| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
25-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,393.0 |
2,405.0 |
12.0 |
0.5% |
2,325.0 |
| High |
2,428.0 |
2,425.0 |
-3.0 |
-0.1% |
2,475.0 |
| Low |
2,393.0 |
2,386.0 |
-7.0 |
-0.3% |
2,325.0 |
| Close |
2,412.0 |
2,423.0 |
11.0 |
0.5% |
2,412.0 |
| Range |
35.0 |
39.0 |
4.0 |
11.4% |
150.0 |
| ATR |
63.0 |
61.3 |
-1.7 |
-2.7% |
0.0 |
| Volume |
246 |
194 |
-52 |
-21.1% |
19,810 |
|
| Daily Pivots for day following 25-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,528.3 |
2,514.7 |
2,444.5 |
|
| R3 |
2,489.3 |
2,475.7 |
2,433.7 |
|
| R2 |
2,450.3 |
2,450.3 |
2,430.2 |
|
| R1 |
2,436.7 |
2,436.7 |
2,426.6 |
2,443.5 |
| PP |
2,411.3 |
2,411.3 |
2,411.3 |
2,414.8 |
| S1 |
2,397.7 |
2,397.7 |
2,419.4 |
2,404.5 |
| S2 |
2,372.3 |
2,372.3 |
2,415.9 |
|
| S3 |
2,333.3 |
2,358.7 |
2,412.3 |
|
| S4 |
2,294.3 |
2,319.7 |
2,401.6 |
|
|
| 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 |
2,380.0 |
95.0 |
3.9% |
43.8 |
1.8% |
45% |
False |
False |
3,705 |
| 10 |
2,475.0 |
2,286.0 |
189.0 |
7.8% |
52.3 |
2.2% |
72% |
False |
False |
4,380 |
| 20 |
2,475.0 |
2,176.0 |
299.0 |
12.3% |
53.8 |
2.2% |
83% |
False |
False |
2,616 |
| 40 |
2,475.0 |
1,915.0 |
560.0 |
23.1% |
55.0 |
2.3% |
91% |
False |
False |
1,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,590.8 |
|
2.618 |
2,527.1 |
|
1.618 |
2,488.1 |
|
1.000 |
2,464.0 |
|
0.618 |
2,449.1 |
|
HIGH |
2,425.0 |
|
0.618 |
2,410.1 |
|
0.500 |
2,405.5 |
|
0.382 |
2,400.9 |
|
LOW |
2,386.0 |
|
0.618 |
2,361.9 |
|
1.000 |
2,347.0 |
|
1.618 |
2,322.9 |
|
2.618 |
2,283.9 |
|
4.250 |
2,220.3 |
|
|