| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,003.59 |
1,947.35 |
-56.24 |
-2.8% |
2,054.84 |
| High |
2,003.59 |
1,971.10 |
-32.49 |
-1.6% |
2,059.42 |
| Low |
1,955.39 |
1,936.56 |
-18.83 |
-1.0% |
1,991.95 |
| Close |
1,968.97 |
1,958.26 |
-10.71 |
-0.5% |
2,000.63 |
| Range |
48.20 |
34.54 |
-13.66 |
-28.3% |
67.47 |
| ATR |
31.00 |
31.25 |
0.25 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,058.93 |
2,043.13 |
1,977.26 |
|
| R3 |
2,024.39 |
2,008.59 |
1,967.76 |
|
| R2 |
1,989.85 |
1,989.85 |
1,964.59 |
|
| R1 |
1,974.05 |
1,974.05 |
1,961.43 |
1,981.95 |
| PP |
1,955.31 |
1,955.31 |
1,955.31 |
1,959.26 |
| S1 |
1,939.51 |
1,939.51 |
1,955.09 |
1,947.41 |
| S2 |
1,920.77 |
1,920.77 |
1,951.93 |
|
| S3 |
1,886.23 |
1,904.97 |
1,948.76 |
|
| S4 |
1,851.69 |
1,870.43 |
1,939.26 |
|
|
| 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 |
1,936.56 |
109.30 |
5.6% |
36.40 |
1.9% |
20% |
False |
True |
|
| 10 |
2,059.42 |
1,936.56 |
122.86 |
6.3% |
33.34 |
1.7% |
18% |
False |
True |
|
| 20 |
2,059.42 |
1,936.56 |
122.86 |
6.3% |
26.77 |
1.4% |
18% |
False |
True |
|
| 40 |
2,059.42 |
1,901.11 |
158.31 |
8.1% |
23.23 |
1.2% |
36% |
False |
False |
|
| 60 |
2,059.42 |
1,738.46 |
320.96 |
16.4% |
22.64 |
1.2% |
68% |
False |
False |
|
| 80 |
2,059.42 |
1,712.89 |
346.53 |
17.7% |
25.03 |
1.3% |
71% |
False |
False |
|
| 100 |
2,059.42 |
1,712.89 |
346.53 |
17.7% |
23.45 |
1.2% |
71% |
False |
False |
|
| 120 |
2,059.42 |
1,712.89 |
346.53 |
17.7% |
23.01 |
1.2% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,117.90 |
|
2.618 |
2,061.53 |
|
1.618 |
2,026.99 |
|
1.000 |
2,005.64 |
|
0.618 |
1,992.45 |
|
HIGH |
1,971.10 |
|
0.618 |
1,957.91 |
|
0.500 |
1,953.83 |
|
0.382 |
1,949.75 |
|
LOW |
1,936.56 |
|
0.618 |
1,915.21 |
|
1.000 |
1,902.02 |
|
1.618 |
1,880.67 |
|
2.618 |
1,846.13 |
|
4.250 |
1,789.77 |
|
|