| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,274.0 |
2,245.0 |
-29.0 |
-1.3% |
2,227.0 |
| High |
2,285.0 |
2,271.0 |
-14.0 |
-0.6% |
2,290.0 |
| Low |
2,220.0 |
2,217.0 |
-3.0 |
-0.1% |
2,170.0 |
| Close |
2,233.0 |
2,230.0 |
-3.0 |
-0.1% |
2,276.0 |
| Range |
65.0 |
54.0 |
-11.0 |
-16.9% |
120.0 |
| ATR |
53.0 |
53.1 |
0.1 |
0.1% |
0.0 |
| Volume |
481 |
477 |
-4 |
-0.8% |
13,582 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,401.3 |
2,369.7 |
2,259.7 |
|
| R3 |
2,347.3 |
2,315.7 |
2,244.9 |
|
| R2 |
2,293.3 |
2,293.3 |
2,239.9 |
|
| R1 |
2,261.7 |
2,261.7 |
2,235.0 |
2,250.5 |
| PP |
2,239.3 |
2,239.3 |
2,239.3 |
2,233.8 |
| S1 |
2,207.7 |
2,207.7 |
2,225.1 |
2,196.5 |
| S2 |
2,185.3 |
2,185.3 |
2,220.1 |
|
| S3 |
2,131.3 |
2,153.7 |
2,215.2 |
|
| S4 |
2,077.3 |
2,099.7 |
2,200.3 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,605.3 |
2,560.7 |
2,342.0 |
|
| R3 |
2,485.3 |
2,440.7 |
2,309.0 |
|
| R2 |
2,365.3 |
2,365.3 |
2,298.0 |
|
| R1 |
2,320.7 |
2,320.7 |
2,287.0 |
2,343.0 |
| PP |
2,245.3 |
2,245.3 |
2,245.3 |
2,256.5 |
| S1 |
2,200.7 |
2,200.7 |
2,265.0 |
2,223.0 |
| S2 |
2,125.3 |
2,125.3 |
2,254.0 |
|
| S3 |
2,005.3 |
2,080.7 |
2,243.0 |
|
| S4 |
1,885.3 |
1,960.7 |
2,210.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,290.0 |
2,217.0 |
73.0 |
3.3% |
55.8 |
2.5% |
18% |
False |
True |
705 |
| 10 |
2,290.0 |
2,170.0 |
120.0 |
5.4% |
54.6 |
2.4% |
50% |
False |
False |
1,548 |
| 20 |
2,423.0 |
2,170.0 |
253.0 |
11.3% |
54.0 |
2.4% |
24% |
False |
False |
1,595 |
| 40 |
2,541.0 |
2,170.0 |
371.0 |
16.6% |
47.5 |
2.1% |
16% |
False |
False |
3,195 |
| 60 |
2,541.0 |
2,170.0 |
371.0 |
16.6% |
39.3 |
1.8% |
16% |
False |
False |
2,322 |
| 80 |
2,541.0 |
2,170.0 |
371.0 |
16.6% |
34.2 |
1.5% |
16% |
False |
False |
1,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,500.5 |
|
2.618 |
2,412.4 |
|
1.618 |
2,358.4 |
|
1.000 |
2,325.0 |
|
0.618 |
2,304.4 |
|
HIGH |
2,271.0 |
|
0.618 |
2,250.4 |
|
0.500 |
2,244.0 |
|
0.382 |
2,237.6 |
|
LOW |
2,217.0 |
|
0.618 |
2,183.6 |
|
1.000 |
2,163.0 |
|
1.618 |
2,129.6 |
|
2.618 |
2,075.6 |
|
4.250 |
1,987.5 |
|
|