| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
5,111.0 |
5,057.0 |
-54.0 |
-1.1% |
5,172.0 |
| High |
5,111.0 |
5,057.0 |
-54.0 |
-1.1% |
5,192.0 |
| Low |
5,035.0 |
4,924.0 |
-111.0 |
-2.2% |
4,924.0 |
| Close |
5,034.0 |
4,936.0 |
-98.0 |
-1.9% |
4,936.0 |
| Range |
76.0 |
133.0 |
57.0 |
75.0% |
268.0 |
| ATR |
37.9 |
44.7 |
6.8 |
17.9% |
0.0 |
| Volume |
1,060 |
327 |
-733 |
-69.2% |
1,753 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,371.3 |
5,286.7 |
5,009.2 |
|
| R3 |
5,238.3 |
5,153.7 |
4,972.6 |
|
| R2 |
5,105.3 |
5,105.3 |
4,960.4 |
|
| R1 |
5,020.7 |
5,020.7 |
4,948.2 |
4,996.5 |
| PP |
4,972.3 |
4,972.3 |
4,972.3 |
4,960.3 |
| S1 |
4,887.7 |
4,887.7 |
4,923.8 |
4,863.5 |
| S2 |
4,839.3 |
4,839.3 |
4,911.6 |
|
| S3 |
4,706.3 |
4,754.7 |
4,899.4 |
|
| S4 |
4,573.3 |
4,621.7 |
4,862.9 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,821.3 |
5,646.7 |
5,083.4 |
|
| R3 |
5,553.3 |
5,378.7 |
5,009.7 |
|
| R2 |
5,285.3 |
5,285.3 |
4,985.1 |
|
| R1 |
5,110.7 |
5,110.7 |
4,960.6 |
5,064.0 |
| PP |
5,017.3 |
5,017.3 |
5,017.3 |
4,994.0 |
| S1 |
4,842.7 |
4,842.7 |
4,911.4 |
4,796.0 |
| S2 |
4,749.3 |
4,749.3 |
4,886.9 |
|
| S3 |
4,481.3 |
4,574.7 |
4,862.3 |
|
| S4 |
4,213.3 |
4,306.7 |
4,788.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,192.0 |
4,924.0 |
268.0 |
5.4% |
58.8 |
1.2% |
4% |
False |
True |
350 |
| 10 |
5,192.0 |
4,924.0 |
268.0 |
5.4% |
37.2 |
0.8% |
4% |
False |
True |
194 |
| 20 |
5,192.0 |
4,924.0 |
268.0 |
5.4% |
20.3 |
0.4% |
4% |
False |
True |
112 |
| 40 |
5,192.0 |
4,860.0 |
332.0 |
6.7% |
15.8 |
0.3% |
23% |
False |
False |
69 |
| 60 |
5,192.0 |
4,860.0 |
332.0 |
6.7% |
12.5 |
0.3% |
23% |
False |
False |
58 |
| 80 |
5,192.0 |
4,807.0 |
385.0 |
7.8% |
9.7 |
0.2% |
34% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,622.3 |
|
2.618 |
5,405.2 |
|
1.618 |
5,272.2 |
|
1.000 |
5,190.0 |
|
0.618 |
5,139.2 |
|
HIGH |
5,057.0 |
|
0.618 |
5,006.2 |
|
0.500 |
4,990.5 |
|
0.382 |
4,974.8 |
|
LOW |
4,924.0 |
|
0.618 |
4,841.8 |
|
1.000 |
4,791.0 |
|
1.618 |
4,708.8 |
|
2.618 |
4,575.8 |
|
4.250 |
4,358.8 |
|
|