| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
6,585.0 |
6,496.5 |
-88.5 |
-1.3% |
6,830.0 |
| High |
6,585.0 |
6,513.0 |
-72.0 |
-1.1% |
6,885.0 |
| Low |
6,430.0 |
6,390.0 |
-40.0 |
-0.6% |
6,550.0 |
| Close |
6,451.5 |
6,477.5 |
26.0 |
0.4% |
6,572.0 |
| Range |
155.0 |
123.0 |
-32.0 |
-20.6% |
335.0 |
| ATR |
147.8 |
146.0 |
-1.8 |
-1.2% |
0.0 |
| Volume |
182 |
442 |
260 |
142.9% |
1,235 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,829.2 |
6,776.3 |
6,545.2 |
|
| R3 |
6,706.2 |
6,653.3 |
6,511.3 |
|
| R2 |
6,583.2 |
6,583.2 |
6,500.1 |
|
| R1 |
6,530.3 |
6,530.3 |
6,488.8 |
6,495.3 |
| PP |
6,460.2 |
6,460.2 |
6,460.2 |
6,442.6 |
| S1 |
6,407.3 |
6,407.3 |
6,466.2 |
6,372.3 |
| S2 |
6,337.2 |
6,337.2 |
6,455.0 |
|
| S3 |
6,214.2 |
6,284.3 |
6,443.7 |
|
| S4 |
6,091.2 |
6,161.3 |
6,409.9 |
|
|
| 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 |
6,805.0 |
6,390.0 |
415.0 |
6.4% |
155.2 |
2.4% |
21% |
False |
True |
346 |
| 10 |
6,885.0 |
6,390.0 |
495.0 |
7.6% |
149.9 |
2.3% |
18% |
False |
True |
302 |
| 20 |
6,885.0 |
6,390.0 |
495.0 |
7.6% |
145.9 |
2.3% |
18% |
False |
True |
255 |
| 40 |
7,217.5 |
6,390.0 |
827.5 |
12.8% |
129.1 |
2.0% |
11% |
False |
True |
1,119 |
| 60 |
7,217.5 |
6,390.0 |
827.5 |
12.8% |
113.9 |
1.8% |
11% |
False |
True |
825 |
| 80 |
7,217.5 |
6,126.0 |
1,091.5 |
16.9% |
99.4 |
1.5% |
32% |
False |
False |
627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,035.8 |
|
2.618 |
6,835.0 |
|
1.618 |
6,712.0 |
|
1.000 |
6,636.0 |
|
0.618 |
6,589.0 |
|
HIGH |
6,513.0 |
|
0.618 |
6,466.0 |
|
0.500 |
6,451.5 |
|
0.382 |
6,437.0 |
|
LOW |
6,390.0 |
|
0.618 |
6,314.0 |
|
1.000 |
6,267.0 |
|
1.618 |
6,191.0 |
|
2.618 |
6,068.0 |
|
4.250 |
5,867.3 |
|
|