| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
12,330 |
12,253 |
-77 |
-0.6% |
12,687 |
| High |
12,388 |
12,419 |
31 |
0.3% |
12,687 |
| Low |
12,264 |
12,245 |
-19 |
-0.2% |
12,264 |
| Close |
12,264 |
12,419 |
155 |
1.3% |
12,264 |
| Range |
124 |
174 |
50 |
40.3% |
423 |
| ATR |
130 |
133 |
3 |
2.4% |
0 |
| Volume |
317 |
816 |
499 |
157.4% |
1,434 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,883 |
12,825 |
12,515 |
|
| R3 |
12,709 |
12,651 |
12,467 |
|
| R2 |
12,535 |
12,535 |
12,451 |
|
| R1 |
12,477 |
12,477 |
12,435 |
12,506 |
| PP |
12,361 |
12,361 |
12,361 |
12,376 |
| S1 |
12,303 |
12,303 |
12,403 |
12,332 |
| S2 |
12,187 |
12,187 |
12,387 |
|
| S3 |
12,013 |
12,129 |
12,371 |
|
| S4 |
11,839 |
11,955 |
12,323 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,674 |
13,392 |
12,497 |
|
| R3 |
13,251 |
12,969 |
12,380 |
|
| R2 |
12,828 |
12,828 |
12,342 |
|
| R1 |
12,546 |
12,546 |
12,303 |
12,476 |
| PP |
12,405 |
12,405 |
12,405 |
12,370 |
| S1 |
12,123 |
12,123 |
12,225 |
12,053 |
| S2 |
11,982 |
11,982 |
12,187 |
|
| S3 |
11,559 |
11,700 |
12,148 |
|
| S4 |
11,136 |
11,277 |
12,031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,687 |
12,245 |
442 |
3.6% |
157 |
1.3% |
39% |
False |
True |
388 |
| 10 |
12,858 |
12,245 |
613 |
4.9% |
142 |
1.1% |
28% |
False |
True |
242 |
| 20 |
13,213 |
12,245 |
968 |
7.8% |
108 |
0.9% |
18% |
False |
True |
126 |
| 40 |
13,213 |
12,245 |
968 |
7.8% |
97 |
0.8% |
18% |
False |
True |
67 |
| 60 |
13,213 |
12,245 |
968 |
7.8% |
88 |
0.7% |
18% |
False |
True |
51 |
| 80 |
13,213 |
12,245 |
968 |
7.8% |
71 |
0.6% |
18% |
False |
True |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,159 |
|
2.618 |
12,875 |
|
1.618 |
12,701 |
|
1.000 |
12,593 |
|
0.618 |
12,527 |
|
HIGH |
12,419 |
|
0.618 |
12,353 |
|
0.500 |
12,332 |
|
0.382 |
12,312 |
|
LOW |
12,245 |
|
0.618 |
12,138 |
|
1.000 |
12,071 |
|
1.618 |
11,964 |
|
2.618 |
11,790 |
|
4.250 |
11,506 |
|
|