Day Change Summary |
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Previous |
Current |
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25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,316.36 |
1,320.64 |
4.28 |
0.3% |
1,334.77 |
High |
1,325.86 |
1,328.51 |
2.65 |
0.2% |
1,346.82 |
Low |
1,311.80 |
1,314.41 |
2.61 |
0.2% |
1,318.51 |
Close |
1,320.47 |
1,325.69 |
5.22 |
0.4% |
1,333.27 |
Range |
14.06 |
14.10 |
0.04 |
0.3% |
28.31 |
ATR |
14.11 |
14.11 |
0.00 |
0.0% |
0.00 |
Volume |
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Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,365.17 |
1,359.53 |
1,333.45 |
|
R3 |
1,351.07 |
1,345.43 |
1,329.57 |
|
R2 |
1,336.97 |
1,336.97 |
1,328.28 |
|
R1 |
1,331.33 |
1,331.33 |
1,326.98 |
1,334.15 |
PP |
1,322.87 |
1,322.87 |
1,322.87 |
1,324.28 |
S1 |
1,317.23 |
1,317.23 |
1,324.40 |
1,320.05 |
S2 |
1,308.77 |
1,308.77 |
1,323.11 |
|
S3 |
1,294.67 |
1,303.13 |
1,321.81 |
|
S4 |
1,280.57 |
1,289.03 |
1,317.94 |
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Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,417.80 |
1,403.84 |
1,348.84 |
|
R3 |
1,389.49 |
1,375.53 |
1,341.06 |
|
R2 |
1,361.18 |
1,361.18 |
1,338.46 |
|
R1 |
1,347.22 |
1,347.22 |
1,335.87 |
1,340.05 |
PP |
1,332.87 |
1,332.87 |
1,332.87 |
1,329.28 |
S1 |
1,318.91 |
1,318.91 |
1,330.67 |
1,311.74 |
S2 |
1,304.56 |
1,304.56 |
1,328.08 |
|
S3 |
1,276.25 |
1,290.60 |
1,325.48 |
|
S4 |
1,247.94 |
1,262.29 |
1,317.70 |
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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 |
1,342.00 |
1,311.80 |
30.20 |
2.3% |
13.91 |
1.0% |
46% |
False |
False |
|
10 |
1,350.47 |
1,311.80 |
38.67 |
2.9% |
14.03 |
1.1% |
36% |
False |
False |
|
20 |
1,370.58 |
1,311.80 |
58.78 |
4.4% |
14.00 |
1.1% |
24% |
False |
False |
|
40 |
1,370.58 |
1,294.70 |
75.88 |
5.7% |
12.33 |
0.9% |
41% |
False |
False |
|
60 |
1,370.58 |
1,250.11 |
120.47 |
9.1% |
13.58 |
1.0% |
63% |
False |
False |
|
80 |
1,370.58 |
1,250.11 |
120.47 |
9.1% |
13.16 |
1.0% |
63% |
False |
False |
|
100 |
1,370.58 |
1,250.11 |
120.47 |
9.1% |
12.81 |
1.0% |
63% |
False |
False |
|
120 |
1,370.58 |
1,219.50 |
151.08 |
11.4% |
11.93 |
0.9% |
70% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,388.44 |
2.618 |
1,365.42 |
1.618 |
1,351.32 |
1.000 |
1,342.61 |
0.618 |
1,337.22 |
HIGH |
1,328.51 |
0.618 |
1,323.12 |
0.500 |
1,321.46 |
0.382 |
1,319.80 |
LOW |
1,314.41 |
0.618 |
1,305.70 |
1.000 |
1,300.31 |
1.618 |
1,291.60 |
2.618 |
1,277.50 |
4.250 |
1,254.49 |
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