| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
3,019.90 |
3,027.45 |
7.55 |
0.3% |
2,972.96 |
| High |
3,036.71 |
3,053.51 |
16.80 |
0.6% |
3,028.96 |
| Low |
3,011.51 |
2,984.84 |
-26.67 |
-0.9% |
2,971.73 |
| Close |
3,026.45 |
2,999.13 |
-27.32 |
-0.9% |
3,028.96 |
| Range |
25.20 |
68.67 |
43.47 |
172.5% |
57.23 |
| ATR |
27.43 |
30.37 |
2.95 |
10.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,218.50 |
3,177.49 |
3,036.90 |
|
| R3 |
3,149.83 |
3,108.82 |
3,018.01 |
|
| R2 |
3,081.16 |
3,081.16 |
3,011.72 |
|
| R1 |
3,040.15 |
3,040.15 |
3,005.42 |
3,026.32 |
| PP |
3,012.49 |
3,012.49 |
3,012.49 |
3,005.58 |
| S1 |
2,971.48 |
2,971.48 |
2,992.84 |
2,957.65 |
| S2 |
2,943.82 |
2,943.82 |
2,986.54 |
|
| S3 |
2,875.15 |
2,902.81 |
2,980.25 |
|
| S4 |
2,806.48 |
2,834.14 |
2,961.36 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,181.57 |
3,162.50 |
3,060.44 |
|
| R3 |
3,124.34 |
3,105.27 |
3,044.70 |
|
| R2 |
3,067.11 |
3,067.11 |
3,039.45 |
|
| R1 |
3,048.04 |
3,048.04 |
3,034.21 |
3,057.58 |
| PP |
3,009.88 |
3,009.88 |
3,009.88 |
3,014.65 |
| S1 |
2,990.81 |
2,990.81 |
3,023.71 |
3,000.35 |
| S2 |
2,952.65 |
2,952.65 |
3,018.47 |
|
| S3 |
2,895.42 |
2,933.58 |
3,013.22 |
|
| S4 |
2,838.19 |
2,876.35 |
2,997.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,053.51 |
2,984.84 |
68.67 |
2.3% |
32.01 |
1.1% |
21% |
True |
True |
|
| 10 |
3,053.51 |
2,955.70 |
97.81 |
3.3% |
26.59 |
0.9% |
44% |
True |
False |
|
| 20 |
3,053.51 |
2,828.88 |
224.63 |
7.5% |
24.66 |
0.8% |
76% |
True |
False |
|
| 40 |
3,053.51 |
2,730.97 |
322.54 |
10.8% |
28.71 |
1.0% |
83% |
True |
False |
|
| 60 |
3,053.51 |
2,710.19 |
343.32 |
11.4% |
27.28 |
0.9% |
84% |
True |
False |
|
| 80 |
3,053.51 |
2,689.83 |
363.68 |
12.1% |
27.24 |
0.9% |
85% |
True |
False |
|
| 100 |
3,053.51 |
2,598.57 |
454.94 |
15.2% |
26.35 |
0.9% |
88% |
True |
False |
|
| 120 |
3,053.51 |
2,598.57 |
454.94 |
15.2% |
26.91 |
0.9% |
88% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,345.36 |
|
2.618 |
3,233.29 |
|
1.618 |
3,164.62 |
|
1.000 |
3,122.18 |
|
0.618 |
3,095.95 |
|
HIGH |
3,053.51 |
|
0.618 |
3,027.28 |
|
0.500 |
3,019.18 |
|
0.382 |
3,011.07 |
|
LOW |
2,984.84 |
|
0.618 |
2,942.40 |
|
1.000 |
2,916.17 |
|
1.618 |
2,873.73 |
|
2.618 |
2,805.06 |
|
4.250 |
2,692.99 |
|
|