| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1,423.88 |
1,433.58 |
9.70 |
0.7% |
1,359.88 |
| High |
1,425.05 |
1,435.80 |
10.75 |
0.8% |
1,418.77 |
| Low |
1,408.29 |
1,401.10 |
-7.19 |
-0.5% |
1,355.99 |
| Close |
1,423.81 |
1,423.85 |
0.04 |
0.0% |
1,396.62 |
| Range |
16.76 |
34.70 |
17.94 |
107.0% |
62.78 |
| ATR |
32.72 |
32.86 |
0.14 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,524.35 |
1,508.80 |
1,442.94 |
|
| R3 |
1,489.65 |
1,474.10 |
1,433.39 |
|
| R2 |
1,454.95 |
1,454.95 |
1,430.21 |
|
| R1 |
1,439.40 |
1,439.40 |
1,427.03 |
1,429.83 |
| PP |
1,420.25 |
1,420.25 |
1,420.25 |
1,415.46 |
| S1 |
1,404.70 |
1,404.70 |
1,420.67 |
1,395.13 |
| S2 |
1,385.55 |
1,385.55 |
1,417.49 |
|
| S3 |
1,350.85 |
1,370.00 |
1,414.31 |
|
| S4 |
1,316.15 |
1,335.30 |
1,404.77 |
|
|
| 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 |
1,435.80 |
1,382.90 |
52.90 |
3.7% |
26.28 |
1.8% |
77% |
True |
False |
|
| 10 |
1,435.80 |
1,321.42 |
114.38 |
8.0% |
26.79 |
1.9% |
90% |
True |
False |
|
| 20 |
1,435.80 |
1,280.29 |
155.51 |
10.9% |
27.31 |
1.9% |
92% |
True |
False |
|
| 40 |
1,435.80 |
1,106.72 |
329.08 |
23.1% |
30.87 |
2.2% |
96% |
True |
False |
|
| 60 |
1,435.80 |
1,040.41 |
395.39 |
27.8% |
33.20 |
2.3% |
97% |
True |
False |
|
| 80 |
1,435.80 |
1,040.41 |
395.39 |
27.8% |
34.12 |
2.4% |
97% |
True |
False |
|
| 100 |
1,435.80 |
1,040.41 |
395.39 |
27.8% |
33.97 |
2.4% |
97% |
True |
False |
|
| 120 |
1,435.80 |
1,018.86 |
416.94 |
29.3% |
38.19 |
2.7% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,583.28 |
|
2.618 |
1,526.64 |
|
1.618 |
1,491.94 |
|
1.000 |
1,470.50 |
|
0.618 |
1,457.24 |
|
HIGH |
1,435.80 |
|
0.618 |
1,422.54 |
|
0.500 |
1,418.45 |
|
0.382 |
1,414.36 |
|
LOW |
1,401.10 |
|
0.618 |
1,379.66 |
|
1.000 |
1,366.40 |
|
1.618 |
1,344.96 |
|
2.618 |
1,310.26 |
|
4.250 |
1,253.63 |
|
|