Day Change Summary |
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Previous |
Current |
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11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
Open |
7,567.5 |
7,488.0 |
-79.5 |
-1.1% |
7,623.0 |
High |
7,604.0 |
7,525.0 |
-79.0 |
-1.0% |
7,650.0 |
Low |
7,476.5 |
7,399.5 |
-77.0 |
-1.0% |
7,339.0 |
Close |
7,539.0 |
7,477.5 |
-61.5 |
-0.8% |
7,529.5 |
Range |
127.5 |
125.5 |
-2.0 |
-1.6% |
311.0 |
ATR |
108.1 |
110.4 |
2.2 |
2.1% |
0.0 |
Volume |
130 |
297 |
167 |
128.5% |
2,504 |
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Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,843.8 |
7,786.2 |
7,546.5 |
|
R3 |
7,718.3 |
7,660.7 |
7,512.0 |
|
R2 |
7,592.8 |
7,592.8 |
7,500.5 |
|
R1 |
7,535.2 |
7,535.2 |
7,489.0 |
7,501.3 |
PP |
7,467.3 |
7,467.3 |
7,467.3 |
7,450.4 |
S1 |
7,409.7 |
7,409.7 |
7,466.0 |
7,375.8 |
S2 |
7,341.8 |
7,341.8 |
7,454.5 |
|
S3 |
7,216.3 |
7,284.2 |
7,443.0 |
|
S4 |
7,090.8 |
7,158.7 |
7,408.5 |
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Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,439.2 |
8,295.3 |
7,700.6 |
|
R3 |
8,128.2 |
7,984.3 |
7,615.0 |
|
R2 |
7,817.2 |
7,817.2 |
7,586.5 |
|
R1 |
7,673.3 |
7,673.3 |
7,558.0 |
7,589.8 |
PP |
7,506.2 |
7,506.2 |
7,506.2 |
7,464.4 |
S1 |
7,362.3 |
7,362.3 |
7,501.0 |
7,278.8 |
S2 |
7,195.2 |
7,195.2 |
7,472.5 |
|
S3 |
6,884.2 |
7,051.3 |
7,444.0 |
|
S4 |
6,573.2 |
6,740.3 |
7,358.5 |
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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 |
7,604.0 |
7,399.5 |
204.5 |
2.7% |
118.2 |
1.6% |
38% |
False |
True |
256 |
10 |
7,650.0 |
7,339.0 |
311.0 |
4.2% |
111.2 |
1.5% |
45% |
False |
False |
370 |
20 |
7,650.0 |
7,042.5 |
607.5 |
8.1% |
99.0 |
1.3% |
72% |
False |
False |
351 |
40 |
7,650.0 |
6,486.5 |
1,163.5 |
15.6% |
95.0 |
1.3% |
85% |
False |
False |
1,320 |
60 |
7,650.0 |
6,486.5 |
1,163.5 |
15.6% |
94.8 |
1.3% |
85% |
False |
False |
1,161 |
80 |
7,650.0 |
6,486.5 |
1,163.5 |
15.6% |
82.0 |
1.1% |
85% |
False |
False |
890 |
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Fibonacci Retracements and Extensions |
4.250 |
8,058.4 |
2.618 |
7,853.6 |
1.618 |
7,728.1 |
1.000 |
7,650.5 |
0.618 |
7,602.6 |
HIGH |
7,525.0 |
0.618 |
7,477.1 |
0.500 |
7,462.3 |
0.382 |
7,447.4 |
LOW |
7,399.5 |
0.618 |
7,321.9 |
1.000 |
7,274.0 |
1.618 |
7,196.4 |
2.618 |
7,070.9 |
4.250 |
6,866.1 |
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