| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,365.49 |
2,318.15 |
-47.34 |
-2.0% |
2,368.47 |
| High |
2,368.99 |
2,325.86 |
-43.13 |
-1.8% |
2,375.36 |
| Low |
2,348.73 |
2,306.43 |
-42.30 |
-1.8% |
2,320.33 |
| Close |
2,351.43 |
2,316.78 |
-34.65 |
-1.5% |
2,351.43 |
| Range |
20.26 |
19.43 |
-0.83 |
-4.1% |
55.03 |
| ATR |
28.23 |
29.43 |
1.20 |
4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,374.65 |
2,365.14 |
2,327.47 |
|
| R3 |
2,355.22 |
2,345.71 |
2,322.12 |
|
| R2 |
2,335.79 |
2,335.79 |
2,320.34 |
|
| R1 |
2,326.28 |
2,326.28 |
2,318.56 |
2,321.32 |
| PP |
2,316.36 |
2,316.36 |
2,316.36 |
2,313.88 |
| S1 |
2,306.85 |
2,306.85 |
2,315.00 |
2,301.89 |
| S2 |
2,296.93 |
2,296.93 |
2,313.22 |
|
| S3 |
2,277.50 |
2,287.42 |
2,311.44 |
|
| S4 |
2,258.07 |
2,267.99 |
2,306.09 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,374.22 |
2,306.43 |
67.79 |
2.9% |
22.17 |
1.0% |
15% |
False |
True |
|
| 10 |
2,415.89 |
2,306.43 |
109.46 |
4.7% |
27.71 |
1.2% |
9% |
False |
True |
|
| 20 |
2,417.83 |
2,306.43 |
111.40 |
4.8% |
25.98 |
1.1% |
9% |
False |
True |
|
| 40 |
2,417.83 |
2,254.87 |
162.96 |
7.0% |
24.53 |
1.1% |
38% |
False |
False |
|
| 60 |
2,417.83 |
2,188.92 |
228.91 |
9.9% |
27.56 |
1.2% |
56% |
False |
False |
|
| 80 |
2,417.83 |
2,188.92 |
228.91 |
9.9% |
27.28 |
1.2% |
56% |
False |
False |
|
| 100 |
2,417.83 |
2,188.92 |
228.91 |
9.9% |
26.41 |
1.1% |
56% |
False |
False |
|
| 120 |
2,417.83 |
2,150.63 |
267.20 |
11.5% |
24.88 |
1.1% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,408.44 |
|
2.618 |
2,376.73 |
|
1.618 |
2,357.30 |
|
1.000 |
2,345.29 |
|
0.618 |
2,337.87 |
|
HIGH |
2,325.86 |
|
0.618 |
2,318.44 |
|
0.500 |
2,316.15 |
|
0.382 |
2,313.85 |
|
LOW |
2,306.43 |
|
0.618 |
2,294.42 |
|
1.000 |
2,287.00 |
|
1.618 |
2,274.99 |
|
2.618 |
2,255.56 |
|
4.250 |
2,223.85 |
|
|