| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,735.0 |
2,748.0 |
13.0 |
0.5% |
2,644.0 |
| High |
2,757.0 |
2,755.0 |
-2.0 |
-0.1% |
2,728.0 |
| Low |
2,729.0 |
2,737.0 |
8.0 |
0.3% |
2,643.0 |
| Close |
2,752.0 |
2,750.0 |
-2.0 |
-0.1% |
2,720.0 |
| Range |
28.0 |
18.0 |
-10.0 |
-35.7% |
85.0 |
| ATR |
40.8 |
39.2 |
-1.6 |
-4.0% |
0.0 |
| Volume |
286 |
84 |
-202 |
-70.6% |
50,542 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,801.3 |
2,793.7 |
2,759.9 |
|
| R3 |
2,783.3 |
2,775.7 |
2,755.0 |
|
| R2 |
2,765.3 |
2,765.3 |
2,753.3 |
|
| R1 |
2,757.7 |
2,757.7 |
2,751.7 |
2,761.5 |
| PP |
2,747.3 |
2,747.3 |
2,747.3 |
2,749.3 |
| S1 |
2,739.7 |
2,739.7 |
2,748.4 |
2,743.5 |
| S2 |
2,729.3 |
2,729.3 |
2,746.7 |
|
| S3 |
2,711.3 |
2,721.7 |
2,745.1 |
|
| S4 |
2,693.3 |
2,703.7 |
2,740.1 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,952.0 |
2,921.0 |
2,766.8 |
|
| R3 |
2,867.0 |
2,836.0 |
2,743.4 |
|
| R2 |
2,782.0 |
2,782.0 |
2,735.6 |
|
| R1 |
2,751.0 |
2,751.0 |
2,727.8 |
2,766.5 |
| PP |
2,697.0 |
2,697.0 |
2,697.0 |
2,704.8 |
| S1 |
2,666.0 |
2,666.0 |
2,712.2 |
2,681.5 |
| S2 |
2,612.0 |
2,612.0 |
2,704.4 |
|
| S3 |
2,527.0 |
2,581.0 |
2,696.6 |
|
| S4 |
2,442.0 |
2,496.0 |
2,673.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,757.0 |
2,670.0 |
87.0 |
3.2% |
28.4 |
1.0% |
92% |
False |
False |
359 |
| 10 |
2,757.0 |
2,618.0 |
139.0 |
5.1% |
30.7 |
1.1% |
95% |
False |
False |
5,207 |
| 20 |
2,757.0 |
2,475.0 |
282.0 |
10.3% |
38.0 |
1.4% |
98% |
False |
False |
2,812 |
| 40 |
2,757.0 |
2,475.0 |
282.0 |
10.3% |
40.7 |
1.5% |
98% |
False |
False |
2,154 |
| 60 |
2,757.0 |
2,475.0 |
282.0 |
10.3% |
37.7 |
1.4% |
98% |
False |
False |
1,856 |
| 80 |
2,757.0 |
2,475.0 |
282.0 |
10.3% |
32.3 |
1.2% |
98% |
False |
False |
1,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,831.5 |
|
2.618 |
2,802.1 |
|
1.618 |
2,784.1 |
|
1.000 |
2,773.0 |
|
0.618 |
2,766.1 |
|
HIGH |
2,755.0 |
|
0.618 |
2,748.1 |
|
0.500 |
2,746.0 |
|
0.382 |
2,743.9 |
|
LOW |
2,737.0 |
|
0.618 |
2,725.9 |
|
1.000 |
2,719.0 |
|
1.618 |
2,707.9 |
|
2.618 |
2,689.9 |
|
4.250 |
2,660.5 |
|
|