| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
12,401 |
12,486 |
85 |
0.7% |
12,253 |
| High |
12,464 |
12,497 |
33 |
0.3% |
12,497 |
| Low |
12,329 |
12,335 |
6 |
0.0% |
12,225 |
| Close |
12,464 |
12,358 |
-106 |
-0.9% |
12,358 |
| Range |
135 |
162 |
27 |
20.0% |
272 |
| ATR |
135 |
137 |
2 |
1.4% |
0 |
| Volume |
33 |
129 |
96 |
290.9% |
1,227 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,883 |
12,782 |
12,447 |
|
| R3 |
12,721 |
12,620 |
12,403 |
|
| R2 |
12,559 |
12,559 |
12,388 |
|
| R1 |
12,458 |
12,458 |
12,373 |
12,428 |
| PP |
12,397 |
12,397 |
12,397 |
12,381 |
| S1 |
12,296 |
12,296 |
12,343 |
12,266 |
| S2 |
12,235 |
12,235 |
12,328 |
|
| S3 |
12,073 |
12,134 |
12,314 |
|
| S4 |
11,911 |
11,972 |
12,269 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,176 |
13,039 |
12,508 |
|
| R3 |
12,904 |
12,767 |
12,433 |
|
| R2 |
12,632 |
12,632 |
12,408 |
|
| R1 |
12,495 |
12,495 |
12,383 |
12,564 |
| PP |
12,360 |
12,360 |
12,360 |
12,394 |
| S1 |
12,223 |
12,223 |
12,333 |
12,292 |
| S2 |
12,088 |
12,088 |
12,308 |
|
| S3 |
11,816 |
11,951 |
12,283 |
|
| S4 |
11,544 |
11,679 |
12,209 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,497 |
12,225 |
272 |
2.2% |
152 |
1.2% |
49% |
True |
False |
245 |
| 10 |
12,687 |
12,225 |
462 |
3.7% |
149 |
1.2% |
29% |
False |
False |
266 |
| 20 |
13,213 |
12,225 |
988 |
8.0% |
130 |
1.1% |
13% |
False |
False |
146 |
| 40 |
13,213 |
12,225 |
988 |
8.0% |
101 |
0.8% |
13% |
False |
False |
76 |
| 60 |
13,213 |
12,225 |
988 |
8.0% |
94 |
0.8% |
13% |
False |
False |
58 |
| 80 |
13,213 |
12,225 |
988 |
8.0% |
78 |
0.6% |
13% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,186 |
|
2.618 |
12,921 |
|
1.618 |
12,759 |
|
1.000 |
12,659 |
|
0.618 |
12,597 |
|
HIGH |
12,497 |
|
0.618 |
12,435 |
|
0.500 |
12,416 |
|
0.382 |
12,397 |
|
LOW |
12,335 |
|
0.618 |
12,235 |
|
1.000 |
12,173 |
|
1.618 |
12,073 |
|
2.618 |
11,911 |
|
4.250 |
11,647 |
|
|