Day Change Summary |
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Previous |
Current |
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12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,847.5 |
4,916.0 |
68.5 |
1.4% |
4,823.0 |
High |
4,932.0 |
4,916.0 |
-16.0 |
-0.3% |
4,985.5 |
Low |
4,828.5 |
4,715.5 |
-113.0 |
-2.3% |
4,801.5 |
Close |
4,868.5 |
4,734.0 |
-134.5 |
-2.8% |
4,925.0 |
Range |
103.5 |
200.5 |
97.0 |
93.7% |
184.0 |
ATR |
129.7 |
134.8 |
5.1 |
3.9% |
0.0 |
Volume |
729 |
998 |
269 |
36.9% |
2,089 |
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Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,390.0 |
5,262.5 |
4,844.3 |
|
R3 |
5,189.5 |
5,062.0 |
4,789.1 |
|
R2 |
4,989.0 |
4,989.0 |
4,770.8 |
|
R1 |
4,861.5 |
4,861.5 |
4,752.4 |
4,825.0 |
PP |
4,788.5 |
4,788.5 |
4,788.5 |
4,770.3 |
S1 |
4,661.0 |
4,661.0 |
4,715.6 |
4,624.5 |
S2 |
4,588.0 |
4,588.0 |
4,697.2 |
|
S3 |
4,387.5 |
4,460.5 |
4,678.9 |
|
S4 |
4,187.0 |
4,260.0 |
4,623.7 |
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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 |
4,715.5 |
270.0 |
5.7% |
136.2 |
2.9% |
7% |
False |
True |
729 |
10 |
4,985.5 |
4,638.5 |
347.0 |
7.3% |
120.8 |
2.6% |
28% |
False |
False |
516 |
20 |
4,985.5 |
4,413.0 |
572.5 |
12.1% |
120.3 |
2.5% |
56% |
False |
False |
424 |
40 |
4,985.5 |
3,965.0 |
1,020.5 |
21.6% |
122.5 |
2.6% |
75% |
False |
False |
1,267 |
60 |
4,985.5 |
3,613.5 |
1,372.0 |
29.0% |
127.9 |
2.7% |
82% |
False |
False |
1,066 |
80 |
4,985.5 |
3,613.5 |
1,372.0 |
29.0% |
130.7 |
2.8% |
82% |
False |
False |
845 |
|
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Fibonacci Retracements and Extensions |
4.250 |
5,768.1 |
2.618 |
5,440.9 |
1.618 |
5,240.4 |
1.000 |
5,116.5 |
0.618 |
5,039.9 |
HIGH |
4,916.0 |
0.618 |
4,839.4 |
0.500 |
4,815.8 |
0.382 |
4,792.1 |
LOW |
4,715.5 |
0.618 |
4,591.6 |
1.000 |
4,515.0 |
1.618 |
4,391.1 |
2.618 |
4,190.6 |
4.250 |
3,863.4 |
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