| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,993.00 |
3,021.00 |
28.00 |
0.9% |
2,956.50 |
| High |
3,021.25 |
3,027.75 |
6.50 |
0.2% |
3,021.25 |
| Low |
2,993.00 |
3,010.00 |
17.00 |
0.6% |
2,956.25 |
| Close |
3,018.00 |
3,016.00 |
-2.00 |
-0.1% |
3,018.00 |
| Range |
28.25 |
17.75 |
-10.50 |
-37.2% |
65.00 |
| ATR |
26.07 |
25.47 |
-0.59 |
-2.3% |
0.00 |
| Volume |
440 |
129 |
-311 |
-70.7% |
1,421 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,071.25 |
3,061.25 |
3,025.75 |
|
| R3 |
3,053.50 |
3,043.50 |
3,021.00 |
|
| R2 |
3,035.75 |
3,035.75 |
3,019.25 |
|
| R1 |
3,025.75 |
3,025.75 |
3,017.75 |
3,022.00 |
| PP |
3,018.00 |
3,018.00 |
3,018.00 |
3,016.00 |
| S1 |
3,008.00 |
3,008.00 |
3,014.25 |
3,004.00 |
| S2 |
3,000.25 |
3,000.25 |
3,012.75 |
|
| S3 |
2,982.50 |
2,990.25 |
3,011.00 |
|
| S4 |
2,964.75 |
2,972.50 |
3,006.25 |
|
|
| 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 |
3,027.75 |
2,968.00 |
59.75 |
2.0% |
22.75 |
0.8% |
80% |
True |
False |
241 |
| 10 |
3,027.75 |
2,938.00 |
89.75 |
3.0% |
19.50 |
0.6% |
87% |
True |
False |
229 |
| 20 |
3,027.75 |
2,799.00 |
228.75 |
7.6% |
22.00 |
0.7% |
95% |
True |
False |
182 |
| 40 |
3,027.75 |
2,733.00 |
294.75 |
9.8% |
25.25 |
0.8% |
96% |
True |
False |
103 |
| 60 |
3,027.75 |
2,690.50 |
337.25 |
11.2% |
21.75 |
0.7% |
97% |
True |
False |
71 |
| 80 |
3,027.75 |
2,690.50 |
337.25 |
11.2% |
17.50 |
0.6% |
97% |
True |
False |
53 |
| 100 |
3,027.75 |
2,574.25 |
453.50 |
15.0% |
14.25 |
0.5% |
97% |
True |
False |
43 |
| 120 |
3,027.75 |
2,574.25 |
453.50 |
15.0% |
12.25 |
0.4% |
97% |
True |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,103.25 |
|
2.618 |
3,074.25 |
|
1.618 |
3,056.50 |
|
1.000 |
3,045.50 |
|
0.618 |
3,038.75 |
|
HIGH |
3,027.75 |
|
0.618 |
3,021.00 |
|
0.500 |
3,019.00 |
|
0.382 |
3,016.75 |
|
LOW |
3,010.00 |
|
0.618 |
2,999.00 |
|
1.000 |
2,992.25 |
|
1.618 |
2,981.25 |
|
2.618 |
2,963.50 |
|
4.250 |
2,934.50 |
|
|