| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,727.50 |
2,666.00 |
-61.50 |
-2.3% |
2,726.00 |
| High |
2,727.75 |
2,666.00 |
-61.75 |
-2.3% |
2,742.50 |
| Low |
2,686.50 |
2,620.00 |
-66.50 |
-2.5% |
2,620.00 |
| Close |
2,686.50 |
2,620.00 |
-66.50 |
-2.5% |
2,620.00 |
| Range |
41.25 |
46.00 |
4.75 |
11.5% |
122.50 |
| ATR |
34.01 |
36.33 |
2.32 |
6.8% |
0.00 |
| Volume |
16 |
206 |
190 |
1,187.5% |
309 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,773.25 |
2,742.75 |
2,645.25 |
|
| R3 |
2,727.25 |
2,696.75 |
2,632.75 |
|
| R2 |
2,681.25 |
2,681.25 |
2,628.50 |
|
| R1 |
2,650.75 |
2,650.75 |
2,624.25 |
2,643.00 |
| PP |
2,635.25 |
2,635.25 |
2,635.25 |
2,631.50 |
| S1 |
2,604.75 |
2,604.75 |
2,615.75 |
2,597.00 |
| S2 |
2,589.25 |
2,589.25 |
2,611.50 |
|
| S3 |
2,543.25 |
2,558.75 |
2,607.25 |
|
| S4 |
2,497.25 |
2,512.75 |
2,594.75 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,028.25 |
2,946.75 |
2,687.50 |
|
| R3 |
2,905.75 |
2,824.25 |
2,653.75 |
|
| R2 |
2,783.25 |
2,783.25 |
2,642.50 |
|
| R1 |
2,701.75 |
2,701.75 |
2,631.25 |
2,681.25 |
| PP |
2,660.75 |
2,660.75 |
2,660.75 |
2,650.50 |
| S1 |
2,579.25 |
2,579.25 |
2,608.75 |
2,558.75 |
| S2 |
2,538.25 |
2,538.25 |
2,597.50 |
|
| S3 |
2,415.75 |
2,456.75 |
2,586.25 |
|
| S4 |
2,293.25 |
2,334.25 |
2,552.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,742.50 |
2,620.00 |
122.50 |
4.7% |
31.50 |
1.2% |
0% |
False |
True |
61 |
| 10 |
2,742.50 |
2,620.00 |
122.50 |
4.7% |
35.50 |
1.4% |
0% |
False |
True |
58 |
| 20 |
2,742.50 |
2,620.00 |
122.50 |
4.7% |
36.75 |
1.4% |
0% |
False |
True |
50 |
| 40 |
2,788.00 |
2,620.00 |
168.00 |
6.4% |
28.75 |
1.1% |
0% |
False |
True |
55 |
| 60 |
2,788.00 |
2,540.50 |
247.50 |
9.4% |
20.25 |
0.8% |
32% |
False |
False |
37 |
| 80 |
2,788.00 |
2,367.00 |
421.00 |
16.1% |
16.50 |
0.6% |
60% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,861.50 |
|
2.618 |
2,786.50 |
|
1.618 |
2,740.50 |
|
1.000 |
2,712.00 |
|
0.618 |
2,694.50 |
|
HIGH |
2,666.00 |
|
0.618 |
2,648.50 |
|
0.500 |
2,643.00 |
|
0.382 |
2,637.50 |
|
LOW |
2,620.00 |
|
0.618 |
2,591.50 |
|
1.000 |
2,574.00 |
|
1.618 |
2,545.50 |
|
2.618 |
2,499.50 |
|
4.250 |
2,424.50 |
|
|