Day Change Summary |
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Previous |
Current |
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17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
Open |
2,325.86 |
2,340.69 |
14.83 |
0.6% |
2,384.20 |
High |
2,343.73 |
2,366.39 |
22.66 |
1.0% |
2,415.89 |
Low |
2,320.33 |
2,337.48 |
17.15 |
0.7% |
2,372.19 |
Close |
2,343.51 |
2,362.95 |
19.44 |
0.8% |
2,379.24 |
Range |
23.40 |
28.91 |
5.51 |
23.5% |
43.70 |
ATR |
29.61 |
29.56 |
-0.05 |
-0.2% |
0.00 |
Volume |
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Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,442.34 |
2,431.55 |
2,378.85 |
|
R3 |
2,413.43 |
2,402.64 |
2,370.90 |
|
R2 |
2,384.52 |
2,384.52 |
2,368.25 |
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R1 |
2,373.73 |
2,373.73 |
2,365.60 |
2,379.13 |
PP |
2,355.61 |
2,355.61 |
2,355.61 |
2,358.30 |
S1 |
2,344.82 |
2,344.82 |
2,360.30 |
2,350.22 |
S2 |
2,326.70 |
2,326.70 |
2,357.65 |
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S3 |
2,297.79 |
2,315.91 |
2,355.00 |
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S4 |
2,268.88 |
2,287.00 |
2,347.05 |
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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 |
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S3 |
2,301.71 |
2,318.62 |
2,367.22 |
|
S4 |
2,258.01 |
2,274.92 |
2,355.21 |
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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 |
2,410.45 |
2,320.33 |
90.12 |
3.8% |
32.07 |
1.4% |
47% |
False |
False |
|
10 |
2,415.89 |
2,320.33 |
95.56 |
4.0% |
31.21 |
1.3% |
45% |
False |
False |
|
20 |
2,417.83 |
2,320.33 |
97.50 |
4.1% |
24.92 |
1.1% |
44% |
False |
False |
|
40 |
2,417.83 |
2,234.94 |
182.89 |
7.7% |
25.55 |
1.1% |
70% |
False |
False |
|
60 |
2,417.83 |
2,188.92 |
228.91 |
9.7% |
28.32 |
1.2% |
76% |
False |
False |
|
80 |
2,417.83 |
2,188.92 |
228.91 |
9.7% |
27.28 |
1.2% |
76% |
False |
False |
|
100 |
2,417.83 |
2,188.92 |
228.91 |
9.7% |
26.28 |
1.1% |
76% |
False |
False |
|
120 |
2,417.83 |
2,110.24 |
307.59 |
13.0% |
24.98 |
1.1% |
82% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,489.26 |
2.618 |
2,442.08 |
1.618 |
2,413.17 |
1.000 |
2,395.30 |
0.618 |
2,384.26 |
HIGH |
2,366.39 |
0.618 |
2,355.35 |
0.500 |
2,351.94 |
0.382 |
2,348.52 |
LOW |
2,337.48 |
0.618 |
2,319.61 |
1.000 |
2,308.57 |
1.618 |
2,290.70 |
2.618 |
2,261.79 |
4.250 |
2,214.61 |
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