| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
12,700 |
12,687 |
-13 |
-0.1% |
12,811 |
| High |
12,784 |
12,687 |
-97 |
-0.8% |
12,890 |
| Low |
12,665 |
12,563 |
-102 |
-0.8% |
12,665 |
| Close |
12,717 |
12,584 |
-133 |
-1.0% |
12,717 |
| Range |
119 |
124 |
5 |
4.2% |
225 |
| ATR |
120 |
122 |
2 |
2.1% |
0 |
| Volume |
9 |
309 |
300 |
3,333.3% |
197 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,983 |
12,908 |
12,652 |
|
| R3 |
12,859 |
12,784 |
12,618 |
|
| R2 |
12,735 |
12,735 |
12,607 |
|
| R1 |
12,660 |
12,660 |
12,595 |
12,636 |
| PP |
12,611 |
12,611 |
12,611 |
12,599 |
| S1 |
12,536 |
12,536 |
12,573 |
12,512 |
| S2 |
12,487 |
12,487 |
12,561 |
|
| S3 |
12,363 |
12,412 |
12,550 |
|
| S4 |
12,239 |
12,288 |
12,516 |
|
|
| 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 |
12,858 |
12,563 |
295 |
2.3% |
126 |
1.0% |
7% |
False |
True |
97 |
| 10 |
13,213 |
12,563 |
650 |
5.2% |
122 |
1.0% |
3% |
False |
True |
56 |
| 20 |
13,213 |
12,563 |
650 |
5.2% |
89 |
0.7% |
3% |
False |
True |
32 |
| 40 |
13,213 |
12,563 |
650 |
5.2% |
89 |
0.7% |
3% |
False |
True |
19 |
| 60 |
13,213 |
12,563 |
650 |
5.2% |
79 |
0.6% |
3% |
False |
True |
19 |
| 80 |
13,213 |
12,444 |
769 |
6.1% |
62 |
0.5% |
18% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,214 |
|
2.618 |
13,012 |
|
1.618 |
12,888 |
|
1.000 |
12,811 |
|
0.618 |
12,764 |
|
HIGH |
12,687 |
|
0.618 |
12,640 |
|
0.500 |
12,625 |
|
0.382 |
12,610 |
|
LOW |
12,563 |
|
0.618 |
12,486 |
|
1.000 |
12,439 |
|
1.618 |
12,362 |
|
2.618 |
12,238 |
|
4.250 |
12,036 |
|
|