| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1,401.37 |
1,378.83 |
-22.54 |
-1.6% |
1,375.05 |
| High |
1,423.13 |
1,391.00 |
-32.13 |
-2.3% |
1,410.43 |
| Low |
1,388.81 |
1,353.53 |
-35.28 |
-2.5% |
1,339.82 |
| Close |
1,393.72 |
1,367.39 |
-26.33 |
-1.9% |
1,355.11 |
| Range |
34.32 |
37.47 |
3.15 |
9.2% |
70.61 |
| ATR |
34.11 |
34.55 |
0.43 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,483.05 |
1,462.69 |
1,388.00 |
|
| R3 |
1,445.58 |
1,425.22 |
1,377.69 |
|
| R2 |
1,408.11 |
1,408.11 |
1,374.26 |
|
| R1 |
1,387.75 |
1,387.75 |
1,370.82 |
1,379.20 |
| PP |
1,370.64 |
1,370.64 |
1,370.64 |
1,366.36 |
| S1 |
1,350.28 |
1,350.28 |
1,363.96 |
1,341.73 |
| S2 |
1,333.17 |
1,333.17 |
1,360.52 |
|
| S3 |
1,295.70 |
1,312.81 |
1,357.09 |
|
| S4 |
1,258.23 |
1,275.34 |
1,346.78 |
|
|
| 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 |
1,423.13 |
1,351.13 |
72.00 |
5.3% |
32.19 |
2.4% |
23% |
False |
False |
|
| 10 |
1,423.13 |
1,339.82 |
83.31 |
6.1% |
32.63 |
2.4% |
33% |
False |
False |
|
| 20 |
1,435.80 |
1,339.82 |
95.98 |
7.0% |
31.19 |
2.3% |
29% |
False |
False |
|
| 40 |
1,435.80 |
1,204.96 |
230.84 |
16.9% |
29.78 |
2.2% |
70% |
False |
False |
|
| 60 |
1,435.80 |
1,040.41 |
395.39 |
28.9% |
32.75 |
2.4% |
83% |
False |
False |
|
| 80 |
1,435.80 |
1,040.41 |
395.39 |
28.9% |
33.50 |
2.5% |
83% |
False |
False |
|
| 100 |
1,435.80 |
1,040.41 |
395.39 |
28.9% |
33.89 |
2.5% |
83% |
False |
False |
|
| 120 |
1,435.80 |
1,040.41 |
395.39 |
28.9% |
35.23 |
2.6% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,550.25 |
|
2.618 |
1,489.10 |
|
1.618 |
1,451.63 |
|
1.000 |
1,428.47 |
|
0.618 |
1,414.16 |
|
HIGH |
1,391.00 |
|
0.618 |
1,376.69 |
|
0.500 |
1,372.27 |
|
0.382 |
1,367.84 |
|
LOW |
1,353.53 |
|
0.618 |
1,330.37 |
|
1.000 |
1,316.06 |
|
1.618 |
1,292.90 |
|
2.618 |
1,255.43 |
|
4.250 |
1,194.28 |
|
|