Day Change Summary |
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Previous |
Current |
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|
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13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
Open |
7,525.0 |
7,388.0 |
-137.0 |
-1.8% |
7,490.5 |
High |
7,540.0 |
7,435.0 |
-105.0 |
-1.4% |
7,604.0 |
Low |
7,385.5 |
7,318.5 |
-67.0 |
-0.9% |
7,385.5 |
Close |
7,436.0 |
7,414.5 |
-21.5 |
-0.3% |
7,436.0 |
Range |
154.5 |
116.5 |
-38.0 |
-24.6% |
218.5 |
ATR |
113.5 |
113.8 |
0.3 |
0.2% |
0.0 |
Volume |
536 |
662 |
126 |
23.5% |
1,604 |
|
Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,738.8 |
7,693.2 |
7,478.6 |
|
R3 |
7,622.3 |
7,576.7 |
7,446.5 |
|
R2 |
7,505.8 |
7,505.8 |
7,435.9 |
|
R1 |
7,460.2 |
7,460.2 |
7,425.2 |
7,483.0 |
PP |
7,389.3 |
7,389.3 |
7,389.3 |
7,400.8 |
S1 |
7,343.7 |
7,343.7 |
7,403.8 |
7,366.5 |
S2 |
7,272.8 |
7,272.8 |
7,393.1 |
|
S3 |
7,156.3 |
7,227.2 |
7,382.5 |
|
S4 |
7,039.8 |
7,110.7 |
7,350.4 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,130.7 |
8,001.8 |
7,556.2 |
|
R3 |
7,912.2 |
7,783.3 |
7,496.1 |
|
R2 |
7,693.7 |
7,693.7 |
7,476.1 |
|
R1 |
7,564.8 |
7,564.8 |
7,456.0 |
7,520.0 |
PP |
7,475.2 |
7,475.2 |
7,475.2 |
7,452.8 |
S1 |
7,346.3 |
7,346.3 |
7,416.0 |
7,301.5 |
S2 |
7,256.7 |
7,256.7 |
7,395.9 |
|
S3 |
7,038.2 |
7,127.8 |
7,375.9 |
|
S4 |
6,819.7 |
6,909.3 |
7,315.8 |
|
|
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 |
7,318.5 |
285.5 |
3.9% |
125.5 |
1.7% |
34% |
False |
True |
382 |
10 |
7,604.0 |
7,318.5 |
285.5 |
3.9% |
122.5 |
1.7% |
34% |
False |
True |
445 |
20 |
7,650.0 |
7,042.5 |
607.5 |
8.2% |
104.9 |
1.4% |
61% |
False |
False |
393 |
40 |
7,650.0 |
6,680.0 |
970.0 |
13.1% |
91.1 |
1.2% |
76% |
False |
False |
455 |
60 |
7,650.0 |
6,486.5 |
1,163.5 |
15.7% |
98.0 |
1.3% |
80% |
False |
False |
1,179 |
80 |
7,650.0 |
6,486.5 |
1,163.5 |
15.7% |
83.6 |
1.1% |
80% |
False |
False |
903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,930.1 |
2.618 |
7,740.0 |
1.618 |
7,623.5 |
1.000 |
7,551.5 |
0.618 |
7,507.0 |
HIGH |
7,435.0 |
0.618 |
7,390.5 |
0.500 |
7,376.8 |
0.382 |
7,363.0 |
LOW |
7,318.5 |
0.618 |
7,246.5 |
1.000 |
7,202.0 |
1.618 |
7,130.0 |
2.618 |
7,013.5 |
4.250 |
6,823.4 |
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