Day Change Summary |
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Previous |
Current |
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26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
Open |
1,351.13 |
1,408.59 |
57.46 |
4.3% |
1,367.05 |
High |
1,414.44 |
1,428.81 |
14.37 |
1.0% |
1,423.13 |
Low |
1,350.95 |
1,398.42 |
47.47 |
3.5% |
1,353.53 |
Close |
1,412.61 |
1,401.88 |
-10.73 |
-0.8% |
1,363.17 |
Range |
63.49 |
30.39 |
-33.10 |
-52.1% |
69.60 |
ATR |
36.07 |
35.66 |
-0.41 |
-1.1% |
0.00 |
Volume |
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Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,500.87 |
1,481.77 |
1,418.59 |
|
R3 |
1,470.48 |
1,451.38 |
1,410.24 |
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R2 |
1,440.09 |
1,440.09 |
1,407.45 |
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R1 |
1,420.99 |
1,420.99 |
1,404.67 |
1,415.35 |
PP |
1,409.70 |
1,409.70 |
1,409.70 |
1,406.88 |
S1 |
1,390.60 |
1,390.60 |
1,399.09 |
1,384.96 |
S2 |
1,379.31 |
1,379.31 |
1,396.31 |
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S3 |
1,348.92 |
1,360.21 |
1,393.52 |
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S4 |
1,318.53 |
1,329.82 |
1,385.17 |
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Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,588.74 |
1,545.56 |
1,401.45 |
|
R3 |
1,519.14 |
1,475.96 |
1,382.31 |
|
R2 |
1,449.54 |
1,449.54 |
1,375.93 |
|
R1 |
1,406.36 |
1,406.36 |
1,369.55 |
1,393.15 |
PP |
1,379.94 |
1,379.94 |
1,379.94 |
1,373.34 |
S1 |
1,336.76 |
1,336.76 |
1,356.79 |
1,323.55 |
S2 |
1,310.34 |
1,310.34 |
1,350.41 |
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S3 |
1,240.74 |
1,267.16 |
1,344.03 |
|
S4 |
1,171.14 |
1,197.56 |
1,324.89 |
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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 |
1,428.81 |
1,350.95 |
77.86 |
5.6% |
38.39 |
2.7% |
65% |
True |
False |
|
10 |
1,428.81 |
1,339.82 |
88.99 |
6.3% |
33.12 |
2.4% |
70% |
True |
False |
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20 |
1,435.80 |
1,339.82 |
95.98 |
6.8% |
32.98 |
2.4% |
65% |
False |
False |
|
40 |
1,435.80 |
1,211.60 |
224.20 |
16.0% |
30.88 |
2.2% |
85% |
False |
False |
|
60 |
1,435.80 |
1,040.41 |
395.39 |
28.2% |
32.88 |
2.3% |
91% |
False |
False |
|
80 |
1,435.80 |
1,040.41 |
395.39 |
28.2% |
33.83 |
2.4% |
91% |
False |
False |
|
100 |
1,435.80 |
1,040.41 |
395.39 |
28.2% |
34.30 |
2.4% |
91% |
False |
False |
|
120 |
1,435.80 |
1,040.41 |
395.39 |
28.2% |
35.22 |
2.5% |
91% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,557.97 |
2.618 |
1,508.37 |
1.618 |
1,477.98 |
1.000 |
1,459.20 |
0.618 |
1,447.59 |
HIGH |
1,428.81 |
0.618 |
1,417.20 |
0.500 |
1,413.62 |
0.382 |
1,410.03 |
LOW |
1,398.42 |
0.618 |
1,379.64 |
1.000 |
1,368.03 |
1.618 |
1,349.25 |
2.618 |
1,318.86 |
4.250 |
1,269.26 |
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