| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,340.69 |
2,369.06 |
28.37 |
1.2% |
2,384.20 |
| High |
2,366.39 |
2,374.22 |
7.83 |
0.3% |
2,415.89 |
| Low |
2,337.48 |
2,355.39 |
17.91 |
0.8% |
2,372.19 |
| Close |
2,362.95 |
2,369.67 |
6.72 |
0.3% |
2,379.24 |
| Range |
28.91 |
18.83 |
-10.08 |
-34.9% |
43.70 |
| ATR |
29.56 |
28.79 |
-0.77 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,422.92 |
2,415.12 |
2,380.03 |
|
| R3 |
2,404.09 |
2,396.29 |
2,374.85 |
|
| R2 |
2,385.26 |
2,385.26 |
2,373.12 |
|
| R1 |
2,377.46 |
2,377.46 |
2,371.40 |
2,381.36 |
| PP |
2,366.43 |
2,366.43 |
2,366.43 |
2,368.38 |
| S1 |
2,358.63 |
2,358.63 |
2,367.94 |
2,362.53 |
| S2 |
2,347.60 |
2,347.60 |
2,366.22 |
|
| S3 |
2,328.77 |
2,339.80 |
2,364.49 |
|
| S4 |
2,309.94 |
2,320.97 |
2,359.31 |
|
|
| 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 |
2,406.01 |
2,320.33 |
85.68 |
3.6% |
28.18 |
1.2% |
58% |
False |
False |
|
| 10 |
2,415.89 |
2,320.33 |
95.56 |
4.0% |
29.56 |
1.2% |
52% |
False |
False |
|
| 20 |
2,417.83 |
2,320.33 |
97.50 |
4.1% |
25.04 |
1.1% |
51% |
False |
False |
|
| 40 |
2,417.83 |
2,254.87 |
162.96 |
6.9% |
24.98 |
1.1% |
70% |
False |
False |
|
| 60 |
2,417.83 |
2,188.92 |
228.91 |
9.7% |
27.90 |
1.2% |
79% |
False |
False |
|
| 80 |
2,417.83 |
2,188.92 |
228.91 |
9.7% |
27.26 |
1.2% |
79% |
False |
False |
|
| 100 |
2,417.83 |
2,188.92 |
228.91 |
9.7% |
26.21 |
1.1% |
79% |
False |
False |
|
| 120 |
2,417.83 |
2,110.24 |
307.59 |
13.0% |
24.99 |
1.1% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,454.25 |
|
2.618 |
2,423.52 |
|
1.618 |
2,404.69 |
|
1.000 |
2,393.05 |
|
0.618 |
2,385.86 |
|
HIGH |
2,374.22 |
|
0.618 |
2,367.03 |
|
0.500 |
2,364.81 |
|
0.382 |
2,362.58 |
|
LOW |
2,355.39 |
|
0.618 |
2,343.75 |
|
1.000 |
2,336.56 |
|
1.618 |
2,324.92 |
|
2.618 |
2,306.09 |
|
4.250 |
2,275.36 |
|
|