| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,956.50 |
2,979.50 |
23.00 |
0.8% |
2,931.25 |
| High |
2,980.00 |
2,997.75 |
17.75 |
0.6% |
2,973.25 |
| Low |
2,956.25 |
2,968.00 |
11.75 |
0.4% |
2,931.25 |
| Close |
2,975.50 |
2,990.00 |
14.50 |
0.5% |
2,969.75 |
| Range |
23.75 |
29.75 |
6.00 |
25.3% |
42.00 |
| ATR |
26.83 |
27.04 |
0.21 |
0.8% |
0.00 |
| Volume |
345 |
159 |
-186 |
-53.9% |
970 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,074.50 |
3,062.00 |
3,006.25 |
|
| R3 |
3,044.75 |
3,032.25 |
2,998.25 |
|
| R2 |
3,015.00 |
3,015.00 |
2,995.50 |
|
| R1 |
3,002.50 |
3,002.50 |
2,992.75 |
3,008.75 |
| PP |
2,985.25 |
2,985.25 |
2,985.25 |
2,988.50 |
| S1 |
2,972.75 |
2,972.75 |
2,987.25 |
2,979.00 |
| S2 |
2,955.50 |
2,955.50 |
2,984.50 |
|
| S3 |
2,925.75 |
2,943.00 |
2,981.75 |
|
| S4 |
2,896.00 |
2,913.25 |
2,973.75 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,084.00 |
3,069.00 |
2,992.75 |
|
| R3 |
3,042.00 |
3,027.00 |
2,981.25 |
|
| R2 |
3,000.00 |
3,000.00 |
2,977.50 |
|
| R1 |
2,985.00 |
2,985.00 |
2,973.50 |
2,992.50 |
| PP |
2,958.00 |
2,958.00 |
2,958.00 |
2,962.00 |
| S1 |
2,943.00 |
2,943.00 |
2,966.00 |
2,950.50 |
| S2 |
2,916.00 |
2,916.00 |
2,962.00 |
|
| S3 |
2,874.00 |
2,901.00 |
2,958.25 |
|
| S4 |
2,832.00 |
2,859.00 |
2,946.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,997.75 |
2,938.00 |
59.75 |
2.0% |
20.25 |
0.7% |
87% |
True |
False |
209 |
| 10 |
2,997.75 |
2,857.50 |
140.25 |
4.7% |
21.50 |
0.7% |
94% |
True |
False |
212 |
| 20 |
2,997.75 |
2,733.00 |
264.75 |
8.9% |
26.50 |
0.9% |
97% |
True |
False |
141 |
| 40 |
2,997.75 |
2,733.00 |
264.75 |
8.9% |
25.25 |
0.8% |
97% |
True |
False |
78 |
| 60 |
2,997.75 |
2,690.50 |
307.25 |
10.3% |
20.25 |
0.7% |
97% |
True |
False |
53 |
| 80 |
2,997.75 |
2,690.50 |
307.25 |
10.3% |
16.75 |
0.6% |
97% |
True |
False |
40 |
| 100 |
2,997.75 |
2,574.25 |
423.50 |
14.2% |
13.75 |
0.5% |
98% |
True |
False |
32 |
| 120 |
2,997.75 |
2,574.25 |
423.50 |
14.2% |
11.50 |
0.4% |
98% |
True |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,124.25 |
|
2.618 |
3,075.75 |
|
1.618 |
3,046.00 |
|
1.000 |
3,027.50 |
|
0.618 |
3,016.25 |
|
HIGH |
2,997.75 |
|
0.618 |
2,986.50 |
|
0.500 |
2,983.00 |
|
0.382 |
2,979.25 |
|
LOW |
2,968.00 |
|
0.618 |
2,949.50 |
|
1.000 |
2,938.25 |
|
1.618 |
2,919.75 |
|
2.618 |
2,890.00 |
|
4.250 |
2,841.50 |
|
|