| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,423.0 |
2,425.0 |
2.0 |
0.1% |
2,431.0 |
| High |
2,475.0 |
2,432.0 |
-43.0 |
-1.7% |
2,431.0 |
| Low |
2,419.0 |
2,380.0 |
-39.0 |
-1.6% |
2,286.0 |
| Close |
2,462.0 |
2,395.0 |
-67.0 |
-2.7% |
2,324.0 |
| Range |
56.0 |
52.0 |
-4.0 |
-7.1% |
145.0 |
| ATR |
63.9 |
65.2 |
1.3 |
2.0% |
0.0 |
| Volume |
10,245 |
7,208 |
-3,037 |
-29.6% |
24,672 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,558.3 |
2,528.7 |
2,423.6 |
|
| R3 |
2,506.3 |
2,476.7 |
2,409.3 |
|
| R2 |
2,454.3 |
2,454.3 |
2,404.5 |
|
| R1 |
2,424.7 |
2,424.7 |
2,399.8 |
2,413.5 |
| PP |
2,402.3 |
2,402.3 |
2,402.3 |
2,396.8 |
| S1 |
2,372.7 |
2,372.7 |
2,390.2 |
2,361.5 |
| S2 |
2,350.3 |
2,350.3 |
2,385.5 |
|
| S3 |
2,298.3 |
2,320.7 |
2,380.7 |
|
| S4 |
2,246.3 |
2,268.7 |
2,366.4 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,782.0 |
2,698.0 |
2,403.8 |
|
| R3 |
2,637.0 |
2,553.0 |
2,363.9 |
|
| R2 |
2,492.0 |
2,492.0 |
2,350.6 |
|
| R1 |
2,408.0 |
2,408.0 |
2,337.3 |
2,377.5 |
| PP |
2,347.0 |
2,347.0 |
2,347.0 |
2,331.8 |
| S1 |
2,263.0 |
2,263.0 |
2,310.7 |
2,232.5 |
| S2 |
2,202.0 |
2,202.0 |
2,297.4 |
|
| S3 |
2,057.0 |
2,118.0 |
2,284.1 |
|
| S4 |
1,912.0 |
1,973.0 |
2,244.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,475.0 |
2,303.0 |
172.0 |
7.2% |
53.0 |
2.2% |
53% |
False |
False |
4,331 |
| 10 |
2,475.0 |
2,286.0 |
189.0 |
7.9% |
57.1 |
2.4% |
58% |
False |
False |
4,545 |
| 20 |
2,475.0 |
2,176.0 |
299.0 |
12.5% |
54.4 |
2.3% |
73% |
False |
False |
2,737 |
| 40 |
2,475.0 |
1,915.0 |
560.0 |
23.4% |
55.9 |
2.3% |
86% |
False |
False |
1,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,653.0 |
|
2.618 |
2,568.1 |
|
1.618 |
2,516.1 |
|
1.000 |
2,484.0 |
|
0.618 |
2,464.1 |
|
HIGH |
2,432.0 |
|
0.618 |
2,412.1 |
|
0.500 |
2,406.0 |
|
0.382 |
2,399.9 |
|
LOW |
2,380.0 |
|
0.618 |
2,347.9 |
|
1.000 |
2,328.0 |
|
1.618 |
2,295.9 |
|
2.618 |
2,243.9 |
|
4.250 |
2,159.0 |
|
|