| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
4,919.0 |
4,849.5 |
-69.5 |
-1.4% |
4,629.0 |
| High |
4,940.0 |
4,956.5 |
16.5 |
0.3% |
4,853.5 |
| Low |
4,859.5 |
4,844.0 |
-15.5 |
-0.3% |
4,570.0 |
| Close |
4,867.5 |
4,897.0 |
29.5 |
0.6% |
4,805.5 |
| Range |
80.5 |
112.5 |
32.0 |
39.8% |
283.5 |
| ATR |
131.6 |
130.2 |
-1.4 |
-1.0% |
0.0 |
| Volume |
336 |
258 |
-78 |
-23.2% |
1,133 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,236.7 |
5,179.3 |
4,958.9 |
|
| R3 |
5,124.2 |
5,066.8 |
4,927.9 |
|
| R2 |
5,011.7 |
5,011.7 |
4,917.6 |
|
| R1 |
4,954.3 |
4,954.3 |
4,907.3 |
4,983.0 |
| PP |
4,899.2 |
4,899.2 |
4,899.2 |
4,913.5 |
| S1 |
4,841.8 |
4,841.8 |
4,886.7 |
4,870.5 |
| S2 |
4,786.7 |
4,786.7 |
4,876.4 |
|
| S3 |
4,674.2 |
4,729.3 |
4,866.1 |
|
| S4 |
4,561.7 |
4,616.8 |
4,835.1 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,593.5 |
5,483.0 |
4,961.4 |
|
| R3 |
5,310.0 |
5,199.5 |
4,883.5 |
|
| R2 |
5,026.5 |
5,026.5 |
4,857.5 |
|
| R1 |
4,916.0 |
4,916.0 |
4,831.5 |
4,971.3 |
| PP |
4,743.0 |
4,743.0 |
4,743.0 |
4,770.6 |
| S1 |
4,632.5 |
4,632.5 |
4,779.5 |
4,687.8 |
| S2 |
4,459.5 |
4,459.5 |
4,753.5 |
|
| S3 |
4,176.0 |
4,349.0 |
4,727.5 |
|
| S4 |
3,892.5 |
4,065.5 |
4,649.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,956.5 |
4,638.5 |
318.0 |
6.5% |
105.4 |
2.2% |
81% |
True |
False |
303 |
| 10 |
4,956.5 |
4,477.5 |
479.0 |
9.8% |
107.6 |
2.2% |
88% |
True |
False |
222 |
| 20 |
4,956.5 |
4,248.5 |
708.0 |
14.5% |
118.0 |
2.4% |
92% |
True |
False |
377 |
| 40 |
4,956.5 |
3,613.5 |
1,343.0 |
27.4% |
125.3 |
2.6% |
96% |
True |
False |
1,320 |
| 60 |
4,956.5 |
3,613.5 |
1,343.0 |
27.4% |
126.3 |
2.6% |
96% |
True |
False |
1,020 |
| 80 |
4,956.5 |
3,613.5 |
1,343.0 |
27.4% |
131.1 |
2.7% |
96% |
True |
False |
812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,434.6 |
|
2.618 |
5,251.0 |
|
1.618 |
5,138.5 |
|
1.000 |
5,069.0 |
|
0.618 |
5,026.0 |
|
HIGH |
4,956.5 |
|
0.618 |
4,913.5 |
|
0.500 |
4,900.3 |
|
0.382 |
4,887.0 |
|
LOW |
4,844.0 |
|
0.618 |
4,774.5 |
|
1.000 |
4,731.5 |
|
1.618 |
4,662.0 |
|
2.618 |
4,549.5 |
|
4.250 |
4,365.9 |
|
|