| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,803.50 |
1,817.50 |
14.00 |
0.8% |
1,917.25 |
| High |
1,817.50 |
1,848.25 |
30.75 |
1.7% |
1,930.25 |
| Low |
1,753.75 |
1,788.00 |
34.25 |
2.0% |
1,764.50 |
| Close |
1,814.00 |
1,790.00 |
-24.00 |
-1.3% |
1,818.00 |
| Range |
63.75 |
60.25 |
-3.50 |
-5.5% |
165.75 |
| ATR |
54.87 |
55.25 |
0.38 |
0.7% |
0.00 |
| Volume |
218 |
629 |
411 |
188.5% |
1,160 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,989.50 |
1,950.00 |
1,823.25 |
|
| R3 |
1,929.25 |
1,889.75 |
1,806.50 |
|
| R2 |
1,869.00 |
1,869.00 |
1,801.00 |
|
| R1 |
1,829.50 |
1,829.50 |
1,795.50 |
1,819.00 |
| PP |
1,808.75 |
1,808.75 |
1,808.75 |
1,803.50 |
| S1 |
1,769.25 |
1,769.25 |
1,784.50 |
1,759.00 |
| S2 |
1,748.50 |
1,748.50 |
1,779.00 |
|
| S3 |
1,688.25 |
1,709.00 |
1,773.50 |
|
| S4 |
1,628.00 |
1,648.75 |
1,756.75 |
|
|
| 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 |
1,872.75 |
1,753.75 |
119.00 |
6.6% |
62.75 |
3.5% |
30% |
False |
False |
342 |
| 10 |
1,980.00 |
1,753.75 |
226.25 |
12.6% |
57.00 |
3.2% |
16% |
False |
False |
274 |
| 20 |
2,044.50 |
1,730.75 |
313.75 |
17.5% |
66.50 |
3.7% |
19% |
False |
False |
263 |
| 40 |
2,056.00 |
1,730.75 |
325.25 |
18.2% |
45.25 |
2.5% |
18% |
False |
False |
221 |
| 60 |
2,056.00 |
1,730.75 |
325.25 |
18.2% |
34.25 |
1.9% |
18% |
False |
False |
158 |
| 80 |
2,056.00 |
1,730.75 |
325.25 |
18.2% |
26.00 |
1.5% |
18% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,104.25 |
|
2.618 |
2,006.00 |
|
1.618 |
1,945.75 |
|
1.000 |
1,908.50 |
|
0.618 |
1,885.50 |
|
HIGH |
1,848.25 |
|
0.618 |
1,825.25 |
|
0.500 |
1,818.00 |
|
0.382 |
1,811.00 |
|
LOW |
1,788.00 |
|
0.618 |
1,750.75 |
|
1.000 |
1,727.75 |
|
1.618 |
1,690.50 |
|
2.618 |
1,630.25 |
|
4.250 |
1,532.00 |
|
|