| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,852.25 |
1,940.00 |
87.75 |
4.7% |
2,005.25 |
| High |
1,939.50 |
1,963.75 |
24.25 |
1.3% |
2,035.50 |
| Low |
1,852.25 |
1,914.75 |
62.50 |
3.4% |
1,730.75 |
| Close |
1,937.75 |
1,933.50 |
-4.25 |
-0.2% |
1,847.00 |
| Range |
87.25 |
49.00 |
-38.25 |
-43.8% |
304.75 |
| ATR |
52.60 |
52.34 |
-0.26 |
-0.5% |
0.00 |
| Volume |
441 |
272 |
-169 |
-38.3% |
1,277 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,084.25 |
2,058.00 |
1,960.50 |
|
| R3 |
2,035.25 |
2,009.00 |
1,947.00 |
|
| R2 |
1,986.25 |
1,986.25 |
1,942.50 |
|
| R1 |
1,960.00 |
1,960.00 |
1,938.00 |
1,948.50 |
| PP |
1,937.25 |
1,937.25 |
1,937.25 |
1,931.75 |
| S1 |
1,911.00 |
1,911.00 |
1,929.00 |
1,899.50 |
| S2 |
1,888.25 |
1,888.25 |
1,924.50 |
|
| S3 |
1,839.25 |
1,862.00 |
1,920.00 |
|
| S4 |
1,790.25 |
1,813.00 |
1,906.50 |
|
|
| 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 |
1,970.00 |
1,730.75 |
239.25 |
12.4% |
100.75 |
5.2% |
85% |
False |
False |
365 |
| 10 |
2,044.50 |
1,730.75 |
313.75 |
16.2% |
73.25 |
3.8% |
65% |
False |
False |
246 |
| 20 |
2,056.00 |
1,730.75 |
325.25 |
16.8% |
50.50 |
2.6% |
62% |
False |
False |
268 |
| 40 |
2,056.00 |
1,730.75 |
325.25 |
16.8% |
35.00 |
1.8% |
62% |
False |
False |
161 |
| 60 |
2,056.00 |
1,730.75 |
325.25 |
16.8% |
23.75 |
1.2% |
62% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,172.00 |
|
2.618 |
2,092.00 |
|
1.618 |
2,043.00 |
|
1.000 |
2,012.75 |
|
0.618 |
1,994.00 |
|
HIGH |
1,963.75 |
|
0.618 |
1,945.00 |
|
0.500 |
1,939.25 |
|
0.382 |
1,933.50 |
|
LOW |
1,914.75 |
|
0.618 |
1,884.50 |
|
1.000 |
1,865.75 |
|
1.618 |
1,835.50 |
|
2.618 |
1,786.50 |
|
4.250 |
1,706.50 |
|
|