| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,321.59 |
2,299.49 |
-22.10 |
-1.0% |
2,368.47 |
| High |
2,322.62 |
2,321.51 |
-1.11 |
0.0% |
2,375.36 |
| Low |
2,302.36 |
2,298.72 |
-3.64 |
-0.2% |
2,320.33 |
| Close |
2,303.55 |
2,310.95 |
7.40 |
0.3% |
2,351.43 |
| Range |
20.26 |
22.79 |
2.53 |
12.5% |
55.03 |
| ATR |
28.77 |
28.35 |
-0.43 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,378.76 |
2,367.65 |
2,323.48 |
|
| R3 |
2,355.97 |
2,344.86 |
2,317.22 |
|
| R2 |
2,333.18 |
2,333.18 |
2,315.13 |
|
| R1 |
2,322.07 |
2,322.07 |
2,313.04 |
2,327.63 |
| PP |
2,310.39 |
2,310.39 |
2,310.39 |
2,313.17 |
| S1 |
2,299.28 |
2,299.28 |
2,308.86 |
2,304.84 |
| S2 |
2,287.60 |
2,287.60 |
2,306.77 |
|
| S3 |
2,264.81 |
2,276.49 |
2,304.68 |
|
| S4 |
2,242.02 |
2,253.70 |
2,298.42 |
|
|
| 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 |
2,298.72 |
75.50 |
3.3% |
20.31 |
0.9% |
16% |
False |
True |
|
| 10 |
2,410.45 |
2,298.72 |
111.73 |
4.8% |
26.19 |
1.1% |
11% |
False |
True |
|
| 20 |
2,417.83 |
2,298.72 |
119.11 |
5.2% |
25.85 |
1.1% |
10% |
False |
True |
|
| 40 |
2,417.83 |
2,254.87 |
162.96 |
7.1% |
24.19 |
1.0% |
34% |
False |
False |
|
| 60 |
2,417.83 |
2,188.92 |
228.91 |
9.9% |
27.01 |
1.2% |
53% |
False |
False |
|
| 80 |
2,417.83 |
2,188.92 |
228.91 |
9.9% |
26.59 |
1.2% |
53% |
False |
False |
|
| 100 |
2,417.83 |
2,188.92 |
228.91 |
9.9% |
26.59 |
1.2% |
53% |
False |
False |
|
| 120 |
2,417.83 |
2,176.28 |
241.55 |
10.5% |
24.85 |
1.1% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,418.37 |
|
2.618 |
2,381.17 |
|
1.618 |
2,358.38 |
|
1.000 |
2,344.30 |
|
0.618 |
2,335.59 |
|
HIGH |
2,321.51 |
|
0.618 |
2,312.80 |
|
0.500 |
2,310.12 |
|
0.382 |
2,307.43 |
|
LOW |
2,298.72 |
|
0.618 |
2,284.64 |
|
1.000 |
2,275.93 |
|
1.618 |
2,261.85 |
|
2.618 |
2,239.06 |
|
4.250 |
2,201.86 |
|
|