Day Change Summary |
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Previous |
Current |
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05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,344.16 |
1,341.85 |
-2.31 |
-0.2% |
1,366.69 |
High |
1,348.00 |
1,354.36 |
6.36 |
0.5% |
1,370.58 |
Low |
1,329.17 |
1,335.58 |
6.41 |
0.5% |
1,329.17 |
Close |
1,335.10 |
1,340.20 |
5.10 |
0.4% |
1,340.20 |
Range |
18.83 |
18.78 |
-0.05 |
-0.3% |
41.41 |
ATR |
12.95 |
13.40 |
0.45 |
3.5% |
0.00 |
Volume |
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Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,399.72 |
1,388.74 |
1,350.53 |
|
R3 |
1,380.94 |
1,369.96 |
1,345.36 |
|
R2 |
1,362.16 |
1,362.16 |
1,343.64 |
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R1 |
1,351.18 |
1,351.18 |
1,341.92 |
1,347.28 |
PP |
1,343.38 |
1,343.38 |
1,343.38 |
1,341.43 |
S1 |
1,332.40 |
1,332.40 |
1,338.48 |
1,328.50 |
S2 |
1,324.60 |
1,324.60 |
1,336.76 |
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S3 |
1,305.82 |
1,313.62 |
1,335.04 |
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S4 |
1,287.04 |
1,294.84 |
1,329.87 |
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Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,470.88 |
1,446.95 |
1,362.98 |
|
R3 |
1,429.47 |
1,405.54 |
1,351.59 |
|
R2 |
1,388.06 |
1,388.06 |
1,347.79 |
|
R1 |
1,364.13 |
1,364.13 |
1,344.00 |
1,355.39 |
PP |
1,346.65 |
1,346.65 |
1,346.65 |
1,342.28 |
S1 |
1,322.72 |
1,322.72 |
1,336.40 |
1,313.98 |
S2 |
1,305.24 |
1,305.24 |
1,332.61 |
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S3 |
1,263.83 |
1,281.31 |
1,328.81 |
|
S4 |
1,222.42 |
1,239.90 |
1,317.42 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,370.58 |
1,329.17 |
41.41 |
3.1% |
15.06 |
1.1% |
27% |
False |
False |
|
10 |
1,370.58 |
1,329.17 |
41.41 |
3.1% |
12.14 |
0.9% |
27% |
False |
False |
|
20 |
1,370.58 |
1,294.70 |
75.88 |
5.7% |
12.22 |
0.9% |
60% |
False |
False |
|
40 |
1,370.58 |
1,250.11 |
120.47 |
9.0% |
12.57 |
0.9% |
75% |
False |
False |
|
60 |
1,370.58 |
1,250.11 |
120.47 |
9.0% |
13.27 |
1.0% |
75% |
False |
False |
|
80 |
1,370.58 |
1,250.11 |
120.47 |
9.0% |
12.73 |
0.9% |
75% |
False |
False |
|
100 |
1,370.58 |
1,232.85 |
137.73 |
10.3% |
11.84 |
0.9% |
78% |
False |
False |
|
120 |
1,370.58 |
1,173.00 |
197.58 |
14.7% |
11.89 |
0.9% |
85% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,434.18 |
2.618 |
1,403.53 |
1.618 |
1,384.75 |
1.000 |
1,373.14 |
0.618 |
1,365.97 |
HIGH |
1,354.36 |
0.618 |
1,347.19 |
0.500 |
1,344.97 |
0.382 |
1,342.75 |
LOW |
1,335.58 |
0.618 |
1,323.97 |
1.000 |
1,316.80 |
1.618 |
1,305.19 |
2.618 |
1,286.41 |
4.250 |
1,255.77 |
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