| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,956.50 |
1,886.50 |
-70.00 |
-3.6% |
2,005.25 |
| High |
1,961.00 |
1,906.25 |
-54.75 |
-2.8% |
2,035.50 |
| Low |
1,730.75 |
1,805.00 |
74.25 |
4.3% |
1,730.75 |
| Close |
1,884.50 |
1,847.00 |
-37.50 |
-2.0% |
1,847.00 |
| Range |
230.25 |
101.25 |
-129.00 |
-56.0% |
304.75 |
| ATR |
45.55 |
49.53 |
3.98 |
8.7% |
0.00 |
| Volume |
365 |
612 |
247 |
67.7% |
1,277 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.50 |
2,103.00 |
1,902.75 |
|
| R3 |
2,055.25 |
2,001.75 |
1,874.75 |
|
| R2 |
1,954.00 |
1,954.00 |
1,865.50 |
|
| R1 |
1,900.50 |
1,900.50 |
1,856.25 |
1,876.50 |
| PP |
1,852.75 |
1,852.75 |
1,852.75 |
1,840.75 |
| S1 |
1,799.25 |
1,799.25 |
1,837.75 |
1,775.50 |
| S2 |
1,751.50 |
1,751.50 |
1,828.50 |
|
| S3 |
1,650.25 |
1,698.00 |
1,819.25 |
|
| S4 |
1,549.00 |
1,596.75 |
1,791.25 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,785.25 |
2,621.00 |
2,014.50 |
|
| R3 |
2,480.50 |
2,316.25 |
1,930.75 |
|
| R2 |
2,175.75 |
2,175.75 |
1,902.75 |
|
| R1 |
2,011.50 |
2,011.50 |
1,875.00 |
1,941.25 |
| PP |
1,871.00 |
1,871.00 |
1,871.00 |
1,836.00 |
| S1 |
1,706.75 |
1,706.75 |
1,819.00 |
1,636.50 |
| S2 |
1,566.25 |
1,566.25 |
1,791.25 |
|
| S3 |
1,261.50 |
1,402.00 |
1,763.25 |
|
| S4 |
956.75 |
1,097.25 |
1,679.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,035.50 |
1,730.75 |
304.75 |
16.5% |
96.00 |
5.2% |
38% |
False |
False |
255 |
| 10 |
2,056.00 |
1,730.75 |
325.25 |
17.6% |
66.25 |
3.6% |
36% |
False |
False |
213 |
| 20 |
2,056.00 |
1,730.75 |
325.25 |
17.6% |
45.25 |
2.4% |
36% |
False |
False |
241 |
| 40 |
2,056.00 |
1,730.75 |
325.25 |
17.6% |
31.75 |
1.7% |
36% |
False |
False |
143 |
| 60 |
2,056.00 |
1,730.75 |
325.25 |
17.6% |
21.50 |
1.2% |
36% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,336.50 |
|
2.618 |
2,171.25 |
|
1.618 |
2,070.00 |
|
1.000 |
2,007.50 |
|
0.618 |
1,968.75 |
|
HIGH |
1,906.25 |
|
0.618 |
1,867.50 |
|
0.500 |
1,855.50 |
|
0.382 |
1,843.75 |
|
LOW |
1,805.00 |
|
0.618 |
1,742.50 |
|
1.000 |
1,703.75 |
|
1.618 |
1,641.25 |
|
2.618 |
1,540.00 |
|
4.250 |
1,374.75 |
|
|