| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,940.50 |
1,917.25 |
-23.25 |
-1.2% |
1,852.25 |
| High |
1,948.50 |
1,917.25 |
-31.25 |
-1.6% |
1,980.00 |
| Low |
1,881.75 |
1,869.75 |
-12.00 |
-0.6% |
1,852.25 |
| Close |
1,908.25 |
1,912.25 |
4.00 |
0.2% |
1,908.25 |
| Range |
66.75 |
47.50 |
-19.25 |
-28.8% |
127.75 |
| ATR |
53.05 |
52.65 |
-0.40 |
-0.7% |
0.00 |
| Volume |
145 |
177 |
32 |
22.1% |
1,365 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,042.25 |
2,024.75 |
1,938.50 |
|
| R3 |
1,994.75 |
1,977.25 |
1,925.25 |
|
| R2 |
1,947.25 |
1,947.25 |
1,921.00 |
|
| R1 |
1,929.75 |
1,929.75 |
1,916.50 |
1,914.75 |
| PP |
1,899.75 |
1,899.75 |
1,899.75 |
1,892.25 |
| S1 |
1,882.25 |
1,882.25 |
1,908.00 |
1,867.25 |
| S2 |
1,852.25 |
1,852.25 |
1,903.50 |
|
| S3 |
1,804.75 |
1,834.75 |
1,899.25 |
|
| S4 |
1,757.25 |
1,787.25 |
1,886.00 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,296.75 |
2,230.25 |
1,978.50 |
|
| R3 |
2,169.00 |
2,102.50 |
1,943.50 |
|
| R2 |
2,041.25 |
2,041.25 |
1,931.75 |
|
| R1 |
1,974.75 |
1,974.75 |
1,920.00 |
2,008.00 |
| PP |
1,913.50 |
1,913.50 |
1,913.50 |
1,930.00 |
| S1 |
1,847.00 |
1,847.00 |
1,896.50 |
1,880.25 |
| S2 |
1,785.75 |
1,785.75 |
1,884.75 |
|
| S3 |
1,658.00 |
1,719.25 |
1,873.00 |
|
| S4 |
1,530.25 |
1,591.50 |
1,838.00 |
|
|
| 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 |
1,869.75 |
110.25 |
5.8% |
52.75 |
2.8% |
39% |
False |
True |
220 |
| 10 |
2,026.00 |
1,730.75 |
295.25 |
15.4% |
79.25 |
4.1% |
61% |
False |
False |
271 |
| 20 |
2,056.00 |
1,730.75 |
325.25 |
17.0% |
56.00 |
2.9% |
56% |
False |
False |
279 |
| 40 |
2,056.00 |
1,730.75 |
325.25 |
17.0% |
38.25 |
2.0% |
56% |
False |
False |
181 |
| 60 |
2,056.00 |
1,730.75 |
325.25 |
17.0% |
27.50 |
1.4% |
56% |
False |
False |
123 |
| 80 |
2,056.00 |
1,730.75 |
325.25 |
17.0% |
21.25 |
1.1% |
56% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,119.00 |
|
2.618 |
2,041.50 |
|
1.618 |
1,994.00 |
|
1.000 |
1,964.75 |
|
0.618 |
1,946.50 |
|
HIGH |
1,917.25 |
|
0.618 |
1,899.00 |
|
0.500 |
1,893.50 |
|
0.382 |
1,888.00 |
|
LOW |
1,869.75 |
|
0.618 |
1,840.50 |
|
1.000 |
1,822.25 |
|
1.618 |
1,793.00 |
|
2.618 |
1,745.50 |
|
4.250 |
1,668.00 |
|
|