| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,010.94 |
2,003.59 |
-7.35 |
-0.4% |
2,054.84 |
| High |
2,039.52 |
2,003.59 |
-35.93 |
-1.8% |
2,059.42 |
| Low |
2,010.91 |
1,955.39 |
-55.52 |
-2.8% |
1,991.95 |
| Close |
2,031.60 |
1,968.97 |
-62.63 |
-3.1% |
2,000.63 |
| Range |
28.61 |
48.20 |
19.59 |
68.5% |
67.47 |
| ATR |
27.52 |
31.00 |
3.48 |
12.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,120.58 |
2,092.98 |
1,995.48 |
|
| R3 |
2,072.38 |
2,044.78 |
1,982.23 |
|
| R2 |
2,024.18 |
2,024.18 |
1,977.81 |
|
| R1 |
1,996.58 |
1,996.58 |
1,973.39 |
1,986.28 |
| PP |
1,975.98 |
1,975.98 |
1,975.98 |
1,970.84 |
| S1 |
1,948.38 |
1,948.38 |
1,964.55 |
1,938.08 |
| S2 |
1,927.78 |
1,927.78 |
1,960.13 |
|
| S3 |
1,879.58 |
1,900.18 |
1,955.72 |
|
| S4 |
1,831.38 |
1,851.98 |
1,942.46 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,219.74 |
2,177.66 |
2,037.74 |
|
| R3 |
2,152.27 |
2,110.19 |
2,019.18 |
|
| R2 |
2,084.80 |
2,084.80 |
2,013.00 |
|
| R1 |
2,042.72 |
2,042.72 |
2,006.81 |
2,030.03 |
| PP |
2,017.33 |
2,017.33 |
2,017.33 |
2,010.99 |
| S1 |
1,975.25 |
1,975.25 |
1,994.45 |
1,962.56 |
| S2 |
1,949.86 |
1,949.86 |
1,988.26 |
|
| S3 |
1,882.39 |
1,907.78 |
1,982.08 |
|
| S4 |
1,814.92 |
1,840.31 |
1,963.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,045.86 |
1,955.39 |
90.47 |
4.6% |
34.69 |
1.8% |
15% |
False |
True |
|
| 10 |
2,059.42 |
1,955.39 |
104.03 |
5.3% |
31.80 |
1.6% |
13% |
False |
True |
|
| 20 |
2,059.42 |
1,955.39 |
104.03 |
5.3% |
26.06 |
1.3% |
13% |
False |
True |
|
| 40 |
2,059.42 |
1,885.99 |
173.43 |
8.8% |
23.00 |
1.2% |
48% |
False |
False |
|
| 60 |
2,059.42 |
1,734.12 |
325.30 |
16.5% |
22.42 |
1.1% |
72% |
False |
False |
|
| 80 |
2,059.42 |
1,712.89 |
346.53 |
17.6% |
24.91 |
1.3% |
74% |
False |
False |
|
| 100 |
2,059.42 |
1,712.89 |
346.53 |
17.6% |
23.29 |
1.2% |
74% |
False |
False |
|
| 120 |
2,059.42 |
1,709.44 |
349.98 |
17.8% |
22.92 |
1.2% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,208.44 |
|
2.618 |
2,129.78 |
|
1.618 |
2,081.58 |
|
1.000 |
2,051.79 |
|
0.618 |
2,033.38 |
|
HIGH |
2,003.59 |
|
0.618 |
1,985.18 |
|
0.500 |
1,979.49 |
|
0.382 |
1,973.80 |
|
LOW |
1,955.39 |
|
0.618 |
1,925.60 |
|
1.000 |
1,907.19 |
|
1.618 |
1,877.40 |
|
2.618 |
1,829.20 |
|
4.250 |
1,750.54 |
|
|