| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,600.19 |
2,631.97 |
31.78 |
1.2% |
2,731.26 |
| High |
2,635.71 |
2,631.97 |
-3.74 |
-0.1% |
2,756.81 |
| Low |
2,588.97 |
2,606.79 |
17.82 |
0.7% |
2,637.73 |
| Close |
2,621.35 |
2,616.24 |
-5.11 |
-0.2% |
2,637.92 |
| Range |
46.74 |
25.18 |
-21.56 |
-46.1% |
119.08 |
| ATR |
39.97 |
38.92 |
-1.06 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,693.87 |
2,680.24 |
2,630.09 |
|
| R3 |
2,668.69 |
2,655.06 |
2,623.16 |
|
| R2 |
2,643.51 |
2,643.51 |
2,620.86 |
|
| R1 |
2,629.88 |
2,629.88 |
2,618.55 |
2,624.11 |
| PP |
2,618.33 |
2,618.33 |
2,618.33 |
2,615.45 |
| S1 |
2,604.70 |
2,604.70 |
2,613.93 |
2,598.93 |
| S2 |
2,593.15 |
2,593.15 |
2,611.62 |
|
| S3 |
2,567.97 |
2,579.52 |
2,609.32 |
|
| S4 |
2,542.79 |
2,554.34 |
2,602.39 |
|
|
| 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 |
2,683.25 |
2,587.53 |
95.72 |
3.7% |
39.80 |
1.5% |
30% |
False |
False |
|
| 10 |
2,756.81 |
2,587.53 |
169.28 |
6.5% |
35.25 |
1.3% |
17% |
False |
False |
|
| 20 |
2,756.81 |
2,587.53 |
169.28 |
6.5% |
36.13 |
1.4% |
17% |
False |
False |
|
| 40 |
2,795.35 |
2,587.53 |
207.82 |
7.9% |
32.11 |
1.2% |
14% |
False |
False |
|
| 60 |
2,795.35 |
2,551.35 |
244.00 |
9.3% |
29.73 |
1.1% |
27% |
False |
False |
|
| 80 |
2,795.35 |
2,395.43 |
399.92 |
15.3% |
27.85 |
1.1% |
55% |
False |
False |
|
| 100 |
2,795.35 |
2,209.57 |
585.78 |
22.4% |
27.20 |
1.0% |
69% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
24.6% |
28.38 |
1.1% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,738.99 |
|
2.618 |
2,697.89 |
|
1.618 |
2,672.71 |
|
1.000 |
2,657.15 |
|
0.618 |
2,647.53 |
|
HIGH |
2,631.97 |
|
0.618 |
2,622.35 |
|
0.500 |
2,619.38 |
|
0.382 |
2,616.41 |
|
LOW |
2,606.79 |
|
0.618 |
2,591.23 |
|
1.000 |
2,581.61 |
|
1.618 |
2,566.05 |
|
2.618 |
2,540.87 |
|
4.250 |
2,499.78 |
|
|