| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
12,738 |
12,700 |
-38 |
-0.3% |
12,811 |
| High |
12,800 |
12,784 |
-16 |
-0.1% |
12,890 |
| Low |
12,711 |
12,665 |
-46 |
-0.4% |
12,665 |
| Close |
12,765 |
12,717 |
-48 |
-0.4% |
12,717 |
| Range |
89 |
119 |
30 |
33.7% |
225 |
| ATR |
120 |
120 |
0 |
0.0% |
0 |
| Volume |
116 |
9 |
-107 |
-92.2% |
197 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,079 |
13,017 |
12,783 |
|
| R3 |
12,960 |
12,898 |
12,750 |
|
| R2 |
12,841 |
12,841 |
12,739 |
|
| R1 |
12,779 |
12,779 |
12,728 |
12,810 |
| PP |
12,722 |
12,722 |
12,722 |
12,738 |
| S1 |
12,660 |
12,660 |
12,706 |
12,691 |
| S2 |
12,603 |
12,603 |
12,695 |
|
| S3 |
12,484 |
12,541 |
12,684 |
|
| S4 |
12,365 |
12,422 |
12,652 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,432 |
13,300 |
12,841 |
|
| R3 |
13,207 |
13,075 |
12,779 |
|
| R2 |
12,982 |
12,982 |
12,758 |
|
| R1 |
12,850 |
12,850 |
12,738 |
12,804 |
| PP |
12,757 |
12,757 |
12,757 |
12,734 |
| S1 |
12,625 |
12,625 |
12,697 |
12,579 |
| S2 |
12,532 |
12,532 |
12,676 |
|
| S3 |
12,307 |
12,400 |
12,655 |
|
| S4 |
12,082 |
12,175 |
12,593 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,890 |
12,665 |
225 |
1.8% |
139 |
1.1% |
23% |
False |
True |
39 |
| 10 |
13,213 |
12,665 |
548 |
4.3% |
111 |
0.9% |
9% |
False |
True |
26 |
| 20 |
13,213 |
12,665 |
548 |
4.3% |
85 |
0.7% |
9% |
False |
True |
16 |
| 40 |
13,213 |
12,596 |
617 |
4.9% |
87 |
0.7% |
20% |
False |
False |
14 |
| 60 |
13,213 |
12,596 |
617 |
4.9% |
77 |
0.6% |
20% |
False |
False |
14 |
| 80 |
13,213 |
12,444 |
769 |
6.0% |
60 |
0.5% |
36% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,290 |
|
2.618 |
13,096 |
|
1.618 |
12,977 |
|
1.000 |
12,903 |
|
0.618 |
12,858 |
|
HIGH |
12,784 |
|
0.618 |
12,739 |
|
0.500 |
12,725 |
|
0.382 |
12,711 |
|
LOW |
12,665 |
|
0.618 |
12,592 |
|
1.000 |
12,546 |
|
1.618 |
12,473 |
|
2.618 |
12,354 |
|
4.250 |
12,159 |
|
|