| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
6,522.0 |
6,474.0 |
-48.0 |
-0.7% |
6,435.0 |
| High |
6,526.5 |
6,517.5 |
-9.0 |
-0.1% |
6,602.0 |
| Low |
6,430.0 |
6,363.0 |
-67.0 |
-1.0% |
6,390.0 |
| Close |
6,474.0 |
6,400.5 |
-73.5 |
-1.1% |
6,591.0 |
| Range |
96.5 |
154.5 |
58.0 |
60.1% |
212.0 |
| ATR |
144.3 |
145.0 |
0.7 |
0.5% |
0.0 |
| Volume |
176 |
560 |
384 |
218.2% |
1,436 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,890.5 |
6,800.0 |
6,485.5 |
|
| R3 |
6,736.0 |
6,645.5 |
6,443.0 |
|
| R2 |
6,581.5 |
6,581.5 |
6,428.8 |
|
| R1 |
6,491.0 |
6,491.0 |
6,414.7 |
6,459.0 |
| PP |
6,427.0 |
6,427.0 |
6,427.0 |
6,411.0 |
| S1 |
6,336.5 |
6,336.5 |
6,386.3 |
6,304.5 |
| S2 |
6,272.5 |
6,272.5 |
6,372.2 |
|
| S3 |
6,118.0 |
6,182.0 |
6,358.0 |
|
| S4 |
5,963.5 |
6,027.5 |
6,315.5 |
|
|
| 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 |
6,363.0 |
236.0 |
3.7% |
124.2 |
1.9% |
16% |
False |
True |
339 |
| 10 |
6,885.0 |
6,363.0 |
522.0 |
8.2% |
148.3 |
2.3% |
7% |
False |
True |
323 |
| 20 |
6,885.0 |
6,363.0 |
522.0 |
8.2% |
142.6 |
2.2% |
7% |
False |
True |
288 |
| 40 |
7,217.5 |
6,363.0 |
854.5 |
13.4% |
132.7 |
2.1% |
4% |
False |
True |
281 |
| 60 |
7,217.5 |
6,363.0 |
854.5 |
13.4% |
116.2 |
1.8% |
4% |
False |
True |
842 |
| 80 |
7,217.5 |
6,363.0 |
854.5 |
13.4% |
102.5 |
1.6% |
4% |
False |
True |
641 |
| 100 |
7,217.5 |
5,819.0 |
1,398.5 |
21.8% |
93.8 |
1.5% |
42% |
False |
False |
521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,174.1 |
|
2.618 |
6,922.0 |
|
1.618 |
6,767.5 |
|
1.000 |
6,672.0 |
|
0.618 |
6,613.0 |
|
HIGH |
6,517.5 |
|
0.618 |
6,458.5 |
|
0.500 |
6,440.3 |
|
0.382 |
6,422.0 |
|
LOW |
6,363.0 |
|
0.618 |
6,267.5 |
|
1.000 |
6,208.5 |
|
1.618 |
6,113.0 |
|
2.618 |
5,958.5 |
|
4.250 |
5,706.4 |
|
|