635.71 |
-2.59 |
-0.1% |
2,756.81 |
| Low |
2,587.53 |
2,588.97 |
1.44 |
0.1% |
2,637.73 |
| Close |
2,629.87 |
2,621.35 |
-8.52 |
-0.3% |
2,637.92 |
| Range |
50.77 |
46.74 |
-4.03 |
-7.9% |
119.08 |
| ATR |
39.45 |
39.97 |
0.52 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,755.56 |
2,735.20 |
2,647.06 |
|
| R3 |
2,708.82 |
2,688.46 |
2,634.20 |
|
| R2 |
2,662.08 |
2,662.08 |
2,629.92 |
|
| R1 |
2,641.72 |
2,641.72 |
2,625.63 |
2,651.90 |
| PP |
2,615.34 |
2,615.34 |
2,615.34 |
2,620.44 |
| S1 |
2,594.98 |
2,594.98 |
2,617.07 |
2,605.16 |
| S2 |
2,568.60 |
2,568.60 |
2,612.78 |
|
| S3 |
2,521.86 |
2,548.24 |
2,608.50 |
|
| S4 |
2,475.12 |
2,501.50 |
2,595.64 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,034.73 |
2,955.40 |
2,703.41 |
|
| R3 |
2,915.65 |
2,836.32 |
2,670.67 |
|
| R2 |
2,796.57 |
2,796.57 |
2,659.75 |
|
| R1 |
2,717.24 |
2,717.24 |
2,648.84 |
2,697.37 |
| PP |
2,677.49 |
2,677.49 |
2,677.49 |
2,667.55 |
| S1 |
2,598.16 |
2,598.16 |
2,627.00 |
2,578.29 |
| S2 |
2,558.41 |
2,558.41 |
2,616.09 |
|
| S3 |
2,439.33 |
2,479.08 |
2,605.17 |
|
| S4 |
2,320.25 |
2,360.00 |
2,572.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,737.14 |
2,587.53 |
149.61 |
5.7% |
42.63 |
1.6% |
23% |
False |
False |
|
| 10 |
2,756.81 |
2,587.53 |
169.28 |
6.5% |
35.32 |
1.3% |
20% |
False |
False |
|
| 20 |
2,756.81 |
2,587.53 |
169.28 |
6.5% |
36.49 |
1.4% |
20% |
False |
False |
|
| 40 |
2,795.35 |
2,587.53 |
207.82 |
7.9% |
32.16 |
1.2% |
16% |
False |
False |
|
| 60 |
2,795.35 |
2,551.35 |
244.00 |
9.3% |
29.67 |
1.1% |
29% |
False |
False |
|
| 80 |
2,795.35 |
2,385.79 |
409.56 |
15.6% |
27.76 |
1.1% |
58% |
False |
False |
|
| 100 |
2,795.35 |
2,209.57 |
585.78 |
22.3% |
27.24 |
1.0% |
70% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
24.6% |
28.53 |
1.1% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,834.36 |
|
2.618 |
2,758.08 |
|
1.618 |
2,711.34 |
|
1.000 |
2,682.45 |
|
0.618 |
2,664.60 |
|
HIGH |
2,635.71 |
|
0.618 |
2,617.86 |
|
0.500 |
2,612.34 |
|
0.382 |
2,606.82 |
|
LOW |
2,588.97 |
|
0.618 |
2,560.08 |
|
1.000 |
2,542.23 |
|
1.618 |
2,513.34 |
|
2.618 |
2,466.60 |
|
4.250 |
2,390.33 |
|
|