| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,540.25 |
2,517.75 |
-22.50 |
-0.9% |
2,610.75 |
| High |
2,565.50 |
2,518.00 |
-47.50 |
-1.9% |
2,610.75 |
| Low |
2,498.25 |
2,463.00 |
-35.25 |
-1.4% |
2,463.00 |
| Close |
2,499.50 |
2,463.00 |
-36.50 |
-1.5% |
2,463.00 |
| Range |
67.25 |
55.00 |
-12.25 |
-18.2% |
147.75 |
| ATR |
39.37 |
40.48 |
1.12 |
2.8% |
0.00 |
| Volume |
272 |
125 |
-147 |
-54.0% |
508 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,646.25 |
2,609.75 |
2,493.25 |
|
| R3 |
2,591.25 |
2,554.75 |
2,478.00 |
|
| R2 |
2,536.25 |
2,536.25 |
2,473.00 |
|
| R1 |
2,499.75 |
2,499.75 |
2,468.00 |
2,490.50 |
| PP |
2,481.25 |
2,481.25 |
2,481.25 |
2,476.75 |
| S1 |
2,444.75 |
2,444.75 |
2,458.00 |
2,435.50 |
| S2 |
2,426.25 |
2,426.25 |
2,453.00 |
|
| S3 |
2,371.25 |
2,389.75 |
2,448.00 |
|
| S4 |
2,316.25 |
2,334.75 |
2,432.75 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,955.50 |
2,857.00 |
2,544.25 |
|
| R3 |
2,807.75 |
2,709.25 |
2,503.75 |
|
| R2 |
2,660.00 |
2,660.00 |
2,490.00 |
|
| R1 |
2,561.50 |
2,561.50 |
2,476.50 |
2,537.00 |
| PP |
2,512.25 |
2,512.25 |
2,512.25 |
2,500.00 |
| S1 |
2,413.75 |
2,413.75 |
2,449.50 |
2,389.00 |
| S2 |
2,364.50 |
2,364.50 |
2,436.00 |
|
| S3 |
2,216.75 |
2,266.00 |
2,422.25 |
|
| S4 |
2,069.00 |
2,118.25 |
2,381.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,610.75 |
2,463.00 |
147.75 |
6.0% |
45.00 |
1.8% |
0% |
False |
True |
101 |
| 10 |
2,640.00 |
2,463.00 |
177.00 |
7.2% |
43.00 |
1.7% |
0% |
False |
True |
107 |
| 20 |
2,742.50 |
2,463.00 |
279.50 |
11.3% |
39.25 |
1.6% |
0% |
False |
True |
83 |
| 40 |
2,788.00 |
2,463.00 |
325.00 |
13.2% |
35.25 |
1.4% |
0% |
False |
True |
80 |
| 60 |
2,788.00 |
2,463.00 |
325.00 |
13.2% |
27.25 |
1.1% |
0% |
False |
True |
55 |
| 80 |
2,788.00 |
2,435.00 |
353.00 |
14.3% |
21.50 |
0.9% |
8% |
False |
False |
41 |
| 100 |
2,788.00 |
2,254.00 |
534.00 |
21.7% |
17.50 |
0.7% |
39% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,751.75 |
|
2.618 |
2,662.00 |
|
1.618 |
2,607.00 |
|
1.000 |
2,573.00 |
|
0.618 |
2,552.00 |
|
HIGH |
2,518.00 |
|
0.618 |
2,497.00 |
|
0.500 |
2,490.50 |
|
0.382 |
2,484.00 |
|
LOW |
2,463.00 |
|
0.618 |
2,429.00 |
|
1.000 |
2,408.00 |
|
1.618 |
2,374.00 |
|
2.618 |
2,319.00 |
|
4.250 |
2,229.25 |
|
|