| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1,433.58 |
1,429.97 |
-3.61 |
-0.3% |
1,359.88 |
| High |
1,435.80 |
1,431.36 |
-4.44 |
-0.3% |
1,418.77 |
| Low |
1,401.10 |
1,377.55 |
-23.55 |
-1.7% |
1,355.99 |
| Close |
1,423.85 |
1,389.83 |
-34.02 |
-2.4% |
1,396.62 |
| Range |
34.70 |
53.81 |
19.11 |
55.1% |
62.78 |
| ATR |
32.86 |
34.36 |
1.50 |
4.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,561.01 |
1,529.23 |
1,419.43 |
|
| R3 |
1,507.20 |
1,475.42 |
1,404.63 |
|
| R2 |
1,453.39 |
1,453.39 |
1,399.70 |
|
| R1 |
1,421.61 |
1,421.61 |
1,394.76 |
1,410.60 |
| PP |
1,399.58 |
1,399.58 |
1,399.58 |
1,394.07 |
| S1 |
1,367.80 |
1,367.80 |
1,384.90 |
1,356.79 |
| S2 |
1,345.77 |
1,345.77 |
1,379.96 |
|
| S3 |
1,291.96 |
1,313.99 |
1,375.03 |
|
| S4 |
1,238.15 |
1,260.18 |
1,360.23 |
|
|
| 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 |
1,377.55 |
58.25 |
4.2% |
30.16 |
2.2% |
21% |
False |
True |
|
| 10 |
1,435.80 |
1,345.03 |
90.77 |
6.5% |
29.74 |
2.1% |
49% |
False |
False |
|
| 20 |
1,435.80 |
1,295.10 |
140.70 |
10.1% |
28.69 |
2.1% |
67% |
False |
False |
|
| 40 |
1,435.80 |
1,113.67 |
322.13 |
23.2% |
31.50 |
2.3% |
86% |
False |
False |
|
| 60 |
1,435.80 |
1,040.41 |
395.39 |
28.4% |
33.04 |
2.4% |
88% |
False |
False |
|
| 80 |
1,435.80 |
1,040.41 |
395.39 |
28.4% |
34.33 |
2.5% |
88% |
False |
False |
|
| 100 |
1,435.80 |
1,040.41 |
395.39 |
28.4% |
33.98 |
2.4% |
88% |
False |
False |
|
| 120 |
1,435.80 |
1,018.86 |
416.94 |
30.0% |
38.26 |
2.8% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,660.05 |
|
2.618 |
1,572.23 |
|
1.618 |
1,518.42 |
|
1.000 |
1,485.17 |
|
0.618 |
1,464.61 |
|
HIGH |
1,431.36 |
|
0.618 |
1,410.80 |
|
0.500 |
1,404.46 |
|
0.382 |
1,398.11 |
|
LOW |
1,377.55 |
|
0.618 |
1,344.30 |
|
1.000 |
1,323.74 |
|
1.618 |
1,290.49 |
|
2.618 |
1,236.68 |
|
4.250 |
1,148.86 |
|
|