| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,931.25 |
2,943.00 |
11.75 |
0.4% |
2,842.25 |
| High |
2,947.25 |
2,949.50 |
2.25 |
0.1% |
2,936.75 |
| Low |
2,931.25 |
2,940.00 |
8.75 |
0.3% |
2,842.00 |
| Close |
2,941.50 |
2,940.75 |
-0.75 |
0.0% |
2,929.25 |
| Range |
16.00 |
9.50 |
-6.50 |
-40.6% |
94.75 |
| ATR |
30.72 |
29.21 |
-1.52 |
-4.9% |
0.00 |
| Volume |
226 |
199 |
-27 |
-11.9% |
784 |
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,972.00 |
2,965.75 |
2,946.00 |
|
| R3 |
2,962.50 |
2,956.25 |
2,943.25 |
|
| R2 |
2,953.00 |
2,953.00 |
2,942.50 |
|
| R1 |
2,946.75 |
2,946.75 |
2,941.50 |
2,945.00 |
| PP |
2,943.50 |
2,943.50 |
2,943.50 |
2,942.50 |
| S1 |
2,937.25 |
2,937.25 |
2,940.00 |
2,935.50 |
| S2 |
2,934.00 |
2,934.00 |
2,939.00 |
|
| S3 |
2,924.50 |
2,927.75 |
2,938.25 |
|
| S4 |
2,915.00 |
2,918.25 |
2,935.50 |
|
|
| 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 |
2,949.50 |
2,857.50 |
92.00 |
3.1% |
23.00 |
0.8% |
90% |
True |
False |
214 |
| 10 |
2,949.50 |
2,809.75 |
139.75 |
4.8% |
22.50 |
0.8% |
94% |
True |
False |
129 |
| 20 |
2,949.50 |
2,733.00 |
216.50 |
7.4% |
29.75 |
1.0% |
96% |
True |
False |
94 |
| 40 |
2,949.50 |
2,733.00 |
216.50 |
7.4% |
24.75 |
0.8% |
96% |
True |
False |
53 |
| 60 |
2,949.50 |
2,690.50 |
259.00 |
8.8% |
18.75 |
0.6% |
97% |
True |
False |
36 |
| 80 |
2,949.50 |
2,690.50 |
259.00 |
8.8% |
15.50 |
0.5% |
97% |
True |
False |
27 |
| 100 |
2,949.50 |
2,574.25 |
375.25 |
12.8% |
12.75 |
0.4% |
98% |
True |
False |
22 |
| 120 |
2,949.50 |
2,504.50 |
445.00 |
15.1% |
10.75 |
0.4% |
98% |
True |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,990.00 |
|
2.618 |
2,974.25 |
|
1.618 |
2,964.75 |
|
1.000 |
2,959.00 |
|
0.618 |
2,955.25 |
|
HIGH |
2,949.50 |
|
0.618 |
2,945.75 |
|
0.500 |
2,944.75 |
|
0.382 |
2,943.75 |
|
LOW |
2,940.00 |
|
0.618 |
2,934.25 |
|
1.000 |
2,930.50 |
|
1.618 |
2,924.75 |
|
2.618 |
2,915.25 |
|
4.250 |
2,899.50 |
|
|