| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
6,469.0 |
6,522.0 |
53.0 |
0.8% |
6,435.0 |
| High |
6,599.0 |
6,526.5 |
-72.5 |
-1.1% |
6,602.0 |
| Low |
6,457.0 |
6,430.0 |
-27.0 |
-0.4% |
6,390.0 |
| Close |
6,591.0 |
6,474.0 |
-117.0 |
-1.8% |
6,591.0 |
| Range |
142.0 |
96.5 |
-45.5 |
-32.0% |
212.0 |
| ATR |
143.0 |
144.3 |
1.3 |
0.9% |
0.0 |
| Volume |
240 |
176 |
-64 |
-26.7% |
1,436 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,766.3 |
6,716.7 |
6,527.1 |
|
| R3 |
6,669.8 |
6,620.2 |
6,500.5 |
|
| R2 |
6,573.3 |
6,573.3 |
6,491.7 |
|
| R1 |
6,523.7 |
6,523.7 |
6,482.8 |
6,500.3 |
| PP |
6,476.8 |
6,476.8 |
6,476.8 |
6,465.1 |
| S1 |
6,427.2 |
6,427.2 |
6,465.2 |
6,403.8 |
| S2 |
6,380.3 |
6,380.3 |
6,456.3 |
|
| S3 |
6,283.8 |
6,330.7 |
6,447.5 |
|
| S4 |
6,187.3 |
6,234.2 |
6,420.9 |
|
|
| 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 |
6,599.0 |
6,390.0 |
209.0 |
3.2% |
124.3 |
1.9% |
40% |
False |
False |
263 |
| 10 |
6,885.0 |
6,390.0 |
495.0 |
7.6% |
142.1 |
2.2% |
17% |
False |
False |
284 |
| 20 |
6,885.0 |
6,390.0 |
495.0 |
7.6% |
141.8 |
2.2% |
17% |
False |
False |
267 |
| 40 |
7,217.5 |
6,390.0 |
827.5 |
12.8% |
131.1 |
2.0% |
10% |
False |
False |
574 |
| 60 |
7,217.5 |
6,390.0 |
827.5 |
12.8% |
115.9 |
1.8% |
10% |
False |
False |
834 |
| 80 |
7,217.5 |
6,390.0 |
827.5 |
12.8% |
101.0 |
1.6% |
10% |
False |
False |
634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,936.6 |
|
2.618 |
6,779.1 |
|
1.618 |
6,682.6 |
|
1.000 |
6,623.0 |
|
0.618 |
6,586.1 |
|
HIGH |
6,526.5 |
|
0.618 |
6,489.6 |
|
0.500 |
6,478.3 |
|
0.382 |
6,466.9 |
|
LOW |
6,430.0 |
|
0.618 |
6,370.4 |
|
1.000 |
6,333.5 |
|
1.618 |
6,273.9 |
|
2.618 |
6,177.4 |
|
4.250 |
6,019.9 |
|
|