| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
6,496.5 |
6,520.0 |
23.5 |
0.4% |
6,830.0 |
| High |
6,513.0 |
6,560.0 |
47.0 |
0.7% |
6,885.0 |
| Low |
6,390.0 |
6,455.0 |
65.0 |
1.0% |
6,550.0 |
| Close |
6,477.5 |
6,525.5 |
48.0 |
0.7% |
6,572.0 |
| Range |
123.0 |
105.0 |
-18.0 |
-14.6% |
335.0 |
| ATR |
146.0 |
143.1 |
-2.9 |
-2.0% |
0.0 |
| Volume |
442 |
279 |
-163 |
-36.9% |
1,235 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,828.5 |
6,782.0 |
6,583.3 |
|
| R3 |
6,723.5 |
6,677.0 |
6,554.4 |
|
| R2 |
6,618.5 |
6,618.5 |
6,544.8 |
|
| R1 |
6,572.0 |
6,572.0 |
6,535.1 |
6,595.3 |
| PP |
6,513.5 |
6,513.5 |
6,513.5 |
6,525.1 |
| S1 |
6,467.0 |
6,467.0 |
6,515.9 |
6,490.3 |
| S2 |
6,408.5 |
6,408.5 |
6,506.3 |
|
| S3 |
6,303.5 |
6,362.0 |
6,496.6 |
|
| S4 |
6,198.5 |
6,257.0 |
6,467.8 |
|
|
| 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 |
6,692.5 |
6,390.0 |
302.5 |
4.6% |
147.4 |
2.3% |
45% |
False |
False |
333 |
| 10 |
6,885.0 |
6,390.0 |
495.0 |
7.6% |
149.1 |
2.3% |
27% |
False |
False |
306 |
| 20 |
6,885.0 |
6,390.0 |
495.0 |
7.6% |
145.6 |
2.2% |
27% |
False |
False |
260 |
| 40 |
7,217.5 |
6,390.0 |
827.5 |
12.7% |
129.8 |
2.0% |
16% |
False |
False |
1,061 |
| 60 |
7,217.5 |
6,390.0 |
827.5 |
12.7% |
114.9 |
1.8% |
16% |
False |
False |
829 |
| 80 |
7,217.5 |
6,327.0 |
890.5 |
13.6% |
99.2 |
1.5% |
22% |
False |
False |
631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,006.3 |
|
2.618 |
6,834.9 |
|
1.618 |
6,729.9 |
|
1.000 |
6,665.0 |
|
0.618 |
6,624.9 |
|
HIGH |
6,560.0 |
|
0.618 |
6,519.9 |
|
0.500 |
6,507.5 |
|
0.382 |
6,495.1 |
|
LOW |
6,455.0 |
|
0.618 |
6,390.1 |
|
1.000 |
6,350.0 |
|
1.618 |
6,285.1 |
|
2.618 |
6,180.1 |
|
4.250 |
6,008.8 |
|
|