| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,306.44 |
2,328.64 |
22.20 |
1.0% |
2,318.15 |
| High |
2,332.02 |
2,339.10 |
7.08 |
0.3% |
2,339.10 |
| Low |
2,306.11 |
2,327.32 |
21.21 |
0.9% |
2,298.72 |
| Close |
2,325.93 |
2,336.09 |
10.16 |
0.4% |
2,336.09 |
| Range |
25.91 |
11.78 |
-14.13 |
-54.5% |
40.38 |
| ATR |
28.17 |
27.10 |
-1.07 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,369.51 |
2,364.58 |
2,342.57 |
|
| R3 |
2,357.73 |
2,352.80 |
2,339.33 |
|
| R2 |
2,345.95 |
2,345.95 |
2,338.25 |
|
| R1 |
2,341.02 |
2,341.02 |
2,337.17 |
2,343.49 |
| PP |
2,334.17 |
2,334.17 |
2,334.17 |
2,335.40 |
| S1 |
2,329.24 |
2,329.24 |
2,335.01 |
2,331.71 |
| S2 |
2,322.39 |
2,322.39 |
2,333.93 |
|
| S3 |
2,310.61 |
2,317.46 |
2,332.85 |
|
| S4 |
2,298.83 |
2,305.68 |
2,329.61 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,445.78 |
2,431.31 |
2,358.30 |
|
| R3 |
2,405.40 |
2,390.93 |
2,347.19 |
|
| R2 |
2,365.02 |
2,365.02 |
2,343.49 |
|
| R1 |
2,350.55 |
2,350.55 |
2,339.79 |
2,357.79 |
| PP |
2,324.64 |
2,324.64 |
2,324.64 |
2,328.25 |
| S1 |
2,310.17 |
2,310.17 |
2,332.39 |
2,317.41 |
| S2 |
2,284.26 |
2,284.26 |
2,328.69 |
|
| S3 |
2,243.88 |
2,269.79 |
2,324.99 |
|
| S4 |
2,203.50 |
2,229.41 |
2,313.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,339.10 |
2,298.72 |
40.38 |
1.7% |
20.03 |
0.9% |
93% |
True |
False |
|
| 10 |
2,375.36 |
2,298.72 |
76.64 |
3.3% |
23.41 |
1.0% |
49% |
False |
False |
|
| 20 |
2,417.83 |
2,298.72 |
119.11 |
5.1% |
26.46 |
1.1% |
31% |
False |
False |
|
| 40 |
2,417.83 |
2,254.87 |
162.96 |
7.0% |
24.48 |
1.0% |
50% |
False |
False |
|
| 60 |
2,417.83 |
2,188.92 |
228.91 |
9.8% |
26.73 |
1.1% |
64% |
False |
False |
|
| 80 |
2,417.83 |
2,188.92 |
228.91 |
9.8% |
26.49 |
1.1% |
64% |
False |
False |
|
| 100 |
2,417.83 |
2,188.92 |
228.91 |
9.8% |
26.41 |
1.1% |
64% |
False |
False |
|
| 120 |
2,417.83 |
2,182.99 |
234.84 |
10.1% |
24.94 |
1.1% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,389.17 |
|
2.618 |
2,369.94 |
|
1.618 |
2,358.16 |
|
1.000 |
2,350.88 |
|
0.618 |
2,346.38 |
|
HIGH |
2,339.10 |
|
0.618 |
2,334.60 |
|
0.500 |
2,333.21 |
|
0.382 |
2,331.82 |
|
LOW |
2,327.32 |
|
0.618 |
2,320.04 |
|
1.000 |
2,315.54 |
|
1.618 |
2,308.26 |
|
2.618 |
2,296.48 |
|
4.250 |
2,277.26 |
|
|