| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,318.15 |
2,321.59 |
3.44 |
0.1% |
2,368.47 |
| High |
2,325.86 |
2,322.62 |
-3.24 |
-0.1% |
2,375.36 |
| Low |
2,306.43 |
2,302.36 |
-4.07 |
-0.2% |
2,320.33 |
| Close |
2,316.78 |
2,303.55 |
-13.23 |
-0.6% |
2,351.43 |
| Range |
19.43 |
20.26 |
0.83 |
4.3% |
55.03 |
| ATR |
29.43 |
28.77 |
-0.65 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,370.29 |
2,357.18 |
2,314.69 |
|
| R3 |
2,350.03 |
2,336.92 |
2,309.12 |
|
| R2 |
2,329.77 |
2,329.77 |
2,307.26 |
|
| R1 |
2,316.66 |
2,316.66 |
2,305.41 |
2,313.09 |
| PP |
2,309.51 |
2,309.51 |
2,309.51 |
2,307.72 |
| S1 |
2,296.40 |
2,296.40 |
2,301.69 |
2,292.83 |
| S2 |
2,289.25 |
2,289.25 |
2,299.84 |
|
| S3 |
2,268.99 |
2,276.14 |
2,297.98 |
|
| S4 |
2,248.73 |
2,255.88 |
2,292.41 |
|
|
| 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 |
2,302.36 |
71.86 |
3.1% |
21.54 |
0.9% |
2% |
False |
True |
|
| 10 |
2,415.89 |
2,302.36 |
113.53 |
4.9% |
27.76 |
1.2% |
1% |
False |
True |
|
| 20 |
2,417.83 |
2,302.36 |
115.47 |
5.0% |
25.98 |
1.1% |
1% |
False |
True |
|
| 40 |
2,417.83 |
2,254.87 |
162.96 |
7.1% |
24.46 |
1.1% |
30% |
False |
False |
|
| 60 |
2,417.83 |
2,188.92 |
228.91 |
9.9% |
27.49 |
1.2% |
50% |
False |
False |
|
| 80 |
2,417.83 |
2,188.92 |
228.91 |
9.9% |
26.67 |
1.2% |
50% |
False |
False |
|
| 100 |
2,417.83 |
2,188.92 |
228.91 |
9.9% |
26.52 |
1.2% |
50% |
False |
False |
|
| 120 |
2,417.83 |
2,164.53 |
253.30 |
11.0% |
24.86 |
1.1% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,408.73 |
|
2.618 |
2,375.66 |
|
1.618 |
2,355.40 |
|
1.000 |
2,342.88 |
|
0.618 |
2,335.14 |
|
HIGH |
2,322.62 |
|
0.618 |
2,314.88 |
|
0.500 |
2,312.49 |
|
0.382 |
2,310.10 |
|
LOW |
2,302.36 |
|
0.618 |
2,289.84 |
|
1.000 |
2,282.10 |
|
1.618 |
2,269.58 |
|
2.618 |
2,249.32 |
|
4.250 |
2,216.26 |
|
|