Day Change Summary |
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Previous |
Current |
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19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
Open |
2,369.06 |
2,365.49 |
-3.57 |
-0.2% |
2,368.47 |
High |
2,374.22 |
2,368.99 |
-5.23 |
-0.2% |
2,375.36 |
Low |
2,355.39 |
2,348.73 |
-6.66 |
-0.3% |
2,320.33 |
Close |
2,369.67 |
2,351.43 |
-18.24 |
-0.8% |
2,351.43 |
Range |
18.83 |
20.26 |
1.43 |
7.6% |
55.03 |
ATR |
28.79 |
28.23 |
-0.56 |
-1.9% |
0.00 |
Volume |
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Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,417.16 |
2,404.56 |
2,362.57 |
|
R3 |
2,396.90 |
2,384.30 |
2,357.00 |
|
R2 |
2,376.64 |
2,376.64 |
2,355.14 |
|
R1 |
2,364.04 |
2,364.04 |
2,353.29 |
2,360.21 |
PP |
2,356.38 |
2,356.38 |
2,356.38 |
2,354.47 |
S1 |
2,343.78 |
2,343.78 |
2,349.57 |
2,339.95 |
S2 |
2,336.12 |
2,336.12 |
2,347.72 |
|
S3 |
2,315.86 |
2,323.52 |
2,345.86 |
|
S4 |
2,295.60 |
2,303.26 |
2,340.29 |
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Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,514.13 |
2,487.81 |
2,381.70 |
|
R3 |
2,459.10 |
2,432.78 |
2,366.56 |
|
R2 |
2,404.07 |
2,404.07 |
2,361.52 |
|
R1 |
2,377.75 |
2,377.75 |
2,356.47 |
2,363.40 |
PP |
2,349.04 |
2,349.04 |
2,349.04 |
2,341.86 |
S1 |
2,322.72 |
2,322.72 |
2,346.39 |
2,308.37 |
S2 |
2,294.01 |
2,294.01 |
2,341.34 |
|
S3 |
2,238.98 |
2,267.69 |
2,336.30 |
|
S4 |
2,183.95 |
2,212.66 |
2,321.16 |
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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 |
2,375.36 |
2,320.33 |
55.03 |
2.3% |
26.78 |
1.1% |
57% |
False |
False |
|
10 |
2,415.89 |
2,320.33 |
95.56 |
4.1% |
28.04 |
1.2% |
33% |
False |
False |
|
20 |
2,417.83 |
2,320.33 |
97.50 |
4.1% |
25.51 |
1.1% |
32% |
False |
False |
|
40 |
2,417.83 |
2,254.87 |
162.96 |
6.9% |
24.49 |
1.0% |
59% |
False |
False |
|
60 |
2,417.83 |
2,188.92 |
228.91 |
9.7% |
27.64 |
1.2% |
71% |
False |
False |
|
80 |
2,417.83 |
2,188.92 |
228.91 |
9.7% |
27.25 |
1.2% |
71% |
False |
False |
|
100 |
2,417.83 |
2,188.92 |
228.91 |
9.7% |
26.28 |
1.1% |
71% |
False |
False |
|
120 |
2,417.83 |
2,110.24 |
307.59 |
13.1% |
24.89 |
1.1% |
78% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,455.10 |
2.618 |
2,422.03 |
1.618 |
2,401.77 |
1.000 |
2,389.25 |
0.618 |
2,381.51 |
HIGH |
2,368.99 |
0.618 |
2,361.25 |
0.500 |
2,358.86 |
0.382 |
2,356.47 |
LOW |
2,348.73 |
0.618 |
2,336.21 |
1.000 |
2,328.47 |
1.618 |
2,315.95 |
2.618 |
2,295.69 |
4.250 |
2,262.63 |
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