| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,995.50 |
2,993.00 |
-2.50 |
-0.1% |
2,956.50 |
| High |
3,006.25 |
3,021.25 |
15.00 |
0.5% |
3,021.25 |
| Low |
2,990.25 |
2,993.00 |
2.75 |
0.1% |
2,956.25 |
| Close |
2,993.00 |
3,018.00 |
25.00 |
0.8% |
3,018.00 |
| Range |
16.00 |
28.25 |
12.25 |
76.6% |
65.00 |
| ATR |
25.90 |
26.07 |
0.17 |
0.6% |
0.00 |
| Volume |
112 |
440 |
328 |
292.9% |
1,421 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,095.50 |
3,085.00 |
3,033.50 |
|
| R3 |
3,067.25 |
3,056.75 |
3,025.75 |
|
| R2 |
3,039.00 |
3,039.00 |
3,023.25 |
|
| R1 |
3,028.50 |
3,028.50 |
3,020.50 |
3,033.75 |
| PP |
3,010.75 |
3,010.75 |
3,010.75 |
3,013.50 |
| S1 |
3,000.25 |
3,000.25 |
3,015.50 |
3,005.50 |
| S2 |
2,982.50 |
2,982.50 |
3,012.75 |
|
| S3 |
2,954.25 |
2,972.00 |
3,010.25 |
|
| S4 |
2,926.00 |
2,943.75 |
3,002.50 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,193.50 |
3,170.75 |
3,053.75 |
|
| R3 |
3,128.50 |
3,105.75 |
3,036.00 |
|
| R2 |
3,063.50 |
3,063.50 |
3,030.00 |
|
| R1 |
3,040.75 |
3,040.75 |
3,024.00 |
3,052.00 |
| PP |
2,998.50 |
2,998.50 |
2,998.50 |
3,004.25 |
| S1 |
2,975.75 |
2,975.75 |
3,012.00 |
2,987.00 |
| S2 |
2,933.50 |
2,933.50 |
3,006.00 |
|
| S3 |
2,868.50 |
2,910.75 |
3,000.00 |
|
| S4 |
2,803.50 |
2,845.75 |
2,982.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,021.25 |
2,956.25 |
65.00 |
2.2% |
24.00 |
0.8% |
95% |
True |
False |
284 |
| 10 |
3,021.25 |
2,931.25 |
90.00 |
3.0% |
19.25 |
0.6% |
96% |
True |
False |
239 |
| 20 |
3,021.25 |
2,778.75 |
242.50 |
8.0% |
22.25 |
0.7% |
99% |
True |
False |
185 |
| 40 |
3,021.25 |
2,733.00 |
288.25 |
9.6% |
25.25 |
0.8% |
99% |
True |
False |
100 |
| 60 |
3,021.25 |
2,690.50 |
330.75 |
11.0% |
21.50 |
0.7% |
99% |
True |
False |
68 |
| 80 |
3,021.25 |
2,690.50 |
330.75 |
11.0% |
17.25 |
0.6% |
99% |
True |
False |
51 |
| 100 |
3,021.25 |
2,574.25 |
447.00 |
14.8% |
14.00 |
0.5% |
99% |
True |
False |
41 |
| 120 |
3,021.25 |
2,574.25 |
447.00 |
14.8% |
12.00 |
0.4% |
99% |
True |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,141.25 |
|
2.618 |
3,095.25 |
|
1.618 |
3,067.00 |
|
1.000 |
3,049.50 |
|
0.618 |
3,038.75 |
|
HIGH |
3,021.25 |
|
0.618 |
3,010.50 |
|
0.500 |
3,007.00 |
|
0.382 |
3,003.75 |
|
LOW |
2,993.00 |
|
0.618 |
2,975.50 |
|
1.000 |
2,964.75 |
|
1.618 |
2,947.25 |
|
2.618 |
2,919.00 |
|
4.250 |
2,873.00 |
|
|