| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,959.67 |
1,965.00 |
5.33 |
0.3% |
2,031.82 |
| High |
1,964.68 |
1,995.45 |
30.77 |
1.6% |
2,050.79 |
| Low |
1,943.85 |
1,963.05 |
19.20 |
1.0% |
1,943.85 |
| Close |
1,958.96 |
1,995.44 |
36.48 |
1.9% |
1,958.96 |
| Range |
20.83 |
32.40 |
11.57 |
55.5% |
106.94 |
| ATR |
35.60 |
35.66 |
0.06 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,081.85 |
2,071.04 |
2,013.26 |
|
| R3 |
2,049.45 |
2,038.64 |
2,004.35 |
|
| R2 |
2,017.05 |
2,017.05 |
2,001.38 |
|
| R1 |
2,006.24 |
2,006.24 |
1,998.41 |
2,011.65 |
| PP |
1,984.65 |
1,984.65 |
1,984.65 |
1,987.35 |
| S1 |
1,973.84 |
1,973.84 |
1,992.47 |
1,979.25 |
| S2 |
1,952.25 |
1,952.25 |
1,989.50 |
|
| S3 |
1,919.85 |
1,941.44 |
1,986.53 |
|
| S4 |
1,887.45 |
1,909.04 |
1,977.62 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,305.35 |
2,239.10 |
2,017.78 |
|
| R3 |
2,198.41 |
2,132.16 |
1,988.37 |
|
| R2 |
2,091.47 |
2,091.47 |
1,978.57 |
|
| R1 |
2,025.22 |
2,025.22 |
1,968.76 |
2,004.88 |
| PP |
1,984.53 |
1,984.53 |
1,984.53 |
1,974.36 |
| S1 |
1,918.28 |
1,918.28 |
1,949.16 |
1,897.94 |
| S2 |
1,877.59 |
1,877.59 |
1,939.35 |
|
| S3 |
1,770.65 |
1,811.34 |
1,929.55 |
|
| S4 |
1,663.71 |
1,704.40 |
1,900.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,015.23 |
1,943.85 |
71.38 |
3.6% |
32.16 |
1.6% |
72% |
False |
False |
|
| 10 |
2,050.79 |
1,943.85 |
106.94 |
5.4% |
33.06 |
1.7% |
48% |
False |
False |
|
| 20 |
2,050.79 |
1,912.81 |
137.98 |
6.9% |
34.68 |
1.7% |
60% |
False |
False |
|
| 40 |
2,050.79 |
1,776.60 |
274.19 |
13.7% |
32.97 |
1.7% |
80% |
False |
False |
|
| 60 |
2,050.79 |
1,668.57 |
382.22 |
19.2% |
35.97 |
1.8% |
86% |
False |
False |
|
| 80 |
2,050.79 |
1,668.57 |
382.22 |
19.2% |
36.24 |
1.8% |
86% |
False |
False |
|
| 100 |
2,064.73 |
1,668.57 |
396.16 |
19.9% |
39.50 |
2.0% |
83% |
False |
False |
|
| 120 |
2,147.68 |
1,668.57 |
479.11 |
24.0% |
38.12 |
1.9% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,133.15 |
|
2.618 |
2,080.27 |
|
1.618 |
2,047.87 |
|
1.000 |
2,027.85 |
|
0.618 |
2,015.47 |
|
HIGH |
1,995.45 |
|
0.618 |
1,983.07 |
|
0.500 |
1,979.25 |
|
0.382 |
1,975.43 |
|
LOW |
1,963.05 |
|
0.618 |
1,943.03 |
|
1.000 |
1,930.65 |
|
1.618 |
1,910.63 |
|
2.618 |
1,878.23 |
|
4.250 |
1,825.35 |
|
|