Day Change Summary |
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Previous |
Current |
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27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
Open |
2,328.64 |
2,359.05 |
30.41 |
1.3% |
2,318.15 |
High |
2,339.10 |
2,372.54 |
33.44 |
1.4% |
2,339.10 |
Low |
2,327.32 |
2,347.23 |
19.91 |
0.9% |
2,298.72 |
Close |
2,336.09 |
2,372.54 |
36.45 |
1.6% |
2,336.09 |
Range |
11.78 |
25.31 |
13.53 |
114.9% |
40.38 |
ATR |
27.10 |
27.77 |
0.67 |
2.5% |
0.00 |
Volume |
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Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,440.03 |
2,431.60 |
2,386.46 |
|
R3 |
2,414.72 |
2,406.29 |
2,379.50 |
|
R2 |
2,389.41 |
2,389.41 |
2,377.18 |
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R1 |
2,380.98 |
2,380.98 |
2,374.86 |
2,385.20 |
PP |
2,364.10 |
2,364.10 |
2,364.10 |
2,366.21 |
S1 |
2,355.67 |
2,355.67 |
2,370.22 |
2,359.89 |
S2 |
2,338.79 |
2,338.79 |
2,367.90 |
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S3 |
2,313.48 |
2,330.36 |
2,365.58 |
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S4 |
2,288.17 |
2,305.05 |
2,358.62 |
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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 |
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S3 |
2,243.88 |
2,269.79 |
2,324.99 |
|
S4 |
2,203.50 |
2,229.41 |
2,313.88 |
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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 |
2,372.54 |
2,298.72 |
73.82 |
3.1% |
21.21 |
0.9% |
100% |
True |
False |
|
10 |
2,374.22 |
2,298.72 |
75.50 |
3.2% |
21.69 |
0.9% |
98% |
False |
False |
|
20 |
2,415.89 |
2,298.72 |
117.17 |
4.9% |
26.71 |
1.1% |
63% |
False |
False |
|
40 |
2,417.83 |
2,254.87 |
162.96 |
6.9% |
24.50 |
1.0% |
72% |
False |
False |
|
60 |
2,417.83 |
2,188.92 |
228.91 |
9.6% |
26.71 |
1.1% |
80% |
False |
False |
|
80 |
2,417.83 |
2,188.92 |
228.91 |
9.6% |
26.44 |
1.1% |
80% |
False |
False |
|
100 |
2,417.83 |
2,188.92 |
228.91 |
9.6% |
26.39 |
1.1% |
80% |
False |
False |
|
120 |
2,417.83 |
2,182.99 |
234.84 |
9.9% |
24.93 |
1.1% |
81% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,480.11 |
2.618 |
2,438.80 |
1.618 |
2,413.49 |
1.000 |
2,397.85 |
0.618 |
2,388.18 |
HIGH |
2,372.54 |
0.618 |
2,362.87 |
0.500 |
2,359.89 |
0.382 |
2,356.90 |
LOW |
2,347.23 |
0.618 |
2,331.59 |
1.000 |
2,321.92 |
1.618 |
2,306.28 |
2.618 |
2,280.97 |
4.250 |
2,239.66 |
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