| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
6,679.0 |
6,435.0 |
-244.0 |
-3.7% |
6,830.0 |
| High |
6,692.5 |
6,602.0 |
-90.5 |
-1.4% |
6,885.0 |
| Low |
6,550.0 |
6,390.5 |
-159.5 |
-2.4% |
6,550.0 |
| Close |
6,572.0 |
6,581.0 |
9.0 |
0.1% |
6,572.0 |
| Range |
142.5 |
211.5 |
69.0 |
48.4% |
335.0 |
| ATR |
142.3 |
147.2 |
4.9 |
3.5% |
0.0 |
| Volume |
472 |
293 |
-179 |
-37.9% |
1,235 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,159.0 |
7,081.5 |
6,697.3 |
|
| R3 |
6,947.5 |
6,870.0 |
6,639.2 |
|
| R2 |
6,736.0 |
6,736.0 |
6,619.8 |
|
| R1 |
6,658.5 |
6,658.5 |
6,600.4 |
6,697.3 |
| PP |
6,524.5 |
6,524.5 |
6,524.5 |
6,543.9 |
| S1 |
6,447.0 |
6,447.0 |
6,561.6 |
6,485.8 |
| S2 |
6,313.0 |
6,313.0 |
6,542.2 |
|
| S3 |
6,101.5 |
6,235.5 |
6,522.8 |
|
| S4 |
5,890.0 |
6,024.0 |
6,464.7 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,674.0 |
7,458.0 |
6,756.3 |
|
| R3 |
7,339.0 |
7,123.0 |
6,664.1 |
|
| R2 |
7,004.0 |
7,004.0 |
6,633.4 |
|
| R1 |
6,788.0 |
6,788.0 |
6,602.7 |
6,728.5 |
| PP |
6,669.0 |
6,669.0 |
6,669.0 |
6,639.3 |
| S1 |
6,453.0 |
6,453.0 |
6,541.3 |
6,393.5 |
| S2 |
6,334.0 |
6,334.0 |
6,510.6 |
|
| S3 |
5,999.0 |
6,118.0 |
6,479.9 |
|
| S4 |
5,664.0 |
5,783.0 |
6,387.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,885.0 |
6,390.5 |
494.5 |
7.5% |
159.9 |
2.4% |
39% |
False |
True |
305 |
| 10 |
6,885.0 |
6,390.5 |
494.5 |
7.5% |
152.0 |
2.3% |
39% |
False |
True |
294 |
| 20 |
6,885.0 |
6,390.5 |
494.5 |
7.5% |
146.7 |
2.2% |
39% |
False |
True |
250 |
| 40 |
7,217.5 |
6,390.5 |
827.0 |
12.6% |
128.4 |
2.0% |
23% |
False |
True |
1,174 |
| 60 |
7,217.5 |
6,390.5 |
827.0 |
12.6% |
111.1 |
1.7% |
23% |
False |
True |
816 |
| 80 |
7,217.5 |
6,100.0 |
1,117.5 |
17.0% |
98.3 |
1.5% |
43% |
False |
False |
620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,500.9 |
|
2.618 |
7,155.7 |
|
1.618 |
6,944.2 |
|
1.000 |
6,813.5 |
|
0.618 |
6,732.7 |
|
HIGH |
6,602.0 |
|
0.618 |
6,521.2 |
|
0.500 |
6,496.3 |
|
0.382 |
6,471.3 |
|
LOW |
6,390.5 |
|
0.618 |
6,259.8 |
|
1.000 |
6,179.0 |
|
1.618 |
6,048.3 |
|
2.618 |
5,836.8 |
|
4.250 |
5,491.6 |
|
|