| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,990.39 |
3,005.05 |
14.66 |
0.5% |
2,948.90 |
| High |
3,004.52 |
3,019.04 |
14.52 |
0.5% |
2,981.02 |
| Low |
2,982.77 |
2,997.47 |
14.70 |
0.5% |
2,942.25 |
| Close |
3,002.62 |
2,999.34 |
-3.28 |
-0.1% |
2,981.02 |
| Range |
21.75 |
21.57 |
-0.18 |
-0.8% |
38.77 |
| ATR |
28.49 |
28.00 |
-0.49 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,069.99 |
3,056.24 |
3,011.20 |
|
| R3 |
3,048.42 |
3,034.67 |
3,005.27 |
|
| R2 |
3,026.85 |
3,026.85 |
3,003.29 |
|
| R1 |
3,013.10 |
3,013.10 |
3,001.32 |
3,009.19 |
| PP |
3,005.28 |
3,005.28 |
3,005.28 |
3,003.33 |
| S1 |
2,991.53 |
2,991.53 |
2,997.36 |
2,987.62 |
| S2 |
2,983.71 |
2,983.71 |
2,995.39 |
|
| S3 |
2,962.14 |
2,969.96 |
2,993.41 |
|
| S4 |
2,940.57 |
2,948.39 |
2,987.48 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,084.41 |
3,071.48 |
3,002.34 |
|
| R3 |
3,045.64 |
3,032.71 |
2,991.68 |
|
| R2 |
3,006.87 |
3,006.87 |
2,988.13 |
|
| R1 |
2,993.94 |
2,993.94 |
2,984.57 |
3,000.41 |
| PP |
2,968.10 |
2,968.10 |
2,968.10 |
2,971.33 |
| S1 |
2,955.17 |
2,955.17 |
2,977.47 |
2,961.64 |
| S2 |
2,929.33 |
2,929.33 |
2,973.91 |
|
| S3 |
2,890.56 |
2,916.40 |
2,970.36 |
|
| S4 |
2,851.79 |
2,877.63 |
2,959.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,019.04 |
2,962.69 |
56.35 |
1.9% |
20.55 |
0.7% |
65% |
True |
False |
|
| 10 |
3,019.04 |
2,937.24 |
81.80 |
2.7% |
19.69 |
0.7% |
76% |
True |
False |
|
| 20 |
3,019.04 |
2,743.40 |
275.64 |
9.2% |
24.62 |
0.8% |
93% |
True |
False |
|
| 40 |
3,019.04 |
2,730.97 |
288.07 |
9.6% |
27.44 |
0.9% |
93% |
True |
False |
|
| 60 |
3,019.04 |
2,689.83 |
329.21 |
11.0% |
27.37 |
0.9% |
94% |
True |
False |
|
| 80 |
3,019.04 |
2,689.83 |
329.21 |
11.0% |
26.47 |
0.9% |
94% |
True |
False |
|
| 100 |
3,019.04 |
2,598.57 |
420.47 |
14.0% |
26.11 |
0.9% |
95% |
True |
False |
|
| 120 |
3,019.04 |
2,598.57 |
420.47 |
14.0% |
26.81 |
0.9% |
95% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,110.71 |
|
2.618 |
3,075.51 |
|
1.618 |
3,053.94 |
|
1.000 |
3,040.61 |
|
0.618 |
3,032.37 |
|
HIGH |
3,019.04 |
|
0.618 |
3,010.80 |
|
0.500 |
3,008.26 |
|
0.382 |
3,005.71 |
|
LOW |
2,997.47 |
|
0.618 |
2,984.14 |
|
1.000 |
2,975.90 |
|
1.618 |
2,962.57 |
|
2.618 |
2,941.00 |
|
4.250 |
2,905.80 |
|
|