| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,928.58 |
1,911.38 |
-17.20 |
-0.9% |
1,931.52 |
| High |
1,929.91 |
1,920.75 |
-9.16 |
-0.5% |
1,983.13 |
| Low |
1,885.51 |
1,872.92 |
-12.59 |
-0.7% |
1,885.51 |
| Close |
1,907.10 |
1,915.45 |
8.35 |
0.4% |
1,907.10 |
| Range |
44.40 |
47.83 |
3.43 |
7.7% |
97.62 |
| ATR |
50.04 |
49.88 |
-0.16 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,046.53 |
2,028.82 |
1,941.76 |
|
| R3 |
1,998.70 |
1,980.99 |
1,928.60 |
|
| R2 |
1,950.87 |
1,950.87 |
1,924.22 |
|
| R1 |
1,933.16 |
1,933.16 |
1,919.83 |
1,942.02 |
| PP |
1,903.04 |
1,903.04 |
1,903.04 |
1,907.47 |
| S1 |
1,885.33 |
1,885.33 |
1,911.07 |
1,894.19 |
| S2 |
1,855.21 |
1,855.21 |
1,906.68 |
|
| S3 |
1,807.38 |
1,837.50 |
1,902.30 |
|
| S4 |
1,759.55 |
1,789.67 |
1,889.14 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,218.11 |
2,160.22 |
1,960.79 |
|
| R3 |
2,120.49 |
2,062.60 |
1,933.95 |
|
| R2 |
2,022.87 |
2,022.87 |
1,925.00 |
|
| R1 |
1,964.98 |
1,964.98 |
1,916.05 |
1,945.12 |
| PP |
1,925.25 |
1,925.25 |
1,925.25 |
1,915.31 |
| S1 |
1,867.36 |
1,867.36 |
1,898.15 |
1,847.50 |
| S2 |
1,827.63 |
1,827.63 |
1,889.20 |
|
| S3 |
1,730.01 |
1,769.74 |
1,880.25 |
|
| S4 |
1,632.39 |
1,672.12 |
1,853.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,983.13 |
1,872.92 |
110.21 |
5.8% |
42.70 |
2.2% |
39% |
False |
True |
|
| 10 |
2,003.59 |
1,752.31 |
251.28 |
13.1% |
62.10 |
3.2% |
65% |
False |
False |
|
| 20 |
2,059.42 |
1,752.31 |
307.11 |
16.0% |
45.43 |
2.4% |
53% |
False |
False |
|
| 40 |
2,059.42 |
1,752.31 |
307.11 |
16.0% |
33.37 |
1.7% |
53% |
False |
False |
|
| 60 |
2,059.42 |
1,752.31 |
307.11 |
16.0% |
28.48 |
1.5% |
53% |
False |
False |
|
| 80 |
2,059.42 |
1,712.89 |
346.53 |
18.1% |
28.85 |
1.5% |
58% |
False |
False |
|
| 100 |
2,059.42 |
1,712.89 |
346.53 |
18.1% |
27.20 |
1.4% |
58% |
False |
False |
|
| 120 |
2,059.42 |
1,712.89 |
346.53 |
18.1% |
26.18 |
1.4% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,124.03 |
|
2.618 |
2,045.97 |
|
1.618 |
1,998.14 |
|
1.000 |
1,968.58 |
|
0.618 |
1,950.31 |
|
HIGH |
1,920.75 |
|
0.618 |
1,902.48 |
|
0.500 |
1,896.84 |
|
0.382 |
1,891.19 |
|
LOW |
1,872.92 |
|
0.618 |
1,843.36 |
|
1.000 |
1,825.09 |
|
1.618 |
1,795.53 |
|
2.618 |
1,747.70 |
|
4.250 |
1,669.64 |
|
|