| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,971.36 |
3,024.38 |
53.02 |
1.8% |
3,019.28 |
| High |
2,991.26 |
3,037.00 |
45.74 |
1.5% |
3,053.51 |
| Low |
2,965.30 |
3,002.22 |
36.92 |
1.2% |
2,965.30 |
| Close |
2,991.02 |
3,011.94 |
20.92 |
0.7% |
2,991.02 |
| Range |
25.96 |
34.78 |
8.82 |
34.0% |
88.21 |
| ATR |
30.44 |
31.55 |
1.11 |
3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,121.39 |
3,101.45 |
3,031.07 |
|
| R3 |
3,086.61 |
3,066.67 |
3,021.50 |
|
| R2 |
3,051.83 |
3,051.83 |
3,018.32 |
|
| R1 |
3,031.89 |
3,031.89 |
3,015.13 |
3,024.47 |
| PP |
3,017.05 |
3,017.05 |
3,017.05 |
3,013.35 |
| S1 |
2,997.11 |
2,997.11 |
3,008.75 |
2,989.69 |
| S2 |
2,982.27 |
2,982.27 |
3,005.56 |
|
| S3 |
2,947.49 |
2,962.33 |
3,002.38 |
|
| S4 |
2,912.71 |
2,927.55 |
2,992.81 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,267.91 |
3,217.67 |
3,039.54 |
|
| R3 |
3,179.70 |
3,129.46 |
3,015.28 |
|
| R2 |
3,091.49 |
3,091.49 |
3,007.19 |
|
| R1 |
3,041.25 |
3,041.25 |
2,999.11 |
3,022.27 |
| PP |
3,003.28 |
3,003.28 |
3,003.28 |
2,993.78 |
| S1 |
2,953.04 |
2,953.04 |
2,982.93 |
2,934.06 |
| S2 |
2,915.07 |
2,915.07 |
2,974.85 |
|
| S3 |
2,826.86 |
2,864.83 |
2,966.76 |
|
| S4 |
2,738.65 |
2,776.62 |
2,942.50 |
|
|
| 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 |
2,965.30 |
88.21 |
2.9% |
38.10 |
1.3% |
53% |
False |
False |
|
| 10 |
3,053.51 |
2,965.30 |
88.21 |
2.9% |
30.16 |
1.0% |
53% |
False |
False |
|
| 20 |
3,053.51 |
2,859.94 |
193.57 |
6.4% |
26.13 |
0.9% |
79% |
False |
False |
|
| 40 |
3,053.51 |
2,730.97 |
322.54 |
10.7% |
29.23 |
1.0% |
87% |
False |
False |
|
| 60 |
3,053.51 |
2,730.97 |
322.54 |
10.7% |
27.12 |
0.9% |
87% |
False |
False |
|
| 80 |
3,053.51 |
2,689.83 |
363.68 |
12.1% |
27.54 |
0.9% |
89% |
False |
False |
|
| 100 |
3,053.51 |
2,689.83 |
363.68 |
12.1% |
26.08 |
0.9% |
89% |
False |
False |
|
| 120 |
3,053.51 |
2,598.57 |
454.94 |
15.1% |
27.18 |
0.9% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,184.82 |
|
2.618 |
3,128.05 |
|
1.618 |
3,093.27 |
|
1.000 |
3,071.78 |
|
0.618 |
3,058.49 |
|
HIGH |
3,037.00 |
|
0.618 |
3,023.71 |
|
0.500 |
3,019.61 |
|
0.382 |
3,015.51 |
|
LOW |
3,002.22 |
|
0.618 |
2,980.73 |
|
1.000 |
2,967.44 |
|
1.618 |
2,945.95 |
|
2.618 |
2,911.17 |
|
4.250 |
2,854.41 |
|
|