Day Change Summary |
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Previous |
Current |
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26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
Open |
5,730.5 |
5,765.5 |
35.0 |
0.6% |
6,005.0 |
High |
5,832.5 |
5,970.0 |
137.5 |
2.4% |
6,190.0 |
Low |
5,710.0 |
5,765.5 |
55.5 |
1.0% |
5,697.5 |
Close |
5,768.5 |
5,954.0 |
185.5 |
3.2% |
5,828.0 |
Range |
122.5 |
204.5 |
82.0 |
66.9% |
492.5 |
ATR |
162.6 |
165.6 |
3.0 |
1.8% |
0.0 |
Volume |
578 |
1,015 |
437 |
75.6% |
4,649 |
|
Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,510.0 |
6,436.5 |
6,066.5 |
|
R3 |
6,305.5 |
6,232.0 |
6,010.2 |
|
R2 |
6,101.0 |
6,101.0 |
5,991.5 |
|
R1 |
6,027.5 |
6,027.5 |
5,972.7 |
6,064.3 |
PP |
5,896.5 |
5,896.5 |
5,896.5 |
5,914.9 |
S1 |
5,823.0 |
5,823.0 |
5,935.3 |
5,859.8 |
S2 |
5,692.0 |
5,692.0 |
5,916.5 |
|
S3 |
5,487.5 |
5,618.5 |
5,897.8 |
|
S4 |
5,283.0 |
5,414.0 |
5,841.5 |
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Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,382.7 |
7,097.8 |
6,098.9 |
|
R3 |
6,890.2 |
6,605.3 |
5,963.4 |
|
R2 |
6,397.7 |
6,397.7 |
5,918.3 |
|
R1 |
6,112.8 |
6,112.8 |
5,873.1 |
6,009.0 |
PP |
5,905.2 |
5,905.2 |
5,905.2 |
5,853.3 |
S1 |
5,620.3 |
5,620.3 |
5,782.9 |
5,516.5 |
S2 |
5,412.7 |
5,412.7 |
5,737.7 |
|
S3 |
4,920.2 |
5,127.8 |
5,692.6 |
|
S4 |
4,427.7 |
4,635.3 |
5,557.1 |
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|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,970.0 |
5,615.0 |
355.0 |
6.0% |
152.6 |
2.6% |
95% |
True |
False |
1,010 |
10 |
6,242.0 |
5,615.0 |
627.0 |
10.5% |
164.5 |
2.8% |
54% |
False |
False |
898 |
20 |
6,285.0 |
5,593.5 |
691.5 |
11.6% |
171.8 |
2.9% |
52% |
False |
False |
676 |
40 |
6,348.5 |
5,593.5 |
755.0 |
12.7% |
127.0 |
2.1% |
48% |
False |
False |
531 |
60 |
6,348.5 |
5,593.5 |
755.0 |
12.7% |
104.8 |
1.8% |
48% |
False |
False |
866 |
80 |
6,348.5 |
5,419.0 |
929.5 |
15.6% |
97.0 |
1.6% |
58% |
False |
False |
692 |
100 |
6,348.5 |
5,419.0 |
929.5 |
15.6% |
90.3 |
1.5% |
58% |
False |
False |
566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,839.1 |
2.618 |
6,505.4 |
1.618 |
6,300.9 |
1.000 |
6,174.5 |
0.618 |
6,096.4 |
HIGH |
5,970.0 |
0.618 |
5,891.9 |
0.500 |
5,867.8 |
0.382 |
5,843.6 |
LOW |
5,765.5 |
0.618 |
5,639.1 |
1.000 |
5,561.0 |
1.618 |
5,434.6 |
2.618 |
5,230.1 |
4.250 |
4,896.4 |
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