| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1,407.65 |
1,423.88 |
16.23 |
1.2% |
1,359.88 |
| High |
1,428.02 |
1,425.05 |
-2.97 |
-0.2% |
1,418.77 |
| Low |
1,403.47 |
1,408.29 |
4.82 |
0.3% |
1,355.99 |
| Close |
1,427.96 |
1,423.81 |
-4.15 |
-0.3% |
1,396.62 |
| Range |
24.55 |
16.76 |
-7.79 |
-31.7% |
62.78 |
| ATR |
33.72 |
32.72 |
-1.00 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,469.33 |
1,463.33 |
1,433.03 |
|
| R3 |
1,452.57 |
1,446.57 |
1,428.42 |
|
| R2 |
1,435.81 |
1,435.81 |
1,426.88 |
|
| R1 |
1,429.81 |
1,429.81 |
1,425.35 |
1,424.43 |
| PP |
1,419.05 |
1,419.05 |
1,419.05 |
1,416.36 |
| S1 |
1,413.05 |
1,413.05 |
1,422.27 |
1,407.67 |
| S2 |
1,402.29 |
1,402.29 |
1,420.74 |
|
| S3 |
1,385.53 |
1,396.29 |
1,419.20 |
|
| S4 |
1,368.77 |
1,379.53 |
1,414.59 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,578.80 |
1,550.49 |
1,431.15 |
|
| R3 |
1,516.02 |
1,487.71 |
1,413.88 |
|
| R2 |
1,453.24 |
1,453.24 |
1,408.13 |
|
| R1 |
1,424.93 |
1,424.93 |
1,402.37 |
1,439.09 |
| PP |
1,390.46 |
1,390.46 |
1,390.46 |
1,397.54 |
| S1 |
1,362.15 |
1,362.15 |
1,390.87 |
1,376.31 |
| S2 |
1,327.68 |
1,327.68 |
1,385.11 |
|
| S3 |
1,264.90 |
1,299.37 |
1,379.36 |
|
| S4 |
1,202.12 |
1,236.59 |
1,362.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,428.02 |
1,370.52 |
57.50 |
4.0% |
24.91 |
1.7% |
93% |
False |
False |
|
| 10 |
1,428.02 |
1,317.51 |
110.51 |
7.8% |
27.85 |
2.0% |
96% |
False |
False |
|
| 20 |
1,428.02 |
1,268.79 |
159.23 |
11.2% |
26.95 |
1.9% |
97% |
False |
False |
|
| 40 |
1,428.02 |
1,060.42 |
367.60 |
25.8% |
31.31 |
2.2% |
99% |
False |
False |
|
| 60 |
1,428.02 |
1,040.41 |
387.61 |
27.2% |
32.94 |
2.3% |
99% |
False |
False |
|
| 80 |
1,428.02 |
1,040.41 |
387.61 |
27.2% |
34.13 |
2.4% |
99% |
False |
False |
|
| 100 |
1,428.02 |
1,040.41 |
387.61 |
27.2% |
33.95 |
2.4% |
99% |
False |
False |
|
| 120 |
1,428.02 |
1,018.86 |
409.16 |
28.7% |
38.24 |
2.7% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,496.28 |
|
2.618 |
1,468.93 |
|
1.618 |
1,452.17 |
|
1.000 |
1,441.81 |
|
0.618 |
1,435.41 |
|
HIGH |
1,425.05 |
|
0.618 |
1,418.65 |
|
0.500 |
1,416.67 |
|
0.382 |
1,414.69 |
|
LOW |
1,408.29 |
|
0.618 |
1,397.93 |
|
1.000 |
1,391.53 |
|
1.618 |
1,381.17 |
|
2.618 |
1,364.41 |
|
4.250 |
1,337.06 |
|
|