| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
| Open |
6,621.0 |
6,615.0 |
-6.0 |
-0.1% |
6,530.0 |
| High |
6,645.0 |
6,680.5 |
35.5 |
0.5% |
6,680.5 |
| Low |
6,606.0 |
6,601.0 |
-5.0 |
-0.1% |
6,528.0 |
| Close |
6,613.0 |
6,653.0 |
40.0 |
0.6% |
6,653.0 |
| Range |
39.0 |
79.5 |
40.5 |
103.8% |
152.5 |
| ATR |
44.9 |
47.4 |
2.5 |
5.5% |
0.0 |
| Volume |
393 |
809 |
416 |
105.9% |
3,698 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,883.5 |
6,847.5 |
6,696.5 |
|
| R3 |
6,804.0 |
6,768.0 |
6,675.0 |
|
| R2 |
6,724.5 |
6,724.5 |
6,667.5 |
|
| R1 |
6,688.5 |
6,688.5 |
6,660.5 |
6,706.5 |
| PP |
6,645.0 |
6,645.0 |
6,645.0 |
6,654.0 |
| S1 |
6,609.0 |
6,609.0 |
6,645.5 |
6,627.0 |
| S2 |
6,565.5 |
6,565.5 |
6,638.5 |
|
| S3 |
6,486.0 |
6,529.5 |
6,631.0 |
|
| S4 |
6,406.5 |
6,450.0 |
6,609.5 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,078.0 |
7,018.0 |
6,737.0 |
|
| R3 |
6,925.5 |
6,865.5 |
6,695.0 |
|
| R2 |
6,773.0 |
6,773.0 |
6,681.0 |
|
| R1 |
6,713.0 |
6,713.0 |
6,667.0 |
6,743.0 |
| PP |
6,620.5 |
6,620.5 |
6,620.5 |
6,635.5 |
| S1 |
6,560.5 |
6,560.5 |
6,639.0 |
6,590.5 |
| S2 |
6,468.0 |
6,468.0 |
6,625.0 |
|
| S3 |
6,315.5 |
6,408.0 |
6,611.0 |
|
| S4 |
6,163.0 |
6,255.5 |
6,569.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,680.5 |
6,528.0 |
152.5 |
2.3% |
50.5 |
0.8% |
82% |
True |
False |
739 |
| 10 |
6,680.5 |
6,427.5 |
253.0 |
3.8% |
37.5 |
0.6% |
89% |
True |
False |
410 |
| 20 |
6,680.5 |
6,172.0 |
508.5 |
7.6% |
39.5 |
0.6% |
95% |
True |
False |
314 |
| 40 |
6,680.5 |
6,114.0 |
566.5 |
8.5% |
35.0 |
0.5% |
95% |
True |
False |
187 |
| 60 |
6,680.5 |
6,114.0 |
566.5 |
8.5% |
25.0 |
0.4% |
95% |
True |
False |
132 |
| 80 |
6,680.5 |
6,085.5 |
595.0 |
8.9% |
19.5 |
0.3% |
95% |
True |
False |
121 |
| 100 |
6,680.5 |
5,735.5 |
945.0 |
14.2% |
15.5 |
0.2% |
97% |
True |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,018.5 |
|
2.618 |
6,888.5 |
|
1.618 |
6,809.0 |
|
1.000 |
6,760.0 |
|
0.618 |
6,729.5 |
|
HIGH |
6,680.5 |
|
0.618 |
6,650.0 |
|
0.500 |
6,641.0 |
|
0.382 |
6,631.5 |
|
LOW |
6,601.0 |
|
0.618 |
6,552.0 |
|
1.000 |
6,521.5 |
|
1.618 |
6,472.5 |
|
2.618 |
6,393.0 |
|
4.250 |
6,263.0 |
|
|