| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,425.0 |
2,393.0 |
-32.0 |
-1.3% |
2,325.0 |
| High |
2,432.0 |
2,428.0 |
-4.0 |
-0.2% |
2,475.0 |
| Low |
2,380.0 |
2,393.0 |
13.0 |
0.5% |
2,325.0 |
| Close |
2,395.0 |
2,412.0 |
17.0 |
0.7% |
2,412.0 |
| Range |
52.0 |
35.0 |
-17.0 |
-32.7% |
150.0 |
| ATR |
65.2 |
63.0 |
-2.2 |
-3.3% |
0.0 |
| Volume |
7,208 |
246 |
-6,962 |
-96.6% |
19,810 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,516.0 |
2,499.0 |
2,431.3 |
|
| R3 |
2,481.0 |
2,464.0 |
2,421.6 |
|
| R2 |
2,446.0 |
2,446.0 |
2,418.4 |
|
| R1 |
2,429.0 |
2,429.0 |
2,415.2 |
2,437.5 |
| PP |
2,411.0 |
2,411.0 |
2,411.0 |
2,415.3 |
| S1 |
2,394.0 |
2,394.0 |
2,408.8 |
2,402.5 |
| S2 |
2,376.0 |
2,376.0 |
2,405.6 |
|
| S3 |
2,341.0 |
2,359.0 |
2,402.4 |
|
| S4 |
2,306.0 |
2,324.0 |
2,392.8 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,854.0 |
2,783.0 |
2,494.5 |
|
| R3 |
2,704.0 |
2,633.0 |
2,453.3 |
|
| R2 |
2,554.0 |
2,554.0 |
2,439.5 |
|
| R1 |
2,483.0 |
2,483.0 |
2,425.8 |
2,518.5 |
| PP |
2,404.0 |
2,404.0 |
2,404.0 |
2,421.8 |
| S1 |
2,333.0 |
2,333.0 |
2,398.3 |
2,368.5 |
| S2 |
2,254.0 |
2,254.0 |
2,384.5 |
|
| S3 |
2,104.0 |
2,183.0 |
2,370.8 |
|
| S4 |
1,954.0 |
2,033.0 |
2,329.5 |
|
|
| 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 |
2,325.0 |
150.0 |
6.2% |
52.6 |
2.2% |
58% |
False |
False |
3,962 |
| 10 |
2,475.0 |
2,286.0 |
189.0 |
7.8% |
54.7 |
2.3% |
67% |
False |
False |
4,448 |
| 20 |
2,475.0 |
2,176.0 |
299.0 |
12.4% |
54.3 |
2.2% |
79% |
False |
False |
2,609 |
| 40 |
2,475.0 |
1,915.0 |
560.0 |
23.2% |
55.5 |
2.3% |
89% |
False |
False |
1,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,576.8 |
|
2.618 |
2,519.6 |
|
1.618 |
2,484.6 |
|
1.000 |
2,463.0 |
|
0.618 |
2,449.6 |
|
HIGH |
2,428.0 |
|
0.618 |
2,414.6 |
|
0.500 |
2,410.5 |
|
0.382 |
2,406.4 |
|
LOW |
2,393.0 |
|
0.618 |
2,371.4 |
|
1.000 |
2,358.0 |
|
1.618 |
2,336.4 |
|
2.618 |
2,301.4 |
|
4.250 |
2,244.3 |
|
|