| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,408.14 |
2,384.13 |
-24.01 |
-1.0% |
2,410.24 |
| High |
2,415.89 |
2,410.45 |
-5.44 |
-0.2% |
2,417.83 |
| Low |
2,377.43 |
2,372.19 |
-5.24 |
-0.2% |
2,366.73 |
| Close |
2,393.08 |
2,407.88 |
14.80 |
0.6% |
2,383.18 |
| Range |
38.46 |
38.26 |
-0.20 |
-0.5% |
51.10 |
| ATR |
28.08 |
28.81 |
0.73 |
2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,511.62 |
2,498.01 |
2,428.92 |
|
| R3 |
2,473.36 |
2,459.75 |
2,418.40 |
|
| R2 |
2,435.10 |
2,435.10 |
2,414.89 |
|
| R1 |
2,421.49 |
2,421.49 |
2,411.39 |
2,428.30 |
| PP |
2,396.84 |
2,396.84 |
2,396.84 |
2,400.24 |
| S1 |
2,383.23 |
2,383.23 |
2,404.37 |
2,390.04 |
| S2 |
2,358.58 |
2,358.58 |
2,400.87 |
|
| S3 |
2,320.32 |
2,344.97 |
2,397.36 |
|
| S4 |
2,282.06 |
2,306.71 |
2,386.84 |
|
|
| 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 |
2,415.89 |
2,372.19 |
43.70 |
1.8% |
30.93 |
1.3% |
82% |
False |
True |
|
| 10 |
2,417.83 |
2,366.73 |
51.10 |
2.1% |
28.02 |
1.2% |
81% |
False |
False |
|
| 20 |
2,417.83 |
2,254.87 |
162.96 |
6.8% |
24.08 |
1.0% |
94% |
False |
False |
|
| 40 |
2,417.83 |
2,217.95 |
199.88 |
8.3% |
24.82 |
1.0% |
95% |
False |
False |
|
| 60 |
2,417.83 |
2,188.92 |
228.91 |
9.5% |
27.93 |
1.2% |
96% |
False |
False |
|
| 80 |
2,417.83 |
2,188.92 |
228.91 |
9.5% |
27.37 |
1.1% |
96% |
False |
False |
|
| 100 |
2,417.83 |
2,188.92 |
228.91 |
9.5% |
25.56 |
1.1% |
96% |
False |
False |
|
| 120 |
2,417.83 |
2,105.61 |
312.22 |
13.0% |
24.81 |
1.0% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,573.06 |
|
2.618 |
2,510.61 |
|
1.618 |
2,472.35 |
|
1.000 |
2,448.71 |
|
0.618 |
2,434.09 |
|
HIGH |
2,410.45 |
|
0.618 |
2,395.83 |
|
0.500 |
2,391.32 |
|
0.382 |
2,386.81 |
|
LOW |
2,372.19 |
|
0.618 |
2,348.55 |
|
1.000 |
2,333.93 |
|
1.618 |
2,310.29 |
|
2.618 |
2,272.03 |
|
4.250 |
2,209.59 |
|
|