| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,785.00 |
1,862.75 |
77.75 |
4.4% |
1,815.00 |
| High |
1,862.50 |
1,872.50 |
10.00 |
0.5% |
1,872.50 |
| Low |
1,782.25 |
1,834.25 |
52.00 |
2.9% |
1,753.75 |
| Close |
1,862.50 |
1,850.50 |
-12.00 |
-0.6% |
1,850.50 |
| Range |
80.25 |
38.25 |
-42.00 |
-52.3% |
118.75 |
| ATR |
57.04 |
55.70 |
-1.34 |
-2.4% |
0.00 |
| Volume |
467 |
692 |
225 |
48.2% |
2,381 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,967.25 |
1,947.00 |
1,871.50 |
|
| R3 |
1,929.00 |
1,908.75 |
1,861.00 |
|
| R2 |
1,890.75 |
1,890.75 |
1,857.50 |
|
| R1 |
1,870.50 |
1,870.50 |
1,854.00 |
1,861.50 |
| PP |
1,852.50 |
1,852.50 |
1,852.50 |
1,848.00 |
| S1 |
1,832.25 |
1,832.25 |
1,847.00 |
1,823.25 |
| S2 |
1,814.25 |
1,814.25 |
1,843.50 |
|
| S3 |
1,776.00 |
1,794.00 |
1,840.00 |
|
| S4 |
1,737.75 |
1,755.75 |
1,829.50 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,181.75 |
2,135.00 |
1,915.75 |
|
| R3 |
2,063.00 |
2,016.25 |
1,883.25 |
|
| R2 |
1,944.25 |
1,944.25 |
1,872.25 |
|
| R1 |
1,897.50 |
1,897.50 |
1,861.50 |
1,921.00 |
| PP |
1,825.50 |
1,825.50 |
1,825.50 |
1,837.25 |
| S1 |
1,778.75 |
1,778.75 |
1,839.50 |
1,802.00 |
| S2 |
1,706.75 |
1,706.75 |
1,828.75 |
|
| S3 |
1,588.00 |
1,660.00 |
1,817.75 |
|
| S4 |
1,469.25 |
1,541.25 |
1,785.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,872.50 |
1,753.75 |
118.75 |
6.4% |
57.00 |
3.1% |
81% |
True |
False |
476 |
| 10 |
1,930.25 |
1,753.75 |
176.50 |
9.5% |
57.75 |
3.1% |
55% |
False |
False |
354 |
| 20 |
2,035.50 |
1,730.75 |
304.75 |
16.5% |
68.00 |
3.7% |
39% |
False |
False |
309 |
| 40 |
2,056.00 |
1,730.75 |
325.25 |
17.6% |
47.25 |
2.5% |
37% |
False |
False |
248 |
| 60 |
2,056.00 |
1,730.75 |
325.25 |
17.6% |
36.00 |
2.0% |
37% |
False |
False |
177 |
| 80 |
2,056.00 |
1,730.75 |
325.25 |
17.6% |
27.50 |
1.5% |
37% |
False |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,035.00 |
|
2.618 |
1,972.75 |
|
1.618 |
1,934.50 |
|
1.000 |
1,910.75 |
|
0.618 |
1,896.25 |
|
HIGH |
1,872.50 |
|
0.618 |
1,858.00 |
|
0.500 |
1,853.50 |
|
0.382 |
1,848.75 |
|
LOW |
1,834.25 |
|
0.618 |
1,810.50 |
|
1.000 |
1,796.00 |
|
1.618 |
1,772.25 |
|
2.618 |
1,734.00 |
|
4.250 |
1,671.75 |
|
|