Day Change Summary |
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Previous |
Current |
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|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,311.25 |
1,310.75 |
-0.50 |
0.0% |
1,316.75 |
High |
1,314.75 |
1,311.00 |
-3.75 |
-0.3% |
1,334.00 |
Low |
1,300.25 |
1,301.50 |
1.25 |
0.1% |
1,305.75 |
Close |
1,304.25 |
1,302.75 |
-1.50 |
-0.1% |
1,316.75 |
Range |
14.50 |
9.50 |
-5.00 |
-34.5% |
28.25 |
ATR |
15.26 |
14.85 |
-0.41 |
-2.7% |
0.00 |
Volume |
23 |
43 |
20 |
87.0% |
1,319 |
|
Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,333.50 |
1,327.75 |
1,308.00 |
|
R3 |
1,324.00 |
1,318.25 |
1,305.25 |
|
R2 |
1,314.50 |
1,314.50 |
1,304.50 |
|
R1 |
1,308.75 |
1,308.75 |
1,303.50 |
1,307.00 |
PP |
1,305.00 |
1,305.00 |
1,305.00 |
1,304.25 |
S1 |
1,299.25 |
1,299.25 |
1,302.00 |
1,297.50 |
S2 |
1,295.50 |
1,295.50 |
1,301.00 |
|
S3 |
1,286.00 |
1,289.75 |
1,300.25 |
|
S4 |
1,276.50 |
1,280.25 |
1,297.50 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,403.50 |
1,388.50 |
1,332.25 |
|
R3 |
1,375.25 |
1,360.25 |
1,324.50 |
|
R2 |
1,347.00 |
1,347.00 |
1,322.00 |
|
R1 |
1,332.00 |
1,332.00 |
1,319.25 |
1,331.00 |
PP |
1,318.75 |
1,318.75 |
1,318.75 |
1,318.25 |
S1 |
1,303.75 |
1,303.75 |
1,314.25 |
1,302.50 |
S2 |
1,290.50 |
1,290.50 |
1,311.50 |
|
S3 |
1,262.25 |
1,275.50 |
1,309.00 |
|
S4 |
1,234.00 |
1,247.25 |
1,301.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,334.00 |
1,300.25 |
33.75 |
2.6% |
12.75 |
1.0% |
7% |
False |
False |
235 |
10 |
1,347.25 |
1,300.25 |
47.00 |
3.6% |
15.75 |
1.2% |
5% |
False |
False |
147 |
20 |
1,361.00 |
1,300.25 |
60.75 |
4.7% |
14.50 |
1.1% |
4% |
False |
False |
164 |
40 |
1,361.00 |
1,280.25 |
80.75 |
6.2% |
13.00 |
1.0% |
28% |
False |
False |
193 |
60 |
1,361.00 |
1,232.00 |
129.00 |
9.9% |
12.50 |
1.0% |
55% |
False |
False |
162 |
80 |
1,361.00 |
1,232.00 |
129.00 |
9.9% |
9.50 |
0.7% |
55% |
False |
False |
123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,351.50 |
2.618 |
1,335.75 |
1.618 |
1,326.25 |
1.000 |
1,320.50 |
0.618 |
1,316.75 |
HIGH |
1,311.00 |
0.618 |
1,307.25 |
0.500 |
1,306.25 |
0.382 |
1,305.25 |
LOW |
1,301.50 |
0.618 |
1,295.75 |
1.000 |
1,292.00 |
1.618 |
1,286.25 |
2.618 |
1,276.75 |
4.250 |
1,261.00 |
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