Day Change Summary |
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Previous |
Current |
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20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,950.5 |
4,993.0 |
42.5 |
0.9% |
4,929.0 |
High |
5,061.5 |
4,993.0 |
-68.5 |
-1.4% |
4,932.0 |
Low |
4,950.5 |
4,872.5 |
-78.0 |
-1.6% |
4,662.5 |
Close |
5,040.0 |
4,902.5 |
-137.5 |
-2.7% |
4,740.5 |
Range |
111.0 |
120.5 |
9.5 |
8.6% |
269.5 |
ATR |
136.6 |
138.8 |
2.2 |
1.6% |
0.0 |
Volume |
790 |
378 |
-412 |
-52.2% |
3,590 |
|
Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,284.2 |
5,213.8 |
4,968.8 |
|
R3 |
5,163.7 |
5,093.3 |
4,935.6 |
|
R2 |
5,043.2 |
5,043.2 |
4,924.6 |
|
R1 |
4,972.8 |
4,972.8 |
4,913.5 |
4,947.8 |
PP |
4,922.7 |
4,922.7 |
4,922.7 |
4,910.1 |
S1 |
4,852.3 |
4,852.3 |
4,891.5 |
4,827.3 |
S2 |
4,802.2 |
4,802.2 |
4,880.4 |
|
S3 |
4,681.7 |
4,731.8 |
4,869.4 |
|
S4 |
4,561.2 |
4,611.3 |
4,836.2 |
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|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,586.8 |
5,433.2 |
4,888.7 |
|
R3 |
5,317.3 |
5,163.7 |
4,814.6 |
|
R2 |
5,047.8 |
5,047.8 |
4,789.9 |
|
R1 |
4,894.2 |
4,894.2 |
4,765.2 |
4,836.3 |
PP |
4,778.3 |
4,778.3 |
4,778.3 |
4,749.4 |
S1 |
4,624.7 |
4,624.7 |
4,715.8 |
4,566.8 |
S2 |
4,508.8 |
4,508.8 |
4,691.1 |
|
S3 |
4,239.3 |
4,355.2 |
4,666.4 |
|
S4 |
3,969.8 |
4,085.7 |
4,592.3 |
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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 |
5,061.5 |
4,669.0 |
392.5 |
8.0% |
130.6 |
2.7% |
59% |
False |
False |
705 |
10 |
5,061.5 |
4,662.5 |
399.0 |
8.1% |
126.0 |
2.6% |
60% |
False |
False |
695 |
20 |
5,061.5 |
4,540.0 |
521.5 |
10.6% |
118.4 |
2.4% |
70% |
False |
False |
499 |
40 |
5,061.5 |
3,984.5 |
1,077.0 |
22.0% |
124.0 |
2.5% |
85% |
False |
False |
486 |
60 |
5,061.5 |
3,613.5 |
1,448.0 |
29.5% |
128.3 |
2.6% |
89% |
False |
False |
1,098 |
80 |
5,061.5 |
3,613.5 |
1,448.0 |
29.5% |
127.2 |
2.6% |
89% |
False |
False |
891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,505.1 |
2.618 |
5,308.5 |
1.618 |
5,188.0 |
1.000 |
5,113.5 |
0.618 |
5,067.5 |
HIGH |
4,993.0 |
0.618 |
4,947.0 |
0.500 |
4,932.8 |
0.382 |
4,918.5 |
LOW |
4,872.5 |
0.618 |
4,798.0 |
1.000 |
4,752.0 |
1.618 |
4,677.5 |
2.618 |
4,557.0 |
4.250 |
4,360.4 |
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