| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,927.00 |
1,965.25 |
38.25 |
2.0% |
2,005.25 |
| High |
1,974.00 |
1,980.00 |
6.00 |
0.3% |
2,035.50 |
| Low |
1,916.25 |
1,937.50 |
21.25 |
1.1% |
1,730.75 |
| Close |
1,971.00 |
1,945.50 |
-25.50 |
-1.3% |
1,847.00 |
| Range |
57.75 |
42.50 |
-15.25 |
-26.4% |
304.75 |
| ATR |
52.73 |
52.00 |
-0.73 |
-1.4% |
0.00 |
| Volume |
289 |
218 |
-71 |
-24.6% |
1,277 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,081.75 |
2,056.25 |
1,969.00 |
|
| R3 |
2,039.25 |
2,013.75 |
1,957.25 |
|
| R2 |
1,996.75 |
1,996.75 |
1,953.25 |
|
| R1 |
1,971.25 |
1,971.25 |
1,949.50 |
1,962.75 |
| PP |
1,954.25 |
1,954.25 |
1,954.25 |
1,950.00 |
| S1 |
1,928.75 |
1,928.75 |
1,941.50 |
1,920.25 |
| S2 |
1,911.75 |
1,911.75 |
1,937.75 |
|
| S3 |
1,869.25 |
1,886.25 |
1,933.75 |
|
| S4 |
1,826.75 |
1,843.75 |
1,922.00 |
|
|
| 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 |
1,980.00 |
1,805.00 |
175.00 |
9.0% |
67.50 |
3.5% |
80% |
True |
False |
366 |
| 10 |
2,044.50 |
1,730.75 |
313.75 |
16.1% |
76.25 |
3.9% |
68% |
False |
False |
261 |
| 20 |
2,056.00 |
1,730.75 |
325.25 |
16.7% |
53.50 |
2.8% |
66% |
False |
False |
280 |
| 40 |
2,056.00 |
1,730.75 |
325.25 |
16.7% |
36.75 |
1.9% |
66% |
False |
False |
174 |
| 60 |
2,056.00 |
1,730.75 |
325.25 |
16.7% |
25.50 |
1.3% |
66% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,160.50 |
|
2.618 |
2,091.25 |
|
1.618 |
2,048.75 |
|
1.000 |
2,022.50 |
|
0.618 |
2,006.25 |
|
HIGH |
1,980.00 |
|
0.618 |
1,963.75 |
|
0.500 |
1,958.75 |
|
0.382 |
1,953.75 |
|
LOW |
1,937.50 |
|
0.618 |
1,911.25 |
|
1.000 |
1,895.00 |
|
1.618 |
1,868.75 |
|
2.618 |
1,826.25 |
|
4.250 |
1,757.00 |
|
|