| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
| Open |
2,008.50 |
2,005.29 |
-3.21 |
-0.2% |
1,969.50 |
| High |
2,010.18 |
2,015.23 |
5.05 |
0.3% |
2,035.81 |
| Low |
1,987.50 |
1,952.77 |
-34.73 |
-1.7% |
1,959.48 |
| Close |
2,000.67 |
1,956.80 |
-43.87 |
-2.2% |
2,031.27 |
| Range |
22.68 |
62.46 |
39.78 |
175.4% |
76.33 |
| ATR |
35.92 |
37.81 |
1.90 |
5.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,162.31 |
2,122.02 |
1,991.15 |
|
| R3 |
2,099.85 |
2,059.56 |
1,973.98 |
|
| R2 |
2,037.39 |
2,037.39 |
1,968.25 |
|
| R1 |
1,997.10 |
1,997.10 |
1,962.53 |
1,986.02 |
| PP |
1,974.93 |
1,974.93 |
1,974.93 |
1,969.39 |
| S1 |
1,934.64 |
1,934.64 |
1,951.07 |
1,923.56 |
| S2 |
1,912.47 |
1,912.47 |
1,945.35 |
|
| S3 |
1,850.01 |
1,872.18 |
1,939.62 |
|
| S4 |
1,787.55 |
1,809.72 |
1,922.45 |
|
|
| 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 |
2,050.79 |
1,952.77 |
98.02 |
5.0% |
39.53 |
2.0% |
4% |
False |
True |
|
| 10 |
2,050.79 |
1,947.60 |
103.19 |
5.3% |
34.09 |
1.7% |
9% |
False |
False |
|
| 20 |
2,050.79 |
1,886.94 |
163.85 |
8.4% |
36.20 |
1.8% |
43% |
False |
False |
|
| 40 |
2,050.79 |
1,762.20 |
288.59 |
14.7% |
33.41 |
1.7% |
67% |
False |
False |
|
| 60 |
2,050.79 |
1,668.57 |
382.22 |
19.5% |
36.22 |
1.9% |
75% |
False |
False |
|
| 80 |
2,050.79 |
1,668.57 |
382.22 |
19.5% |
37.05 |
1.9% |
75% |
False |
False |
|
| 100 |
2,121.28 |
1,668.57 |
452.71 |
23.1% |
39.76 |
2.0% |
64% |
False |
False |
|
| 120 |
2,147.68 |
1,668.57 |
479.11 |
24.5% |
38.37 |
2.0% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,280.69 |
|
2.618 |
2,178.75 |
|
1.618 |
2,116.29 |
|
1.000 |
2,077.69 |
|
0.618 |
2,053.83 |
|
HIGH |
2,015.23 |
|
0.618 |
1,991.37 |
|
0.500 |
1,984.00 |
|
0.382 |
1,976.63 |
|
LOW |
1,952.77 |
|
0.618 |
1,914.17 |
|
1.000 |
1,890.31 |
|
1.618 |
1,851.71 |
|
2.618 |
1,789.25 |
|
4.250 |
1,687.32 |
|
|