| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,873.25 |
2,867.00 |
-6.25 |
-0.2% |
2,779.00 |
| High |
2,873.25 |
2,902.00 |
28.75 |
1.0% |
2,845.00 |
| Low |
2,857.50 |
2,867.00 |
9.50 |
0.3% |
2,778.75 |
| Close |
2,857.50 |
2,896.25 |
38.75 |
1.4% |
2,824.25 |
| Range |
15.75 |
35.00 |
19.25 |
122.2% |
66.25 |
| ATR |
29.99 |
31.02 |
1.04 |
3.5% |
0.00 |
| Volume |
266 |
263 |
-3 |
-1.1% |
537 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,993.50 |
2,979.75 |
2,915.50 |
|
| R3 |
2,958.50 |
2,944.75 |
2,906.00 |
|
| R2 |
2,923.50 |
2,923.50 |
2,902.75 |
|
| R1 |
2,909.75 |
2,909.75 |
2,899.50 |
2,916.50 |
| PP |
2,888.50 |
2,888.50 |
2,888.50 |
2,891.75 |
| S1 |
2,874.75 |
2,874.75 |
2,893.00 |
2,881.50 |
| S2 |
2,853.50 |
2,853.50 |
2,889.75 |
|
| S3 |
2,818.50 |
2,839.75 |
2,886.50 |
|
| S4 |
2,783.50 |
2,804.75 |
2,877.00 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,014.75 |
2,985.75 |
2,860.75 |
|
| R3 |
2,948.50 |
2,919.50 |
2,842.50 |
|
| R2 |
2,882.25 |
2,882.25 |
2,836.50 |
|
| R1 |
2,853.25 |
2,853.25 |
2,830.25 |
2,867.75 |
| PP |
2,816.00 |
2,816.00 |
2,816.00 |
2,823.25 |
| S1 |
2,787.00 |
2,787.00 |
2,818.25 |
2,801.50 |
| S2 |
2,749.75 |
2,749.75 |
2,812.00 |
|
| S3 |
2,683.50 |
2,720.75 |
2,806.00 |
|
| S4 |
2,617.25 |
2,654.50 |
2,787.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,902.00 |
2,822.00 |
80.00 |
2.8% |
23.00 |
0.8% |
93% |
True |
False |
137 |
| 10 |
2,902.00 |
2,739.00 |
163.00 |
5.6% |
25.00 |
0.9% |
96% |
True |
False |
120 |
| 20 |
2,902.00 |
2,733.00 |
169.00 |
5.8% |
29.75 |
1.0% |
97% |
True |
False |
70 |
| 40 |
2,902.00 |
2,733.00 |
169.00 |
5.8% |
23.50 |
0.8% |
97% |
True |
False |
40 |
| 60 |
2,902.00 |
2,690.50 |
211.50 |
7.3% |
17.75 |
0.6% |
97% |
True |
False |
27 |
| 80 |
2,902.00 |
2,690.50 |
211.50 |
7.3% |
14.75 |
0.5% |
97% |
True |
False |
20 |
| 100 |
2,902.00 |
2,574.25 |
327.75 |
11.3% |
12.25 |
0.4% |
98% |
True |
False |
16 |
| 120 |
2,902.00 |
2,504.50 |
397.50 |
13.7% |
10.25 |
0.4% |
99% |
True |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,050.75 |
|
2.618 |
2,993.75 |
|
1.618 |
2,958.75 |
|
1.000 |
2,937.00 |
|
0.618 |
2,923.75 |
|
HIGH |
2,902.00 |
|
0.618 |
2,888.75 |
|
0.500 |
2,884.50 |
|
0.382 |
2,880.25 |
|
LOW |
2,867.00 |
|
0.618 |
2,845.25 |
|
1.000 |
2,832.00 |
|
1.618 |
2,810.25 |
|
2.618 |
2,775.25 |
|
4.250 |
2,718.25 |
|
|