| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,617.50 |
2,606.50 |
-11.00 |
-0.4% |
2,580.25 |
| High |
2,639.75 |
2,633.00 |
-6.75 |
-0.3% |
2,640.00 |
| Low |
2,603.00 |
2,603.75 |
0.75 |
0.0% |
2,580.00 |
| Close |
2,613.25 |
2,605.75 |
-7.50 |
-0.3% |
2,605.75 |
| Range |
36.75 |
29.25 |
-7.50 |
-20.4% |
60.00 |
| ATR |
38.61 |
37.94 |
-0.67 |
-1.7% |
0.00 |
| Volume |
227 |
15 |
-212 |
-93.4% |
571 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,702.00 |
2,683.00 |
2,621.75 |
|
| R3 |
2,672.75 |
2,653.75 |
2,613.75 |
|
| R2 |
2,643.50 |
2,643.50 |
2,611.00 |
|
| R1 |
2,624.50 |
2,624.50 |
2,608.50 |
2,619.50 |
| PP |
2,614.25 |
2,614.25 |
2,614.25 |
2,611.50 |
| S1 |
2,595.25 |
2,595.25 |
2,603.00 |
2,590.00 |
| S2 |
2,585.00 |
2,585.00 |
2,600.50 |
|
| S3 |
2,555.75 |
2,566.00 |
2,597.75 |
|
| S4 |
2,526.50 |
2,536.75 |
2,589.75 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,788.50 |
2,757.25 |
2,638.75 |
|
| R3 |
2,728.50 |
2,697.25 |
2,622.25 |
|
| R2 |
2,668.50 |
2,668.50 |
2,616.75 |
|
| R1 |
2,637.25 |
2,637.25 |
2,611.25 |
2,653.00 |
| PP |
2,608.50 |
2,608.50 |
2,608.50 |
2,616.50 |
| S1 |
2,577.25 |
2,577.25 |
2,600.25 |
2,593.00 |
| S2 |
2,548.50 |
2,548.50 |
2,594.75 |
|
| S3 |
2,488.50 |
2,517.25 |
2,589.25 |
|
| S4 |
2,428.50 |
2,457.25 |
2,572.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,640.00 |
2,580.00 |
60.00 |
2.3% |
41.00 |
1.6% |
43% |
False |
False |
114 |
| 10 |
2,742.50 |
2,580.00 |
162.50 |
6.2% |
36.25 |
1.4% |
16% |
False |
False |
88 |
| 20 |
2,742.50 |
2,580.00 |
162.50 |
6.2% |
38.75 |
1.5% |
16% |
False |
False |
75 |
| 40 |
2,788.00 |
2,580.00 |
208.00 |
8.0% |
32.25 |
1.2% |
12% |
False |
False |
69 |
| 60 |
2,788.00 |
2,570.50 |
217.50 |
8.3% |
23.50 |
0.9% |
16% |
False |
False |
46 |
| 80 |
2,788.00 |
2,428.25 |
359.75 |
13.8% |
19.00 |
0.7% |
49% |
False |
False |
35 |
| 100 |
2,788.00 |
2,233.00 |
555.00 |
21.3% |
15.25 |
0.6% |
67% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,757.25 |
|
2.618 |
2,709.50 |
|
1.618 |
2,680.25 |
|
1.000 |
2,662.25 |
|
0.618 |
2,651.00 |
|
HIGH |
2,633.00 |
|
0.618 |
2,621.75 |
|
0.500 |
2,618.50 |
|
0.382 |
2,615.00 |
|
LOW |
2,603.75 |
|
0.618 |
2,585.75 |
|
1.000 |
2,574.50 |
|
1.618 |
2,556.50 |
|
2.618 |
2,527.25 |
|
4.250 |
2,479.50 |
|
|