Day Change Summary |
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Previous |
Current |
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10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
Open |
2,397.20 |
2,408.14 |
10.94 |
0.5% |
2,410.24 |
High |
2,414.58 |
2,415.89 |
1.31 |
0.1% |
2,417.83 |
Low |
2,394.84 |
2,377.43 |
-17.41 |
-0.7% |
2,366.73 |
Close |
2,411.35 |
2,393.08 |
-18.27 |
-0.8% |
2,383.18 |
Range |
19.74 |
38.46 |
18.72 |
94.8% |
51.10 |
ATR |
27.28 |
28.08 |
0.80 |
2.9% |
0.00 |
Volume |
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Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,510.85 |
2,490.42 |
2,414.23 |
|
R3 |
2,472.39 |
2,451.96 |
2,403.66 |
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R2 |
2,433.93 |
2,433.93 |
2,400.13 |
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R1 |
2,413.50 |
2,413.50 |
2,396.61 |
2,404.49 |
PP |
2,395.47 |
2,395.47 |
2,395.47 |
2,390.96 |
S1 |
2,375.04 |
2,375.04 |
2,389.55 |
2,366.03 |
S2 |
2,357.01 |
2,357.01 |
2,386.03 |
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S3 |
2,318.55 |
2,336.58 |
2,382.50 |
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S4 |
2,280.09 |
2,298.12 |
2,371.93 |
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Weekly Pivots for week ending 06-May-2011 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,542.55 |
2,513.96 |
2,411.29 |
|
R3 |
2,491.45 |
2,462.86 |
2,397.23 |
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R2 |
2,440.35 |
2,440.35 |
2,392.55 |
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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 |
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S3 |
2,287.05 |
2,309.56 |
2,369.13 |
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S4 |
2,235.95 |
2,258.46 |
2,355.08 |
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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 |
2,415.89 |
2,366.73 |
49.16 |
2.1% |
30.34 |
1.3% |
54% |
True |
False |
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10 |
2,417.83 |
2,366.73 |
51.10 |
2.1% |
25.50 |
1.1% |
52% |
False |
False |
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20 |
2,417.83 |
2,254.87 |
162.96 |
6.8% |
23.35 |
1.0% |
85% |
False |
False |
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40 |
2,417.83 |
2,188.92 |
228.91 |
9.6% |
25.45 |
1.1% |
89% |
False |
False |
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60 |
2,417.83 |
2,188.92 |
228.91 |
9.6% |
27.52 |
1.2% |
89% |
False |
False |
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80 |
2,417.83 |
2,188.92 |
228.91 |
9.6% |
27.29 |
1.1% |
89% |
False |
False |
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100 |
2,417.83 |
2,188.92 |
228.91 |
9.6% |
25.28 |
1.1% |
89% |
False |
False |
|
120 |
2,417.83 |
2,105.61 |
312.22 |
13.0% |
24.70 |
1.0% |
92% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,579.35 |
2.618 |
2,516.58 |
1.618 |
2,478.12 |
1.000 |
2,454.35 |
0.618 |
2,439.66 |
HIGH |
2,415.89 |
0.618 |
2,401.20 |
0.500 |
2,396.66 |
0.382 |
2,392.12 |
LOW |
2,377.43 |
0.618 |
2,353.66 |
1.000 |
2,338.97 |
1.618 |
2,315.20 |
2.618 |
2,276.74 |
4.250 |
2,213.98 |
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