| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,917.25 |
1,914.75 |
-2.50 |
-0.1% |
1,852.25 |
| High |
1,917.25 |
1,930.25 |
13.00 |
0.7% |
1,980.00 |
| Low |
1,869.75 |
1,875.75 |
6.00 |
0.3% |
1,852.25 |
| Close |
1,912.25 |
1,886.75 |
-25.50 |
-1.3% |
1,908.25 |
| Range |
47.50 |
54.50 |
7.00 |
14.7% |
127.75 |
| ATR |
52.65 |
52.79 |
0.13 |
0.3% |
0.00 |
| Volume |
177 |
245 |
68 |
38.4% |
1,365 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,061.00 |
2,028.50 |
1,916.75 |
|
| R3 |
2,006.50 |
1,974.00 |
1,901.75 |
|
| R2 |
1,952.00 |
1,952.00 |
1,896.75 |
|
| R1 |
1,919.50 |
1,919.50 |
1,891.75 |
1,908.50 |
| PP |
1,897.50 |
1,897.50 |
1,897.50 |
1,892.00 |
| S1 |
1,865.00 |
1,865.00 |
1,881.75 |
1,854.00 |
| S2 |
1,843.00 |
1,843.00 |
1,876.75 |
|
| S3 |
1,788.50 |
1,810.50 |
1,871.75 |
|
| S4 |
1,734.00 |
1,756.00 |
1,856.75 |
|
|
| 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% |
53.75 |
2.9% |
15% |
False |
False |
214 |
| 10 |
1,980.00 |
1,730.75 |
249.25 |
13.2% |
77.25 |
4.1% |
63% |
False |
False |
290 |
| 20 |
2,056.00 |
1,730.75 |
325.25 |
17.2% |
57.75 |
3.1% |
48% |
False |
False |
285 |
| 40 |
2,056.00 |
1,730.75 |
325.25 |
17.2% |
39.25 |
2.1% |
48% |
False |
False |
184 |
| 60 |
2,056.00 |
1,730.75 |
325.25 |
17.2% |
28.25 |
1.5% |
48% |
False |
False |
127 |
| 80 |
2,056.00 |
1,730.75 |
325.25 |
17.2% |
21.50 |
1.1% |
48% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,162.00 |
|
2.618 |
2,073.00 |
|
1.618 |
2,018.50 |
|
1.000 |
1,984.75 |
|
0.618 |
1,964.00 |
|
HIGH |
1,930.25 |
|
0.618 |
1,909.50 |
|
0.500 |
1,903.00 |
|
0.382 |
1,896.50 |
|
LOW |
1,875.75 |
|
0.618 |
1,842.00 |
|
1.000 |
1,821.25 |
|
1.618 |
1,787.50 |
|
2.618 |
1,733.00 |
|
4.250 |
1,644.00 |
|
|