| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2005 |
26-May-2005 |
Change |
Change % |
Previous Week |
| Open |
1,535.90 |
1,540.05 |
4.15 |
0.3% |
1,470.31 |
| High |
1,535.39 |
1,551.12 |
15.73 |
1.0% |
1,528.06 |
| Low |
1,524.41 |
1,539.74 |
15.33 |
1.0% |
1,465.85 |
| Close |
1,532.71 |
1,548.80 |
16.09 |
1.0% |
1,528.06 |
| Range |
10.98 |
11.38 |
0.40 |
3.6% |
62.21 |
| ATR |
18.90 |
18.86 |
-0.03 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-May-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,580.69 |
1,576.13 |
1,555.06 |
|
| R3 |
1,569.31 |
1,564.75 |
1,551.93 |
|
| R2 |
1,557.93 |
1,557.93 |
1,550.89 |
|
| R1 |
1,553.37 |
1,553.37 |
1,549.84 |
1,555.65 |
| PP |
1,546.55 |
1,546.55 |
1,546.55 |
1,547.70 |
| S1 |
1,541.99 |
1,541.99 |
1,547.76 |
1,544.27 |
| S2 |
1,535.17 |
1,535.17 |
1,546.71 |
|
| S3 |
1,523.79 |
1,530.61 |
1,545.67 |
|
| S4 |
1,512.41 |
1,519.23 |
1,542.54 |
|
|
| Weekly Pivots for week ending 20-May-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,693.95 |
1,673.22 |
1,562.28 |
|
| R3 |
1,631.74 |
1,611.01 |
1,545.17 |
|
| R2 |
1,569.53 |
1,569.53 |
1,539.47 |
|
| R1 |
1,548.80 |
1,548.80 |
1,533.76 |
1,559.17 |
| PP |
1,507.32 |
1,507.32 |
1,507.32 |
1,512.51 |
| S1 |
1,486.59 |
1,486.59 |
1,522.36 |
1,496.96 |
| S2 |
1,445.11 |
1,445.11 |
1,516.65 |
|
| S3 |
1,382.90 |
1,424.38 |
1,510.95 |
|
| S4 |
1,320.69 |
1,362.17 |
1,493.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,551.12 |
1,514.54 |
36.58 |
2.4% |
12.45 |
0.8% |
94% |
True |
False |
|
| 10 |
1,551.12 |
1,455.88 |
95.24 |
6.1% |
15.95 |
1.0% |
98% |
True |
False |
|
| 20 |
1,551.12 |
1,394.36 |
156.76 |
10.1% |
17.33 |
1.1% |
99% |
True |
False |
|
| 40 |
1,551.12 |
1,394.36 |
156.76 |
10.1% |
19.15 |
1.2% |
99% |
True |
False |
|
| 60 |
1,552.53 |
1,394.36 |
158.17 |
10.2% |
19.45 |
1.3% |
98% |
False |
False |
|
| 80 |
1,561.17 |
1,394.36 |
166.81 |
10.8% |
19.74 |
1.3% |
93% |
False |
False |
|
| 100 |
1,612.78 |
1,394.36 |
218.42 |
14.1% |
20.01 |
1.3% |
71% |
False |
False |
|
| 120 |
1,635.70 |
1,394.36 |
241.34 |
15.6% |
19.91 |
1.3% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,599.49 |
|
2.618 |
1,580.91 |
|
1.618 |
1,569.53 |
|
1.000 |
1,562.50 |
|
0.618 |
1,558.15 |
|
HIGH |
1,551.12 |
|
0.618 |
1,546.77 |
|
0.500 |
1,545.43 |
|
0.382 |
1,544.09 |
|
LOW |
1,539.74 |
|
0.618 |
1,532.71 |
|
1.000 |
1,528.36 |
|
1.618 |
1,521.33 |
|
2.618 |
1,509.95 |
|
4.250 |
1,491.38 |
|
|