| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
12,641 |
12,539 |
-102 |
-0.8% |
12,811 |
| High |
12,687 |
12,609 |
-78 |
-0.6% |
12,890 |
| Low |
12,534 |
12,503 |
-31 |
-0.2% |
12,665 |
| Close |
12,534 |
12,503 |
-31 |
-0.2% |
12,717 |
| Range |
153 |
106 |
-47 |
-30.7% |
225 |
| ATR |
124 |
123 |
-1 |
-1.0% |
0 |
| Volume |
333 |
328 |
-5 |
-1.5% |
197 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,856 |
12,786 |
12,561 |
|
| R3 |
12,750 |
12,680 |
12,532 |
|
| R2 |
12,644 |
12,644 |
12,523 |
|
| R1 |
12,574 |
12,574 |
12,513 |
12,556 |
| PP |
12,538 |
12,538 |
12,538 |
12,530 |
| S1 |
12,468 |
12,468 |
12,493 |
12,450 |
| S2 |
12,432 |
12,432 |
12,484 |
|
| S3 |
12,326 |
12,362 |
12,474 |
|
| S4 |
12,220 |
12,256 |
12,445 |
|
|
| 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 |
12,800 |
12,503 |
297 |
2.4% |
118 |
0.9% |
0% |
False |
True |
219 |
| 10 |
13,152 |
12,503 |
649 |
5.2% |
128 |
1.0% |
0% |
False |
True |
120 |
| 20 |
13,213 |
12,503 |
710 |
5.7% |
95 |
0.8% |
0% |
False |
True |
64 |
| 40 |
13,213 |
12,503 |
710 |
5.7% |
93 |
0.7% |
0% |
False |
True |
36 |
| 60 |
13,213 |
12,503 |
710 |
5.7% |
81 |
0.6% |
0% |
False |
True |
30 |
| 80 |
13,213 |
12,444 |
769 |
6.2% |
65 |
0.5% |
8% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,060 |
|
2.618 |
12,887 |
|
1.618 |
12,781 |
|
1.000 |
12,715 |
|
0.618 |
12,675 |
|
HIGH |
12,609 |
|
0.618 |
12,569 |
|
0.500 |
12,556 |
|
0.382 |
12,544 |
|
LOW |
12,503 |
|
0.618 |
12,438 |
|
1.000 |
12,397 |
|
1.618 |
12,332 |
|
2.618 |
12,226 |
|
4.250 |
12,053 |
|
|