| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,368.47 |
2,325.86 |
-42.61 |
-1.8% |
2,384.20 |
| High |
2,375.36 |
2,343.73 |
-31.63 |
-1.3% |
2,415.89 |
| Low |
2,332.84 |
2,320.33 |
-12.51 |
-0.5% |
2,372.19 |
| Close |
2,337.85 |
2,343.51 |
5.66 |
0.2% |
2,379.24 |
| Range |
42.52 |
23.40 |
-19.12 |
-45.0% |
43.70 |
| ATR |
30.08 |
29.61 |
-0.48 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,406.06 |
2,398.18 |
2,356.38 |
|
| R3 |
2,382.66 |
2,374.78 |
2,349.95 |
|
| R2 |
2,359.26 |
2,359.26 |
2,347.80 |
|
| R1 |
2,351.38 |
2,351.38 |
2,345.66 |
2,355.32 |
| PP |
2,335.86 |
2,335.86 |
2,335.86 |
2,337.83 |
| S1 |
2,327.98 |
2,327.98 |
2,341.37 |
2,331.92 |
| S2 |
2,312.46 |
2,312.46 |
2,339.22 |
|
| S3 |
2,289.06 |
2,304.58 |
2,337.08 |
|
| S4 |
2,265.66 |
2,281.18 |
2,330.64 |
|
|
| 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 |
2,320.33 |
95.56 |
4.1% |
33.98 |
1.4% |
24% |
False |
True |
|
| 10 |
2,415.89 |
2,320.33 |
95.56 |
4.1% |
31.39 |
1.3% |
24% |
False |
True |
|
| 20 |
2,417.83 |
2,286.59 |
131.24 |
5.6% |
24.49 |
1.0% |
43% |
False |
False |
|
| 40 |
2,417.83 |
2,234.94 |
182.89 |
7.8% |
25.15 |
1.1% |
59% |
False |
False |
|
| 60 |
2,417.83 |
2,188.92 |
228.91 |
9.8% |
28.64 |
1.2% |
68% |
False |
False |
|
| 80 |
2,417.83 |
2,188.92 |
228.91 |
9.8% |
27.31 |
1.2% |
68% |
False |
False |
|
| 100 |
2,417.83 |
2,188.92 |
228.91 |
9.8% |
26.09 |
1.1% |
68% |
False |
False |
|
| 120 |
2,417.83 |
2,110.24 |
307.59 |
13.1% |
24.96 |
1.1% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,443.18 |
|
2.618 |
2,404.99 |
|
1.618 |
2,381.59 |
|
1.000 |
2,367.13 |
|
0.618 |
2,358.19 |
|
HIGH |
2,343.73 |
|
0.618 |
2,334.79 |
|
0.500 |
2,332.03 |
|
0.382 |
2,329.27 |
|
LOW |
2,320.33 |
|
0.618 |
2,305.87 |
|
1.000 |
2,296.93 |
|
1.618 |
2,282.47 |
|
2.618 |
2,259.07 |
|
4.250 |
2,220.88 |
|
|