| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,610.75 |
2,585.75 |
-25.00 |
-1.0% |
2,580.25 |
| High |
2,610.75 |
2,601.00 |
-9.75 |
-0.4% |
2,640.00 |
| Low |
2,575.00 |
2,572.75 |
-2.25 |
-0.1% |
2,580.00 |
| Close |
2,579.75 |
2,572.75 |
-7.00 |
-0.3% |
2,605.75 |
| Range |
35.75 |
28.25 |
-7.50 |
-21.0% |
60.00 |
| ATR |
37.78 |
37.10 |
-0.68 |
-1.8% |
0.00 |
| Volume |
42 |
33 |
-9 |
-21.4% |
571 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,667.00 |
2,648.00 |
2,588.25 |
|
| R3 |
2,638.75 |
2,619.75 |
2,580.50 |
|
| R2 |
2,610.50 |
2,610.50 |
2,578.00 |
|
| R1 |
2,591.50 |
2,591.50 |
2,575.25 |
2,587.00 |
| PP |
2,582.25 |
2,582.25 |
2,582.25 |
2,579.75 |
| S1 |
2,563.25 |
2,563.25 |
2,570.25 |
2,558.50 |
| S2 |
2,554.00 |
2,554.00 |
2,567.50 |
|
| S3 |
2,525.75 |
2,535.00 |
2,565.00 |
|
| S4 |
2,497.50 |
2,506.75 |
2,557.25 |
|
|
| 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 |
2,639.75 |
2,572.75 |
67.00 |
2.6% |
35.00 |
1.4% |
0% |
False |
True |
109 |
| 10 |
2,727.75 |
2,572.75 |
155.00 |
6.0% |
38.50 |
1.5% |
0% |
False |
True |
88 |
| 20 |
2,742.50 |
2,572.75 |
169.75 |
6.6% |
37.00 |
1.4% |
0% |
False |
True |
75 |
| 40 |
2,788.00 |
2,572.75 |
215.25 |
8.4% |
32.50 |
1.3% |
0% |
False |
True |
70 |
| 60 |
2,788.00 |
2,570.50 |
217.50 |
8.5% |
24.50 |
1.0% |
1% |
False |
False |
47 |
| 80 |
2,788.00 |
2,431.00 |
357.00 |
13.9% |
19.75 |
0.8% |
40% |
False |
False |
36 |
| 100 |
2,788.00 |
2,254.00 |
534.00 |
20.8% |
16.00 |
0.6% |
60% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,721.00 |
|
2.618 |
2,675.00 |
|
1.618 |
2,646.75 |
|
1.000 |
2,629.25 |
|
0.618 |
2,618.50 |
|
HIGH |
2,601.00 |
|
0.618 |
2,590.25 |
|
0.500 |
2,587.00 |
|
0.382 |
2,583.50 |
|
LOW |
2,572.75 |
|
0.618 |
2,555.25 |
|
1.000 |
2,544.50 |
|
1.618 |
2,527.00 |
|
2.618 |
2,498.75 |
|
4.250 |
2,452.75 |
|
|