| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,384.20 |
2,397.20 |
13.00 |
0.5% |
2,410.24 |
| High |
2,399.68 |
2,414.58 |
14.90 |
0.6% |
2,417.83 |
| Low |
2,376.96 |
2,394.84 |
17.88 |
0.8% |
2,366.73 |
| Close |
2,390.97 |
2,411.35 |
20.38 |
0.9% |
2,383.18 |
| Range |
22.72 |
19.74 |
-2.98 |
-13.1% |
51.10 |
| ATR |
27.56 |
27.28 |
-0.28 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,466.14 |
2,458.49 |
2,422.21 |
|
| R3 |
2,446.40 |
2,438.75 |
2,416.78 |
|
| R2 |
2,426.66 |
2,426.66 |
2,414.97 |
|
| R1 |
2,419.01 |
2,419.01 |
2,413.16 |
2,422.84 |
| PP |
2,406.92 |
2,406.92 |
2,406.92 |
2,408.84 |
| S1 |
2,399.27 |
2,399.27 |
2,409.54 |
2,403.10 |
| S2 |
2,387.18 |
2,387.18 |
2,407.73 |
|
| S3 |
2,367.44 |
2,379.53 |
2,405.92 |
|
| S4 |
2,347.70 |
2,359.79 |
2,400.49 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,542.55 |
2,513.96 |
2,411.29 |
|
| R3 |
2,491.45 |
2,462.86 |
2,397.23 |
|
| R2 |
2,440.35 |
2,440.35 |
2,392.55 |
|
| R1 |
2,411.76 |
2,411.76 |
2,387.86 |
2,400.51 |
| PP |
2,389.25 |
2,389.25 |
2,389.25 |
2,383.62 |
| S1 |
2,360.66 |
2,360.66 |
2,378.50 |
2,349.41 |
| S2 |
2,338.15 |
2,338.15 |
2,373.81 |
|
| S3 |
2,287.05 |
2,309.56 |
2,369.13 |
|
| S4 |
2,235.95 |
2,258.46 |
2,355.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,414.58 |
2,366.73 |
47.85 |
2.0% |
28.81 |
1.2% |
93% |
True |
False |
|
| 10 |
2,417.83 |
2,366.73 |
51.10 |
2.1% |
24.19 |
1.0% |
87% |
False |
False |
|
| 20 |
2,417.83 |
2,254.87 |
162.96 |
6.8% |
22.40 |
0.9% |
96% |
False |
False |
|
| 40 |
2,417.83 |
2,188.92 |
228.91 |
9.5% |
25.84 |
1.1% |
97% |
False |
False |
|
| 60 |
2,417.83 |
2,188.92 |
228.91 |
9.5% |
27.06 |
1.1% |
97% |
False |
False |
|
| 80 |
2,417.83 |
2,188.92 |
228.91 |
9.5% |
27.10 |
1.1% |
97% |
False |
False |
|
| 100 |
2,417.83 |
2,188.92 |
228.91 |
9.5% |
25.12 |
1.0% |
97% |
False |
False |
|
| 120 |
2,417.83 |
2,090.34 |
327.49 |
13.6% |
24.56 |
1.0% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,498.48 |
|
2.618 |
2,466.26 |
|
1.618 |
2,446.52 |
|
1.000 |
2,434.32 |
|
0.618 |
2,426.78 |
|
HIGH |
2,414.58 |
|
0.618 |
2,407.04 |
|
0.500 |
2,404.71 |
|
0.382 |
2,402.38 |
|
LOW |
2,394.84 |
|
0.618 |
2,382.64 |
|
1.000 |
2,375.10 |
|
1.618 |
2,362.90 |
|
2.618 |
2,343.16 |
|
4.250 |
2,310.95 |
|
|