| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2005 |
26-May-2005 |
Change |
Change % |
Previous Week |
| Open |
1,193.22 |
1,190.69 |
-2.53 |
-0.2% |
1,153.64 |
| High |
1,193.22 |
1,198.95 |
5.73 |
0.5% |
1,191.22 |
| Low |
1,185.96 |
1,190.69 |
4.73 |
0.4% |
1,153.64 |
| Close |
1,190.01 |
1,197.62 |
7.61 |
0.6% |
1,189.28 |
| Range |
7.26 |
8.26 |
1.00 |
13.8% |
37.58 |
| ATR |
11.37 |
11.20 |
-0.17 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-May-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,220.53 |
1,217.34 |
1,202.16 |
|
| R3 |
1,212.27 |
1,209.08 |
1,199.89 |
|
| R2 |
1,204.01 |
1,204.01 |
1,199.13 |
|
| R1 |
1,200.82 |
1,200.82 |
1,198.38 |
1,202.42 |
| PP |
1,195.75 |
1,195.75 |
1,195.75 |
1,196.55 |
| S1 |
1,192.56 |
1,192.56 |
1,196.86 |
1,194.16 |
| S2 |
1,187.49 |
1,187.49 |
1,196.11 |
|
| S3 |
1,179.23 |
1,184.30 |
1,195.35 |
|
| S4 |
1,170.97 |
1,176.04 |
1,193.08 |
|
|
| Weekly Pivots for week ending 20-May-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,290.79 |
1,277.61 |
1,209.95 |
|
| R3 |
1,253.21 |
1,240.03 |
1,199.61 |
|
| R2 |
1,215.63 |
1,215.63 |
1,196.17 |
|
| R1 |
1,202.45 |
1,202.45 |
1,192.72 |
1,209.04 |
| PP |
1,178.05 |
1,178.05 |
1,178.05 |
1,181.34 |
| S1 |
1,164.87 |
1,164.87 |
1,185.84 |
1,171.46 |
| S2 |
1,140.47 |
1,140.47 |
1,182.39 |
|
| S3 |
1,102.89 |
1,127.29 |
1,178.95 |
|
| S4 |
1,065.31 |
1,089.71 |
1,168.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,198.95 |
1,185.19 |
13.76 |
1.1% |
7.13 |
0.6% |
90% |
True |
False |
|
| 10 |
1,198.95 |
1,146.18 |
52.77 |
4.4% |
9.99 |
0.8% |
97% |
True |
False |
|
| 20 |
1,198.95 |
1,139.19 |
59.76 |
5.0% |
11.17 |
0.9% |
98% |
True |
False |
|
| 40 |
1,198.95 |
1,136.15 |
62.80 |
5.2% |
12.12 |
1.0% |
98% |
True |
False |
|
| 60 |
1,229.10 |
1,136.15 |
92.95 |
7.8% |
11.59 |
1.0% |
66% |
False |
False |
|
| 80 |
1,229.10 |
1,136.15 |
92.95 |
7.8% |
11.04 |
0.9% |
66% |
False |
False |
|
| 100 |
1,229.10 |
1,136.15 |
92.95 |
7.8% |
10.87 |
0.9% |
66% |
False |
False |
|
| 120 |
1,229.10 |
1,136.15 |
92.95 |
7.8% |
10.53 |
0.9% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,234.06 |
|
2.618 |
1,220.57 |
|
1.618 |
1,212.31 |
|
1.000 |
1,207.21 |
|
0.618 |
1,204.05 |
|
HIGH |
1,198.95 |
|
0.618 |
1,195.79 |
|
0.500 |
1,194.82 |
|
0.382 |
1,193.85 |
|
LOW |
1,190.69 |
|
0.618 |
1,185.59 |
|
1.000 |
1,182.43 |
|
1.618 |
1,177.33 |
|
2.618 |
1,169.07 |
|
4.250 |
1,155.59 |
|
|