| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,938.74 |
2,948.90 |
10.16 |
0.3% |
2,849.54 |
| High |
2,952.22 |
2,959.63 |
7.41 |
0.3% |
2,952.22 |
| Low |
2,937.24 |
2,947.47 |
10.23 |
0.3% |
2,849.04 |
| Close |
2,944.59 |
2,955.36 |
10.77 |
0.4% |
2,944.59 |
| Range |
14.98 |
12.16 |
-2.82 |
-18.8% |
103.18 |
| ATR |
34.71 |
33.31 |
-1.41 |
-4.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,990.63 |
2,985.16 |
2,962.05 |
|
| R3 |
2,978.47 |
2,973.00 |
2,958.70 |
|
| R2 |
2,966.31 |
2,966.31 |
2,957.59 |
|
| R1 |
2,960.84 |
2,960.84 |
2,956.47 |
2,963.58 |
| PP |
2,954.15 |
2,954.15 |
2,954.15 |
2,955.52 |
| S1 |
2,948.68 |
2,948.68 |
2,954.25 |
2,951.42 |
| S2 |
2,941.99 |
2,941.99 |
2,953.13 |
|
| S3 |
2,929.83 |
2,936.52 |
2,952.02 |
|
| S4 |
2,917.67 |
2,924.36 |
2,948.67 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,224.82 |
3,187.89 |
3,001.34 |
|
| R3 |
3,121.64 |
3,084.71 |
2,972.96 |
|
| R2 |
3,018.46 |
3,018.46 |
2,963.51 |
|
| R1 |
2,981.53 |
2,981.53 |
2,954.05 |
3,000.00 |
| PP |
2,915.28 |
2,915.28 |
2,915.28 |
2,924.52 |
| S1 |
2,878.35 |
2,878.35 |
2,935.13 |
2,896.82 |
| S2 |
2,812.10 |
2,812.10 |
2,925.67 |
|
| S3 |
2,708.92 |
2,775.17 |
2,916.22 |
|
| S4 |
2,605.74 |
2,671.99 |
2,887.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,959.63 |
2,859.94 |
99.69 |
3.4% |
23.52 |
0.8% |
96% |
True |
False |
|
| 10 |
2,959.63 |
2,811.01 |
148.62 |
5.0% |
24.25 |
0.8% |
97% |
True |
False |
|
| 20 |
2,959.63 |
2,730.97 |
228.66 |
7.7% |
31.64 |
1.1% |
98% |
True |
False |
|
| 40 |
2,959.63 |
2,730.97 |
228.66 |
7.7% |
27.90 |
0.9% |
98% |
True |
False |
|
| 60 |
2,959.63 |
2,689.83 |
269.80 |
9.1% |
27.25 |
0.9% |
98% |
True |
False |
|
| 80 |
2,959.63 |
2,689.83 |
269.80 |
9.1% |
26.21 |
0.9% |
98% |
True |
False |
|
| 100 |
2,959.63 |
2,598.57 |
361.06 |
12.2% |
26.86 |
0.9% |
99% |
True |
False |
|
| 120 |
2,959.63 |
2,494.38 |
465.25 |
15.7% |
27.56 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,011.31 |
|
2.618 |
2,991.46 |
|
1.618 |
2,979.30 |
|
1.000 |
2,971.79 |
|
0.618 |
2,967.14 |
|
HIGH |
2,959.63 |
|
0.618 |
2,954.98 |
|
0.500 |
2,953.55 |
|
0.382 |
2,952.12 |
|
LOW |
2,947.47 |
|
0.618 |
2,939.96 |
|
1.000 |
2,935.31 |
|
1.618 |
2,927.80 |
|
2.618 |
2,915.64 |
|
4.250 |
2,895.79 |
|
|