| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,405.0 |
2,412.0 |
7.0 |
0.3% |
2,325.0 |
| High |
2,425.0 |
2,463.0 |
38.0 |
1.6% |
2,475.0 |
| Low |
2,386.0 |
2,370.0 |
-16.0 |
-0.7% |
2,325.0 |
| Close |
2,423.0 |
2,450.0 |
27.0 |
1.1% |
2,412.0 |
| Range |
39.0 |
93.0 |
54.0 |
138.5% |
150.0 |
| ATR |
61.3 |
63.6 |
2.3 |
3.7% |
0.0 |
| Volume |
194 |
12,883 |
12,689 |
6,540.7% |
19,810 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,706.7 |
2,671.3 |
2,501.2 |
|
| R3 |
2,613.7 |
2,578.3 |
2,475.6 |
|
| R2 |
2,520.7 |
2,520.7 |
2,467.1 |
|
| R1 |
2,485.3 |
2,485.3 |
2,458.5 |
2,503.0 |
| PP |
2,427.7 |
2,427.7 |
2,427.7 |
2,436.5 |
| S1 |
2,392.3 |
2,392.3 |
2,441.5 |
2,410.0 |
| S2 |
2,334.7 |
2,334.7 |
2,433.0 |
|
| S3 |
2,241.7 |
2,299.3 |
2,424.4 |
|
| S4 |
2,148.7 |
2,206.3 |
2,398.9 |
|
|
| 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 |
2,370.0 |
105.0 |
4.3% |
55.0 |
2.2% |
76% |
False |
True |
6,155 |
| 10 |
2,475.0 |
2,286.0 |
189.0 |
7.7% |
57.4 |
2.3% |
87% |
False |
False |
3,794 |
| 20 |
2,475.0 |
2,176.0 |
299.0 |
12.2% |
55.9 |
2.3% |
92% |
False |
False |
3,207 |
| 40 |
2,475.0 |
1,915.0 |
560.0 |
22.9% |
56.2 |
2.3% |
96% |
False |
False |
2,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,858.3 |
|
2.618 |
2,706.5 |
|
1.618 |
2,613.5 |
|
1.000 |
2,556.0 |
|
0.618 |
2,520.5 |
|
HIGH |
2,463.0 |
|
0.618 |
2,427.5 |
|
0.500 |
2,416.5 |
|
0.382 |
2,405.5 |
|
LOW |
2,370.0 |
|
0.618 |
2,312.5 |
|
1.000 |
2,277.0 |
|
1.618 |
2,219.5 |
|
2.618 |
2,126.5 |
|
4.250 |
1,974.8 |
|
|