| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,870.50 |
1,796.25 |
-74.25 |
-4.0% |
1,917.25 |
| High |
1,872.75 |
1,831.75 |
-41.00 |
-2.2% |
1,930.25 |
| Low |
1,792.75 |
1,764.50 |
-28.25 |
-1.6% |
1,764.50 |
| Close |
1,799.25 |
1,818.00 |
18.75 |
1.0% |
1,818.00 |
| Range |
80.00 |
67.25 |
-12.75 |
-15.9% |
165.75 |
| ATR |
54.15 |
55.08 |
0.94 |
1.7% |
0.00 |
| Volume |
208 |
281 |
73 |
35.1% |
1,160 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,006.50 |
1,979.50 |
1,855.00 |
|
| R3 |
1,939.25 |
1,912.25 |
1,836.50 |
|
| R2 |
1,872.00 |
1,872.00 |
1,830.25 |
|
| R1 |
1,845.00 |
1,845.00 |
1,824.25 |
1,858.50 |
| PP |
1,804.75 |
1,804.75 |
1,804.75 |
1,811.50 |
| S1 |
1,777.75 |
1,777.75 |
1,811.75 |
1,791.25 |
| S2 |
1,737.50 |
1,737.50 |
1,805.75 |
|
| S3 |
1,670.25 |
1,710.50 |
1,799.50 |
|
| S4 |
1,603.00 |
1,643.25 |
1,781.00 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,334.75 |
2,242.25 |
1,909.25 |
|
| R3 |
2,169.00 |
2,076.50 |
1,863.50 |
|
| R2 |
2,003.25 |
2,003.25 |
1,848.50 |
|
| R1 |
1,910.75 |
1,910.75 |
1,833.25 |
1,874.00 |
| PP |
1,837.50 |
1,837.50 |
1,837.50 |
1,819.25 |
| S1 |
1,745.00 |
1,745.00 |
1,802.75 |
1,708.50 |
| S2 |
1,671.75 |
1,671.75 |
1,787.50 |
|
| S3 |
1,506.00 |
1,579.25 |
1,772.50 |
|
| S4 |
1,340.25 |
1,413.50 |
1,726.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,930.25 |
1,764.50 |
165.75 |
9.1% |
58.75 |
3.2% |
32% |
False |
True |
232 |
| 10 |
1,980.00 |
1,764.50 |
215.50 |
11.9% |
59.75 |
3.3% |
25% |
False |
True |
252 |
| 20 |
2,056.00 |
1,730.75 |
325.25 |
17.9% |
63.00 |
3.5% |
27% |
False |
False |
233 |
| 40 |
2,056.00 |
1,730.75 |
325.25 |
17.9% |
42.25 |
2.3% |
27% |
False |
False |
193 |
| 60 |
2,056.00 |
1,730.75 |
325.25 |
17.9% |
31.50 |
1.7% |
27% |
False |
False |
138 |
| 80 |
2,056.00 |
1,730.75 |
325.25 |
17.9% |
24.00 |
1.3% |
27% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,117.50 |
|
2.618 |
2,007.75 |
|
1.618 |
1,940.50 |
|
1.000 |
1,899.00 |
|
0.618 |
1,873.25 |
|
HIGH |
1,831.75 |
|
0.618 |
1,806.00 |
|
0.500 |
1,798.00 |
|
0.382 |
1,790.25 |
|
LOW |
1,764.50 |
|
0.618 |
1,723.00 |
|
1.000 |
1,697.25 |
|
1.618 |
1,655.75 |
|
2.618 |
1,588.50 |
|
4.250 |
1,478.75 |
|
|