Day Change Summary |
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Previous |
Current |
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16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
Open |
7,388.0 |
7,385.0 |
-3.0 |
0.0% |
7,490.5 |
High |
7,435.0 |
7,390.0 |
-45.0 |
-0.6% |
7,604.0 |
Low |
7,318.5 |
7,279.5 |
-39.0 |
-0.5% |
7,385.5 |
Close |
7,414.5 |
7,304.5 |
-110.0 |
-1.5% |
7,436.0 |
Range |
116.5 |
110.5 |
-6.0 |
-5.2% |
218.5 |
ATR |
113.8 |
115.3 |
1.5 |
1.3% |
0.0 |
Volume |
662 |
946 |
284 |
42.9% |
1,604 |
|
Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,656.2 |
7,590.8 |
7,365.3 |
|
R3 |
7,545.7 |
7,480.3 |
7,334.9 |
|
R2 |
7,435.2 |
7,435.2 |
7,324.8 |
|
R1 |
7,369.8 |
7,369.8 |
7,314.6 |
7,347.3 |
PP |
7,324.7 |
7,324.7 |
7,324.7 |
7,313.4 |
S1 |
7,259.3 |
7,259.3 |
7,294.4 |
7,236.8 |
S2 |
7,214.2 |
7,214.2 |
7,284.2 |
|
S3 |
7,103.7 |
7,148.8 |
7,274.1 |
|
S4 |
6,993.2 |
7,038.3 |
7,243.7 |
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|
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 |
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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 |
7,279.5 |
324.5 |
4.4% |
126.9 |
1.7% |
8% |
False |
True |
514 |
10 |
7,604.0 |
7,279.5 |
324.5 |
4.4% |
127.5 |
1.7% |
8% |
False |
True |
511 |
20 |
7,650.0 |
7,042.5 |
607.5 |
8.3% |
108.4 |
1.5% |
43% |
False |
False |
436 |
40 |
7,650.0 |
6,765.5 |
884.5 |
12.1% |
91.0 |
1.2% |
61% |
False |
False |
326 |
60 |
7,650.0 |
6,486.5 |
1,163.5 |
15.9% |
99.2 |
1.4% |
70% |
False |
False |
1,192 |
80 |
7,650.0 |
6,486.5 |
1,163.5 |
15.9% |
84.8 |
1.2% |
70% |
False |
False |
914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,859.6 |
2.618 |
7,679.3 |
1.618 |
7,568.8 |
1.000 |
7,500.5 |
0.618 |
7,458.3 |
HIGH |
7,390.0 |
0.618 |
7,347.8 |
0.500 |
7,334.8 |
0.382 |
7,321.7 |
LOW |
7,279.5 |
0.618 |
7,211.2 |
1.000 |
7,169.0 |
1.618 |
7,100.7 |
2.618 |
6,990.2 |
4.250 |
6,809.9 |
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