| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
6,520.0 |
6,469.0 |
-51.0 |
-0.8% |
6,435.0 |
| High |
6,560.0 |
6,599.0 |
39.0 |
0.6% |
6,602.0 |
| Low |
6,455.0 |
6,457.0 |
2.0 |
0.0% |
6,390.0 |
| Close |
6,525.5 |
6,591.0 |
65.5 |
1.0% |
6,591.0 |
| Range |
105.0 |
142.0 |
37.0 |
35.2% |
212.0 |
| ATR |
143.1 |
143.0 |
-0.1 |
-0.1% |
0.0 |
| Volume |
279 |
240 |
-39 |
-14.0% |
1,436 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,975.0 |
6,925.0 |
6,669.1 |
|
| R3 |
6,833.0 |
6,783.0 |
6,630.1 |
|
| R2 |
6,691.0 |
6,691.0 |
6,617.0 |
|
| R1 |
6,641.0 |
6,641.0 |
6,604.0 |
6,666.0 |
| PP |
6,549.0 |
6,549.0 |
6,549.0 |
6,561.5 |
| S1 |
6,499.0 |
6,499.0 |
6,578.0 |
6,524.0 |
| S2 |
6,407.0 |
6,407.0 |
6,565.0 |
|
| S3 |
6,265.0 |
6,357.0 |
6,552.0 |
|
| S4 |
6,123.0 |
6,215.0 |
6,512.9 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,163.7 |
7,089.3 |
6,707.6 |
|
| R3 |
6,951.7 |
6,877.3 |
6,649.3 |
|
| R2 |
6,739.7 |
6,739.7 |
6,629.9 |
|
| R1 |
6,665.3 |
6,665.3 |
6,610.4 |
6,702.5 |
| PP |
6,527.7 |
6,527.7 |
6,527.7 |
6,546.3 |
| S1 |
6,453.3 |
6,453.3 |
6,571.6 |
6,490.5 |
| S2 |
6,315.7 |
6,315.7 |
6,552.1 |
|
| S3 |
6,103.7 |
6,241.3 |
6,532.7 |
|
| S4 |
5,891.7 |
6,029.3 |
6,474.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,602.0 |
6,390.0 |
212.0 |
3.2% |
147.3 |
2.2% |
95% |
False |
False |
287 |
| 10 |
6,885.0 |
6,390.0 |
495.0 |
7.5% |
150.0 |
2.3% |
41% |
False |
False |
309 |
| 20 |
6,885.0 |
6,390.0 |
495.0 |
7.5% |
147.8 |
2.2% |
41% |
False |
False |
265 |
| 40 |
7,217.5 |
6,390.0 |
827.5 |
12.6% |
130.7 |
2.0% |
24% |
False |
False |
873 |
| 60 |
7,217.5 |
6,390.0 |
827.5 |
12.6% |
115.9 |
1.8% |
24% |
False |
False |
833 |
| 80 |
7,217.5 |
6,340.0 |
877.5 |
13.3% |
100.7 |
1.5% |
29% |
False |
False |
633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,202.5 |
|
2.618 |
6,970.8 |
|
1.618 |
6,828.8 |
|
1.000 |
6,741.0 |
|
0.618 |
6,686.8 |
|
HIGH |
6,599.0 |
|
0.618 |
6,544.8 |
|
0.500 |
6,528.0 |
|
0.382 |
6,511.2 |
|
LOW |
6,457.0 |
|
0.618 |
6,369.2 |
|
1.000 |
6,315.0 |
|
1.618 |
6,227.2 |
|
2.618 |
6,085.2 |
|
4.250 |
5,853.5 |
|
|