| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
12,539 |
12,570 |
31 |
0.2% |
12,811 |
| High |
12,609 |
12,570 |
-39 |
-0.3% |
12,890 |
| Low |
12,503 |
12,342 |
-161 |
-1.3% |
12,665 |
| Close |
12,503 |
12,342 |
-161 |
-1.3% |
12,717 |
| Range |
106 |
228 |
122 |
115.1% |
225 |
| ATR |
123 |
130 |
8 |
6.1% |
0 |
| Volume |
328 |
147 |
-181 |
-55.2% |
197 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,102 |
12,950 |
12,468 |
|
| R3 |
12,874 |
12,722 |
12,405 |
|
| R2 |
12,646 |
12,646 |
12,384 |
|
| R1 |
12,494 |
12,494 |
12,363 |
12,456 |
| PP |
12,418 |
12,418 |
12,418 |
12,399 |
| S1 |
12,266 |
12,266 |
12,321 |
12,228 |
| S2 |
12,190 |
12,190 |
12,300 |
|
| S3 |
11,962 |
12,038 |
12,279 |
|
| S4 |
11,734 |
11,810 |
12,217 |
|
|
| 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 |
12,784 |
12,342 |
442 |
3.6% |
146 |
1.2% |
0% |
False |
True |
225 |
| 10 |
13,000 |
12,342 |
658 |
5.3% |
142 |
1.2% |
0% |
False |
True |
133 |
| 20 |
13,213 |
12,342 |
871 |
7.1% |
99 |
0.8% |
0% |
False |
True |
71 |
| 40 |
13,213 |
12,342 |
871 |
7.1% |
95 |
0.8% |
0% |
False |
True |
39 |
| 60 |
13,213 |
12,342 |
871 |
7.1% |
83 |
0.7% |
0% |
False |
True |
32 |
| 80 |
13,213 |
12,342 |
871 |
7.1% |
68 |
0.5% |
0% |
False |
True |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,539 |
|
2.618 |
13,167 |
|
1.618 |
12,939 |
|
1.000 |
12,798 |
|
0.618 |
12,711 |
|
HIGH |
12,570 |
|
0.618 |
12,483 |
|
0.500 |
12,456 |
|
0.382 |
12,429 |
|
LOW |
12,342 |
|
0.618 |
12,201 |
|
1.000 |
12,114 |
|
1.618 |
11,973 |
|
2.618 |
11,745 |
|
4.250 |
11,373 |
|
|