| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,403.06 |
2,368.47 |
-34.59 |
-1.4% |
2,384.20 |
| High |
2,406.01 |
2,375.36 |
-30.65 |
-1.3% |
2,415.89 |
| Low |
2,378.76 |
2,332.84 |
-45.92 |
-1.9% |
2,372.19 |
| Close |
2,379.24 |
2,337.85 |
-41.39 |
-1.7% |
2,379.24 |
| Range |
27.25 |
42.52 |
15.27 |
56.0% |
43.70 |
| ATR |
28.83 |
30.08 |
1.26 |
4.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,476.24 |
2,449.57 |
2,361.24 |
|
| R3 |
2,433.72 |
2,407.05 |
2,349.54 |
|
| R2 |
2,391.20 |
2,391.20 |
2,345.65 |
|
| R1 |
2,364.53 |
2,364.53 |
2,341.75 |
2,356.61 |
| PP |
2,348.68 |
2,348.68 |
2,348.68 |
2,344.72 |
| S1 |
2,322.01 |
2,322.01 |
2,333.95 |
2,314.09 |
| S2 |
2,306.16 |
2,306.16 |
2,330.05 |
|
| S3 |
2,263.64 |
2,279.49 |
2,326.16 |
|
| S4 |
2,221.12 |
2,236.97 |
2,314.46 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,520.21 |
2,493.42 |
2,403.28 |
|
| R3 |
2,476.51 |
2,449.72 |
2,391.26 |
|
| R2 |
2,432.81 |
2,432.81 |
2,387.25 |
|
| R1 |
2,406.02 |
2,406.02 |
2,383.25 |
2,397.57 |
| PP |
2,389.11 |
2,389.11 |
2,389.11 |
2,384.88 |
| S1 |
2,362.32 |
2,362.32 |
2,375.23 |
2,353.87 |
| S2 |
2,345.41 |
2,345.41 |
2,371.23 |
|
| S3 |
2,301.71 |
2,318.62 |
2,367.22 |
|
| S4 |
2,258.01 |
2,274.92 |
2,355.21 |
|
|
| 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 |
2,332.84 |
83.05 |
3.6% |
33.25 |
1.4% |
6% |
False |
True |
|
| 10 |
2,415.89 |
2,332.84 |
83.05 |
3.6% |
31.73 |
1.4% |
6% |
False |
True |
|
| 20 |
2,417.83 |
2,254.87 |
162.96 |
7.0% |
25.23 |
1.1% |
51% |
False |
False |
|
| 40 |
2,417.83 |
2,234.94 |
182.89 |
7.8% |
25.16 |
1.1% |
56% |
False |
False |
|
| 60 |
2,417.83 |
2,188.92 |
228.91 |
9.8% |
28.55 |
1.2% |
65% |
False |
False |
|
| 80 |
2,417.83 |
2,188.92 |
228.91 |
9.8% |
27.45 |
1.2% |
65% |
False |
False |
|
| 100 |
2,417.83 |
2,188.92 |
228.91 |
9.8% |
25.92 |
1.1% |
65% |
False |
False |
|
| 120 |
2,417.83 |
2,105.61 |
312.22 |
13.4% |
25.00 |
1.1% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,556.07 |
|
2.618 |
2,486.68 |
|
1.618 |
2,444.16 |
|
1.000 |
2,417.88 |
|
0.618 |
2,401.64 |
|
HIGH |
2,375.36 |
|
0.618 |
2,359.12 |
|
0.500 |
2,354.10 |
|
0.382 |
2,349.08 |
|
LOW |
2,332.84 |
|
0.618 |
2,306.56 |
|
1.000 |
2,290.32 |
|
1.618 |
2,264.04 |
|
2.618 |
2,221.52 |
|
4.250 |
2,152.13 |
|
|