| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,940.00 |
1,927.00 |
-13.00 |
-0.7% |
2,005.25 |
| High |
1,963.75 |
1,974.00 |
10.25 |
0.5% |
2,035.50 |
| Low |
1,914.75 |
1,916.25 |
1.50 |
0.1% |
1,730.75 |
| Close |
1,933.50 |
1,971.00 |
37.50 |
1.9% |
1,847.00 |
| Range |
49.00 |
57.75 |
8.75 |
17.9% |
304.75 |
| ATR |
52.34 |
52.73 |
0.39 |
0.7% |
0.00 |
| Volume |
272 |
289 |
17 |
6.3% |
1,277 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,127.00 |
2,106.75 |
2,002.75 |
|
| R3 |
2,069.25 |
2,049.00 |
1,987.00 |
|
| R2 |
2,011.50 |
2,011.50 |
1,981.50 |
|
| R1 |
1,991.25 |
1,991.25 |
1,976.25 |
2,001.50 |
| PP |
1,953.75 |
1,953.75 |
1,953.75 |
1,958.75 |
| S1 |
1,933.50 |
1,933.50 |
1,965.75 |
1,943.50 |
| S2 |
1,896.00 |
1,896.00 |
1,960.50 |
|
| S3 |
1,838.25 |
1,875.75 |
1,955.00 |
|
| S4 |
1,780.50 |
1,818.00 |
1,939.25 |
|
|
| 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 |
1,974.00 |
1,730.75 |
243.25 |
12.3% |
105.00 |
5.3% |
99% |
True |
False |
395 |
| 10 |
2,044.50 |
1,730.75 |
313.75 |
15.9% |
76.00 |
3.9% |
77% |
False |
False |
251 |
| 20 |
2,056.00 |
1,730.75 |
325.25 |
16.5% |
52.25 |
2.7% |
74% |
False |
False |
279 |
| 40 |
2,056.00 |
1,730.75 |
325.25 |
16.5% |
36.25 |
1.8% |
74% |
False |
False |
168 |
| 60 |
2,056.00 |
1,730.75 |
325.25 |
16.5% |
24.75 |
1.3% |
74% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,219.50 |
|
2.618 |
2,125.25 |
|
1.618 |
2,067.50 |
|
1.000 |
2,031.75 |
|
0.618 |
2,009.75 |
|
HIGH |
1,974.00 |
|
0.618 |
1,952.00 |
|
0.500 |
1,945.00 |
|
0.382 |
1,938.25 |
|
LOW |
1,916.25 |
|
0.618 |
1,880.50 |
|
1.000 |
1,858.50 |
|
1.618 |
1,822.75 |
|
2.618 |
1,765.00 |
|
4.250 |
1,670.75 |
|
|