Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
Open |
4,650.0 |
4,686.0 |
36.0 |
0.8% |
4,766.0 |
High |
4,697.0 |
4,716.0 |
19.0 |
0.4% |
4,797.0 |
Low |
4,650.0 |
4,677.0 |
27.0 |
0.6% |
4,675.0 |
Close |
4,687.0 |
4,697.0 |
10.0 |
0.2% |
4,713.0 |
Range |
47.0 |
39.0 |
-8.0 |
-17.0% |
122.0 |
ATR |
60.3 |
58.7 |
-1.5 |
-2.5% |
0.0 |
Volume |
28,565 |
27,930 |
-635 |
-2.2% |
167,093 |
|
Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,813.7 |
4,794.3 |
4,718.5 |
|
R3 |
4,774.7 |
4,755.3 |
4,707.7 |
|
R2 |
4,735.7 |
4,735.7 |
4,704.2 |
|
R1 |
4,716.3 |
4,716.3 |
4,700.6 |
4,726.0 |
PP |
4,696.7 |
4,696.7 |
4,696.7 |
4,701.5 |
S1 |
4,677.3 |
4,677.3 |
4,693.4 |
4,687.0 |
S2 |
4,657.7 |
4,657.7 |
4,689.9 |
|
S3 |
4,618.7 |
4,638.3 |
4,686.3 |
|
S4 |
4,579.7 |
4,599.3 |
4,675.6 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,094.3 |
5,025.7 |
4,780.1 |
|
R3 |
4,972.3 |
4,903.7 |
4,746.6 |
|
R2 |
4,850.3 |
4,850.3 |
4,735.4 |
|
R1 |
4,781.7 |
4,781.7 |
4,724.2 |
4,755.0 |
PP |
4,728.3 |
4,728.3 |
4,728.3 |
4,715.0 |
S1 |
4,659.7 |
4,659.7 |
4,701.8 |
4,633.0 |
S2 |
4,606.3 |
4,606.3 |
4,690.6 |
|
S3 |
4,484.3 |
4,537.7 |
4,679.5 |
|
S4 |
4,362.3 |
4,415.7 |
4,645.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,729.0 |
4,650.0 |
79.0 |
1.7% |
39.4 |
0.8% |
59% |
False |
False |
30,657 |
10 |
4,797.0 |
4,650.0 |
147.0 |
3.1% |
46.2 |
1.0% |
32% |
False |
False |
32,144 |
20 |
4,951.0 |
4,650.0 |
301.0 |
6.4% |
50.2 |
1.1% |
16% |
False |
False |
33,401 |
40 |
5,001.0 |
4,618.0 |
383.0 |
8.2% |
46.2 |
1.0% |
21% |
False |
False |
31,838 |
60 |
5,001.0 |
4,484.0 |
517.0 |
11.0% |
47.1 |
1.0% |
41% |
False |
False |
27,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,881.8 |
2.618 |
4,818.1 |
1.618 |
4,779.1 |
1.000 |
4,755.0 |
0.618 |
4,740.1 |
HIGH |
4,716.0 |
0.618 |
4,701.1 |
0.500 |
4,696.5 |
0.382 |
4,691.9 |
LOW |
4,677.0 |
0.618 |
4,652.9 |
1.000 |
4,638.0 |
1.618 |
4,613.9 |
2.618 |
4,574.9 |
4.250 |
4,511.3 |
|
|