| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,569.00 |
2,540.25 |
-28.75 |
-1.1% |
2,580.25 |
| High |
2,590.75 |
2,565.50 |
-25.25 |
-1.0% |
2,640.00 |
| Low |
2,552.00 |
2,498.25 |
-53.75 |
-2.1% |
2,580.00 |
| Close |
2,552.00 |
2,499.50 |
-52.50 |
-2.1% |
2,605.75 |
| Range |
38.75 |
67.25 |
28.50 |
73.5% |
60.00 |
| ATR |
37.22 |
39.37 |
2.14 |
5.8% |
0.00 |
| Volume |
36 |
272 |
236 |
655.6% |
571 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,722.75 |
2,678.50 |
2,536.50 |
|
| R3 |
2,655.50 |
2,611.25 |
2,518.00 |
|
| R2 |
2,588.25 |
2,588.25 |
2,511.75 |
|
| R1 |
2,544.00 |
2,544.00 |
2,505.75 |
2,532.50 |
| PP |
2,521.00 |
2,521.00 |
2,521.00 |
2,515.50 |
| S1 |
2,476.75 |
2,476.75 |
2,493.25 |
2,465.25 |
| S2 |
2,453.75 |
2,453.75 |
2,487.25 |
|
| S3 |
2,386.50 |
2,409.50 |
2,481.00 |
|
| S4 |
2,319.25 |
2,342.25 |
2,462.50 |
|
|
| 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 |
2,633.00 |
2,498.25 |
134.75 |
5.4% |
39.75 |
1.6% |
1% |
False |
True |
79 |
| 10 |
2,666.00 |
2,498.25 |
167.75 |
6.7% |
42.00 |
1.7% |
1% |
False |
True |
116 |
| 20 |
2,742.50 |
2,498.25 |
244.25 |
9.8% |
38.25 |
1.5% |
1% |
False |
True |
81 |
| 40 |
2,788.00 |
2,498.25 |
289.75 |
11.6% |
34.75 |
1.4% |
0% |
False |
True |
77 |
| 60 |
2,788.00 |
2,498.25 |
289.75 |
11.6% |
26.25 |
1.1% |
0% |
False |
True |
53 |
| 80 |
2,788.00 |
2,435.00 |
353.00 |
14.1% |
21.00 |
0.8% |
18% |
False |
False |
40 |
| 100 |
2,788.00 |
2,254.00 |
534.00 |
21.4% |
17.00 |
0.7% |
46% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,851.25 |
|
2.618 |
2,741.50 |
|
1.618 |
2,674.25 |
|
1.000 |
2,632.75 |
|
0.618 |
2,607.00 |
|
HIGH |
2,565.50 |
|
0.618 |
2,539.75 |
|
0.500 |
2,532.00 |
|
0.382 |
2,524.00 |
|
LOW |
2,498.25 |
|
0.618 |
2,456.75 |
|
1.000 |
2,431.00 |
|
1.618 |
2,389.50 |
|
2.618 |
2,322.25 |
|
4.250 |
2,212.50 |
|
|