Day Change Summary |
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Previous |
Current |
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11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,929.0 |
4,847.5 |
-81.5 |
-1.7% |
4,823.0 |
High |
4,929.0 |
4,932.0 |
3.0 |
0.1% |
4,985.5 |
Low |
4,843.5 |
4,828.5 |
-15.0 |
-0.3% |
4,801.5 |
Close |
4,875.0 |
4,868.5 |
-6.5 |
-0.1% |
4,925.0 |
Range |
85.5 |
103.5 |
18.0 |
21.1% |
184.0 |
ATR |
131.8 |
129.7 |
-2.0 |
-1.5% |
0.0 |
Volume |
546 |
729 |
183 |
33.5% |
2,089 |
|
Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,186.8 |
5,131.2 |
4,925.4 |
|
R3 |
5,083.3 |
5,027.7 |
4,897.0 |
|
R2 |
4,979.8 |
4,979.8 |
4,887.5 |
|
R1 |
4,924.2 |
4,924.2 |
4,878.0 |
4,952.0 |
PP |
4,876.3 |
4,876.3 |
4,876.3 |
4,890.3 |
S1 |
4,820.7 |
4,820.7 |
4,859.0 |
4,848.5 |
S2 |
4,772.8 |
4,772.8 |
4,849.5 |
|
S3 |
4,669.3 |
4,717.2 |
4,840.0 |
|
S4 |
4,565.8 |
4,613.7 |
4,811.6 |
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|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,456.0 |
5,374.5 |
5,026.2 |
|
R3 |
5,272.0 |
5,190.5 |
4,975.6 |
|
R2 |
5,088.0 |
5,088.0 |
4,958.7 |
|
R1 |
5,006.5 |
5,006.5 |
4,941.9 |
5,047.3 |
PP |
4,904.0 |
4,904.0 |
4,904.0 |
4,924.4 |
S1 |
4,822.5 |
4,822.5 |
4,908.1 |
4,863.3 |
S2 |
4,720.0 |
4,720.0 |
4,891.3 |
|
S3 |
4,536.0 |
4,638.5 |
4,874.4 |
|
S4 |
4,352.0 |
4,454.5 |
4,823.8 |
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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 |
4,985.5 |
4,801.5 |
184.0 |
3.8% |
118.6 |
2.4% |
36% |
False |
False |
581 |
10 |
4,985.5 |
4,570.0 |
415.5 |
8.5% |
109.8 |
2.3% |
72% |
False |
False |
438 |
20 |
4,985.5 |
4,413.0 |
572.5 |
11.8% |
116.2 |
2.4% |
80% |
False |
False |
413 |
40 |
4,985.5 |
3,958.5 |
1,027.0 |
21.1% |
120.3 |
2.5% |
89% |
False |
False |
1,280 |
60 |
4,985.5 |
3,613.5 |
1,372.0 |
28.2% |
126.5 |
2.6% |
91% |
False |
False |
1,052 |
80 |
4,985.5 |
3,613.5 |
1,372.0 |
28.2% |
130.1 |
2.7% |
91% |
False |
False |
836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,371.9 |
2.618 |
5,203.0 |
1.618 |
5,099.5 |
1.000 |
5,035.5 |
0.618 |
4,996.0 |
HIGH |
4,932.0 |
0.618 |
4,892.5 |
0.500 |
4,880.3 |
0.382 |
4,868.0 |
LOW |
4,828.5 |
0.618 |
4,764.5 |
1.000 |
4,725.0 |
1.618 |
4,661.0 |
2.618 |
4,557.5 |
4.250 |
4,388.6 |
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