Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,309.50 |
1,319.25 |
9.75 |
0.7% |
1,311.25 |
High |
1,316.00 |
1,322.25 |
6.25 |
0.5% |
1,322.25 |
Low |
1,302.25 |
1,314.25 |
12.00 |
0.9% |
1,292.00 |
Close |
1,315.50 |
1,319.00 |
3.50 |
0.3% |
1,319.00 |
Range |
13.75 |
8.00 |
-5.75 |
-41.8% |
30.25 |
ATR |
15.18 |
14.67 |
-0.51 |
-3.4% |
0.00 |
Volume |
23 |
22 |
-1 |
-4.3% |
141 |
|
Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,342.50 |
1,338.75 |
1,323.50 |
|
R3 |
1,334.50 |
1,330.75 |
1,321.25 |
|
R2 |
1,326.50 |
1,326.50 |
1,320.50 |
|
R1 |
1,322.75 |
1,322.75 |
1,319.75 |
1,320.50 |
PP |
1,318.50 |
1,318.50 |
1,318.50 |
1,317.50 |
S1 |
1,314.75 |
1,314.75 |
1,318.25 |
1,312.50 |
S2 |
1,310.50 |
1,310.50 |
1,317.50 |
|
S3 |
1,302.50 |
1,306.75 |
1,316.75 |
|
S4 |
1,294.50 |
1,298.75 |
1,314.50 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,401.75 |
1,390.75 |
1,335.75 |
|
R3 |
1,371.50 |
1,360.50 |
1,327.25 |
|
R2 |
1,341.25 |
1,341.25 |
1,324.50 |
|
R1 |
1,330.25 |
1,330.25 |
1,321.75 |
1,335.75 |
PP |
1,311.00 |
1,311.00 |
1,311.00 |
1,314.00 |
S1 |
1,300.00 |
1,300.00 |
1,316.25 |
1,305.50 |
S2 |
1,280.75 |
1,280.75 |
1,313.50 |
|
S3 |
1,250.50 |
1,269.75 |
1,310.75 |
|
S4 |
1,220.25 |
1,239.50 |
1,302.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,322.25 |
1,292.00 |
30.25 |
2.3% |
13.25 |
1.0% |
89% |
True |
False |
28 |
10 |
1,334.00 |
1,292.00 |
42.00 |
3.2% |
13.75 |
1.0% |
64% |
False |
False |
146 |
20 |
1,361.00 |
1,292.00 |
69.00 |
5.2% |
15.50 |
1.2% |
39% |
False |
False |
149 |
40 |
1,361.00 |
1,280.25 |
80.75 |
6.1% |
13.50 |
1.0% |
48% |
False |
False |
187 |
60 |
1,361.00 |
1,232.00 |
129.00 |
9.8% |
13.00 |
1.0% |
67% |
False |
False |
162 |
80 |
1,361.00 |
1,232.00 |
129.00 |
9.8% |
10.00 |
0.8% |
67% |
False |
False |
124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,356.25 |
2.618 |
1,343.25 |
1.618 |
1,335.25 |
1.000 |
1,330.25 |
0.618 |
1,327.25 |
HIGH |
1,322.25 |
0.618 |
1,319.25 |
0.500 |
1,318.25 |
0.382 |
1,317.25 |
LOW |
1,314.25 |
0.618 |
1,309.25 |
1.000 |
1,306.25 |
1.618 |
1,301.25 |
2.618 |
1,293.25 |
4.250 |
1,280.25 |
|
|