| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,965.00 |
2,002.77 |
37.77 |
1.9% |
2,031.82 |
| High |
1,995.45 |
2,004.66 |
9.21 |
0.5% |
2,050.79 |
| Low |
1,963.05 |
1,981.25 |
18.20 |
0.9% |
1,943.85 |
| Close |
1,995.44 |
2,000.07 |
4.63 |
0.2% |
1,958.96 |
| Range |
32.40 |
23.41 |
-8.99 |
-27.7% |
106.94 |
| ATR |
35.66 |
34.78 |
-0.87 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,065.56 |
2,056.22 |
2,012.95 |
|
| R3 |
2,042.15 |
2,032.81 |
2,006.51 |
|
| R2 |
2,018.74 |
2,018.74 |
2,004.36 |
|
| R1 |
2,009.40 |
2,009.40 |
2,002.22 |
2,002.37 |
| PP |
1,995.33 |
1,995.33 |
1,995.33 |
1,991.81 |
| S1 |
1,985.99 |
1,985.99 |
1,997.92 |
1,978.96 |
| S2 |
1,971.92 |
1,971.92 |
1,995.78 |
|
| S3 |
1,948.51 |
1,962.58 |
1,993.63 |
|
| S4 |
1,925.10 |
1,939.17 |
1,987.19 |
|
|
| 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% |
32.30 |
1.6% |
79% |
False |
False |
|
| 10 |
2,050.79 |
1,943.85 |
106.94 |
5.3% |
33.15 |
1.7% |
53% |
False |
False |
|
| 20 |
2,050.79 |
1,912.81 |
137.98 |
6.9% |
34.46 |
1.7% |
63% |
False |
False |
|
| 40 |
2,050.79 |
1,776.60 |
274.19 |
13.7% |
32.32 |
1.6% |
82% |
False |
False |
|
| 60 |
2,050.79 |
1,668.57 |
382.22 |
19.1% |
35.86 |
1.8% |
87% |
False |
False |
|
| 80 |
2,050.79 |
1,668.57 |
382.22 |
19.1% |
36.05 |
1.8% |
87% |
False |
False |
|
| 100 |
2,050.79 |
1,668.57 |
382.22 |
19.1% |
39.48 |
2.0% |
87% |
False |
False |
|
| 120 |
2,147.68 |
1,668.57 |
479.11 |
24.0% |
38.14 |
1.9% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,104.15 |
|
2.618 |
2,065.95 |
|
1.618 |
2,042.54 |
|
1.000 |
2,028.07 |
|
0.618 |
2,019.13 |
|
HIGH |
2,004.66 |
|
0.618 |
1,995.72 |
|
0.500 |
1,992.96 |
|
0.382 |
1,990.19 |
|
LOW |
1,981.25 |
|
0.618 |
1,966.78 |
|
1.000 |
1,957.84 |
|
1.618 |
1,943.37 |
|
2.618 |
1,919.96 |
|
4.250 |
1,881.76 |
|
|