Day Change Summary |
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Previous |
Current |
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|
|
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05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
Open |
3,931.0 |
3,884.0 |
-47.0 |
-1.2% |
3,744.0 |
High |
3,936.0 |
3,903.0 |
-33.0 |
-0.8% |
3,798.0 |
Low |
3,871.0 |
3,842.0 |
-29.0 |
-0.7% |
3,673.0 |
Close |
3,884.0 |
3,864.0 |
-20.0 |
-0.5% |
3,758.0 |
Range |
65.0 |
61.0 |
-4.0 |
-6.2% |
125.0 |
ATR |
78.6 |
77.4 |
-1.3 |
-1.6% |
0.0 |
Volume |
27,832 |
24,836 |
-2,996 |
-10.8% |
134,301 |
|
Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,052.7 |
4,019.3 |
3,897.6 |
|
R3 |
3,991.7 |
3,958.3 |
3,880.8 |
|
R2 |
3,930.7 |
3,930.7 |
3,875.2 |
|
R1 |
3,897.3 |
3,897.3 |
3,869.6 |
3,883.5 |
PP |
3,869.7 |
3,869.7 |
3,869.7 |
3,862.8 |
S1 |
3,836.3 |
3,836.3 |
3,858.4 |
3,822.5 |
S2 |
3,808.7 |
3,808.7 |
3,852.8 |
|
S3 |
3,747.7 |
3,775.3 |
3,847.2 |
|
S4 |
3,686.7 |
3,714.3 |
3,830.5 |
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|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,118.0 |
4,063.0 |
3,826.8 |
|
R3 |
3,993.0 |
3,938.0 |
3,792.4 |
|
R2 |
3,868.0 |
3,868.0 |
3,780.9 |
|
R1 |
3,813.0 |
3,813.0 |
3,769.5 |
3,840.5 |
PP |
3,743.0 |
3,743.0 |
3,743.0 |
3,756.8 |
S1 |
3,688.0 |
3,688.0 |
3,746.5 |
3,715.5 |
S2 |
3,618.0 |
3,618.0 |
3,735.1 |
|
S3 |
3,493.0 |
3,563.0 |
3,723.6 |
|
S4 |
3,368.0 |
3,438.0 |
3,689.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,936.0 |
3,744.0 |
192.0 |
5.0% |
63.8 |
1.7% |
63% |
False |
False |
27,020 |
10 |
3,936.0 |
3,673.0 |
263.0 |
6.8% |
73.6 |
1.9% |
73% |
False |
False |
27,768 |
20 |
3,936.0 |
3,611.0 |
325.0 |
8.4% |
66.9 |
1.7% |
78% |
False |
False |
25,297 |
40 |
3,936.0 |
3,120.0 |
816.0 |
21.1% |
65.2 |
1.7% |
91% |
False |
False |
28,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,162.3 |
2.618 |
4,062.7 |
1.618 |
4,001.7 |
1.000 |
3,964.0 |
0.618 |
3,940.7 |
HIGH |
3,903.0 |
0.618 |
3,879.7 |
0.500 |
3,872.5 |
0.382 |
3,865.3 |
LOW |
3,842.0 |
0.618 |
3,804.3 |
1.000 |
3,781.0 |
1.618 |
3,743.3 |
2.618 |
3,682.3 |
4.250 |
3,582.8 |
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