| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,902.25 |
2,931.25 |
29.00 |
1.0% |
2,842.25 |
| High |
2,936.75 |
2,947.25 |
10.50 |
0.4% |
2,936.75 |
| Low |
2,898.00 |
2,931.25 |
33.25 |
1.1% |
2,842.00 |
| Close |
2,929.25 |
2,941.50 |
12.25 |
0.4% |
2,929.25 |
| Range |
38.75 |
16.00 |
-22.75 |
-58.7% |
94.75 |
| ATR |
31.70 |
30.72 |
-0.98 |
-3.1% |
0.00 |
| Volume |
117 |
226 |
109 |
93.2% |
784 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,988.00 |
2,980.75 |
2,950.25 |
|
| R3 |
2,972.00 |
2,964.75 |
2,946.00 |
|
| R2 |
2,956.00 |
2,956.00 |
2,944.50 |
|
| R1 |
2,948.75 |
2,948.75 |
2,943.00 |
2,952.50 |
| PP |
2,940.00 |
2,940.00 |
2,940.00 |
2,941.75 |
| S1 |
2,932.75 |
2,932.75 |
2,940.00 |
2,936.50 |
| S2 |
2,924.00 |
2,924.00 |
2,938.50 |
|
| S3 |
2,908.00 |
2,916.75 |
2,937.00 |
|
| S4 |
2,892.00 |
2,900.75 |
2,932.75 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,187.00 |
3,152.75 |
2,981.25 |
|
| R3 |
3,092.25 |
3,058.00 |
2,955.25 |
|
| R2 |
2,997.50 |
2,997.50 |
2,946.50 |
|
| R1 |
2,963.25 |
2,963.25 |
2,938.00 |
2,980.50 |
| PP |
2,902.75 |
2,902.75 |
2,902.75 |
2,911.25 |
| S1 |
2,868.50 |
2,868.50 |
2,920.50 |
2,885.50 |
| S2 |
2,808.00 |
2,808.00 |
2,912.00 |
|
| S3 |
2,713.25 |
2,773.75 |
2,903.25 |
|
| S4 |
2,618.50 |
2,679.00 |
2,877.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,947.25 |
2,850.00 |
97.25 |
3.3% |
26.00 |
0.9% |
94% |
True |
False |
201 |
| 10 |
2,947.25 |
2,799.00 |
148.25 |
5.0% |
24.50 |
0.8% |
96% |
True |
False |
134 |
| 20 |
2,947.25 |
2,733.00 |
214.25 |
7.3% |
30.50 |
1.0% |
97% |
True |
False |
84 |
| 40 |
2,947.25 |
2,733.00 |
214.25 |
7.3% |
24.75 |
0.8% |
97% |
True |
False |
48 |
| 60 |
2,947.25 |
2,690.50 |
256.75 |
8.7% |
18.75 |
0.6% |
98% |
True |
False |
32 |
| 80 |
2,947.25 |
2,690.50 |
256.75 |
8.7% |
15.50 |
0.5% |
98% |
True |
False |
25 |
| 100 |
2,947.25 |
2,574.25 |
373.00 |
12.7% |
12.75 |
0.4% |
98% |
True |
False |
20 |
| 120 |
2,947.25 |
2,504.50 |
442.75 |
15.1% |
10.50 |
0.4% |
99% |
True |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,015.25 |
|
2.618 |
2,989.25 |
|
1.618 |
2,973.25 |
|
1.000 |
2,963.25 |
|
0.618 |
2,957.25 |
|
HIGH |
2,947.25 |
|
0.618 |
2,941.25 |
|
0.500 |
2,939.25 |
|
0.382 |
2,937.25 |
|
LOW |
2,931.25 |
|
0.618 |
2,921.25 |
|
1.000 |
2,915.25 |
|
1.618 |
2,905.25 |
|
2.618 |
2,889.25 |
|
4.250 |
2,863.25 |
|
|