| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,995.41 |
2,033.95 |
38.54 |
1.9% |
1,969.50 |
| High |
2,032.36 |
2,035.81 |
3.45 |
0.2% |
2,035.81 |
| Low |
1,991.20 |
2,009.89 |
18.69 |
0.9% |
1,959.48 |
| Close |
2,031.34 |
2,031.27 |
-0.07 |
0.0% |
2,031.27 |
| Range |
41.16 |
25.92 |
-15.24 |
-37.0% |
76.33 |
| ATR |
36.50 |
35.75 |
-0.76 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,103.42 |
2,093.26 |
2,045.53 |
|
| R3 |
2,077.50 |
2,067.34 |
2,038.40 |
|
| R2 |
2,051.58 |
2,051.58 |
2,036.02 |
|
| R1 |
2,041.42 |
2,041.42 |
2,033.65 |
2,033.54 |
| PP |
2,025.66 |
2,025.66 |
2,025.66 |
2,021.72 |
| S1 |
2,015.50 |
2,015.50 |
2,028.89 |
2,007.62 |
| S2 |
1,999.74 |
1,999.74 |
2,026.52 |
|
| S3 |
1,973.82 |
1,989.58 |
2,024.14 |
|
| S4 |
1,947.90 |
1,963.66 |
2,017.01 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,237.84 |
2,210.89 |
2,073.25 |
|
| R3 |
2,161.51 |
2,134.56 |
2,052.26 |
|
| R2 |
2,085.18 |
2,085.18 |
2,045.26 |
|
| R1 |
2,058.23 |
2,058.23 |
2,038.27 |
2,071.71 |
| PP |
2,008.85 |
2,008.85 |
2,008.85 |
2,015.59 |
| S1 |
1,981.90 |
1,981.90 |
2,024.27 |
1,995.38 |
| S2 |
1,932.52 |
1,932.52 |
2,017.28 |
|
| S3 |
1,856.19 |
1,905.57 |
2,010.28 |
|
| S4 |
1,779.86 |
1,829.24 |
1,989.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,035.81 |
1,959.48 |
76.33 |
3.8% |
32.75 |
1.6% |
94% |
True |
False |
|
| 10 |
2,035.81 |
1,946.28 |
89.53 |
4.4% |
32.88 |
1.6% |
95% |
True |
False |
|
| 20 |
2,035.81 |
1,867.72 |
168.09 |
8.3% |
33.78 |
1.7% |
97% |
True |
False |
|
| 40 |
2,035.81 |
1,760.14 |
275.67 |
13.6% |
32.95 |
1.6% |
98% |
True |
False |
|
| 60 |
2,035.81 |
1,668.57 |
367.24 |
18.1% |
35.85 |
1.8% |
99% |
True |
False |
|
| 80 |
2,035.81 |
1,668.57 |
367.24 |
18.1% |
37.21 |
1.8% |
99% |
True |
False |
|
| 100 |
2,141.08 |
1,668.57 |
472.51 |
23.3% |
39.20 |
1.9% |
77% |
False |
False |
|
| 120 |
2,147.68 |
1,668.57 |
479.11 |
23.6% |
38.46 |
1.9% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,145.97 |
|
2.618 |
2,103.67 |
|
1.618 |
2,077.75 |
|
1.000 |
2,061.73 |
|
0.618 |
2,051.83 |
|
HIGH |
2,035.81 |
|
0.618 |
2,025.91 |
|
0.500 |
2,022.85 |
|
0.382 |
2,019.79 |
|
LOW |
2,009.89 |
|
0.618 |
1,993.87 |
|
1.000 |
1,983.97 |
|
1.618 |
1,967.95 |
|
2.618 |
1,942.03 |
|
4.250 |
1,899.73 |
|
|