| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,600.00 |
2,617.50 |
17.50 |
0.7% |
2,726.00 |
| High |
2,625.00 |
2,639.75 |
14.75 |
0.6% |
2,742.50 |
| Low |
2,580.00 |
2,603.00 |
23.00 |
0.9% |
2,620.00 |
| Close |
2,613.75 |
2,613.25 |
-0.50 |
0.0% |
2,620.00 |
| Range |
45.00 |
36.75 |
-8.25 |
-18.3% |
122.50 |
| ATR |
38.75 |
38.61 |
-0.14 |
-0.4% |
0.00 |
| Volume |
232 |
227 |
-5 |
-2.2% |
309 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,729.00 |
2,707.75 |
2,633.50 |
|
| R3 |
2,692.25 |
2,671.00 |
2,623.25 |
|
| R2 |
2,655.50 |
2,655.50 |
2,620.00 |
|
| R1 |
2,634.25 |
2,634.25 |
2,616.50 |
2,626.50 |
| PP |
2,618.75 |
2,618.75 |
2,618.75 |
2,614.75 |
| S1 |
2,597.50 |
2,597.50 |
2,610.00 |
2,589.75 |
| S2 |
2,582.00 |
2,582.00 |
2,606.50 |
|
| S3 |
2,545.25 |
2,560.75 |
2,603.25 |
|
| S4 |
2,508.50 |
2,524.00 |
2,593.00 |
|
|
| 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 |
2,666.00 |
2,580.00 |
86.00 |
3.3% |
44.25 |
1.7% |
39% |
False |
False |
152 |
| 10 |
2,742.50 |
2,580.00 |
162.50 |
6.2% |
35.50 |
1.4% |
20% |
False |
False |
88 |
| 20 |
2,742.50 |
2,580.00 |
162.50 |
6.2% |
39.25 |
1.5% |
20% |
False |
False |
75 |
| 40 |
2,788.00 |
2,580.00 |
208.00 |
8.0% |
32.25 |
1.2% |
16% |
False |
False |
68 |
| 60 |
2,788.00 |
2,570.50 |
217.50 |
8.3% |
23.00 |
0.9% |
20% |
False |
False |
46 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.1% |
18.50 |
0.7% |
53% |
False |
False |
35 |
| 100 |
2,788.00 |
2,207.50 |
580.50 |
22.2% |
15.00 |
0.6% |
70% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,796.00 |
|
2.618 |
2,736.00 |
|
1.618 |
2,699.25 |
|
1.000 |
2,676.50 |
|
0.618 |
2,662.50 |
|
HIGH |
2,639.75 |
|
0.618 |
2,625.75 |
|
0.500 |
2,621.50 |
|
0.382 |
2,617.00 |
|
LOW |
2,603.00 |
|
0.618 |
2,580.25 |
|
1.000 |
2,566.25 |
|
1.618 |
2,543.50 |
|
2.618 |
2,506.75 |
|
4.250 |
2,446.75 |
|
|