| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1,355.55 |
1,367.05 |
11.50 |
0.8% |
1,375.05 |
| High |
1,374.10 |
1,392.73 |
18.63 |
1.4% |
1,410.43 |
| Low |
1,351.13 |
1,357.42 |
6.29 |
0.5% |
1,339.82 |
| Close |
1,355.11 |
1,392.73 |
37.62 |
2.8% |
1,355.11 |
| Range |
22.97 |
35.31 |
12.34 |
53.7% |
70.61 |
| ATR |
34.09 |
34.35 |
0.25 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,486.89 |
1,475.12 |
1,412.15 |
|
| R3 |
1,451.58 |
1,439.81 |
1,402.44 |
|
| R2 |
1,416.27 |
1,416.27 |
1,399.20 |
|
| R1 |
1,404.50 |
1,404.50 |
1,395.97 |
1,410.39 |
| PP |
1,380.96 |
1,380.96 |
1,380.96 |
1,383.90 |
| S1 |
1,369.19 |
1,369.19 |
1,389.49 |
1,375.08 |
| S2 |
1,345.65 |
1,345.65 |
1,386.26 |
|
| S3 |
1,310.34 |
1,333.88 |
1,383.02 |
|
| S4 |
1,275.03 |
1,298.57 |
1,373.31 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,580.28 |
1,538.31 |
1,393.95 |
|
| R3 |
1,509.67 |
1,467.70 |
1,374.53 |
|
| R2 |
1,439.06 |
1,439.06 |
1,368.06 |
|
| R1 |
1,397.09 |
1,397.09 |
1,361.58 |
1,382.77 |
| PP |
1,368.45 |
1,368.45 |
1,368.45 |
1,361.30 |
| S1 |
1,326.48 |
1,326.48 |
1,348.64 |
1,312.16 |
| S2 |
1,297.84 |
1,297.84 |
1,342.16 |
|
| S3 |
1,227.23 |
1,255.87 |
1,335.69 |
|
| S4 |
1,156.62 |
1,185.26 |
1,316.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,402.14 |
1,339.82 |
62.32 |
4.5% |
29.68 |
2.1% |
85% |
False |
False |
|
| 10 |
1,435.80 |
1,339.82 |
95.98 |
6.9% |
32.89 |
2.4% |
55% |
False |
False |
|
| 20 |
1,435.80 |
1,303.73 |
132.07 |
9.5% |
30.88 |
2.2% |
67% |
False |
False |
|
| 40 |
1,435.80 |
1,203.85 |
231.95 |
16.7% |
30.54 |
2.2% |
81% |
False |
False |
|
| 60 |
1,435.80 |
1,040.41 |
395.39 |
28.4% |
33.29 |
2.4% |
89% |
False |
False |
|
| 80 |
1,435.80 |
1,040.41 |
395.39 |
28.4% |
33.46 |
2.4% |
89% |
False |
False |
|
| 100 |
1,435.80 |
1,040.41 |
395.39 |
28.4% |
33.35 |
2.4% |
89% |
False |
False |
|
| 120 |
1,435.80 |
1,040.41 |
395.39 |
28.4% |
35.87 |
2.6% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,542.80 |
|
2.618 |
1,485.17 |
|
1.618 |
1,449.86 |
|
1.000 |
1,428.04 |
|
0.618 |
1,414.55 |
|
HIGH |
1,392.73 |
|
0.618 |
1,379.24 |
|
0.500 |
1,375.08 |
|
0.382 |
1,370.91 |
|
LOW |
1,357.42 |
|
0.618 |
1,335.60 |
|
1.000 |
1,322.11 |
|
1.618 |
1,300.29 |
|
2.618 |
1,264.98 |
|
4.250 |
1,207.35 |
|
|