| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,879.32 |
1,830.17 |
-49.15 |
-2.6% |
1,931.52 |
| High |
1,894.41 |
1,839.99 |
-54.42 |
-2.9% |
1,983.13 |
| Low |
1,850.96 |
1,798.20 |
-52.76 |
-2.9% |
1,885.51 |
| Close |
1,873.42 |
1,800.12 |
-73.30 |
-3.9% |
1,907.10 |
| Range |
43.45 |
41.79 |
-1.66 |
-3.8% |
97.62 |
| ATR |
49.74 |
51.56 |
1.82 |
3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,938.14 |
1,910.92 |
1,823.10 |
|
| R3 |
1,896.35 |
1,869.13 |
1,811.61 |
|
| R2 |
1,854.56 |
1,854.56 |
1,807.78 |
|
| R1 |
1,827.34 |
1,827.34 |
1,803.95 |
1,820.06 |
| PP |
1,812.77 |
1,812.77 |
1,812.77 |
1,809.13 |
| S1 |
1,785.55 |
1,785.55 |
1,796.29 |
1,778.27 |
| S2 |
1,770.98 |
1,770.98 |
1,792.46 |
|
| S3 |
1,729.19 |
1,743.76 |
1,788.63 |
|
| S4 |
1,687.40 |
1,701.97 |
1,777.14 |
|
|
| 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 |
1,933.25 |
1,798.20 |
135.05 |
7.5% |
46.43 |
2.6% |
1% |
False |
True |
|
| 10 |
1,983.13 |
1,798.20 |
184.93 |
10.3% |
46.64 |
2.6% |
1% |
False |
True |
|
| 20 |
2,059.42 |
1,752.31 |
307.11 |
17.1% |
48.37 |
2.7% |
16% |
False |
False |
|
| 40 |
2,059.42 |
1,752.31 |
307.11 |
17.1% |
35.23 |
2.0% |
16% |
False |
False |
|
| 60 |
2,059.42 |
1,752.31 |
307.11 |
17.1% |
29.69 |
1.6% |
16% |
False |
False |
|
| 80 |
2,059.42 |
1,712.89 |
346.53 |
19.3% |
29.22 |
1.6% |
25% |
False |
False |
|
| 100 |
2,059.42 |
1,712.89 |
346.53 |
19.3% |
28.18 |
1.6% |
25% |
False |
False |
|
| 120 |
2,059.42 |
1,712.89 |
346.53 |
19.3% |
26.88 |
1.5% |
25% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,017.60 |
|
2.618 |
1,949.40 |
|
1.618 |
1,907.61 |
|
1.000 |
1,881.78 |
|
0.618 |
1,865.82 |
|
HIGH |
1,839.99 |
|
0.618 |
1,824.03 |
|
0.500 |
1,819.10 |
|
0.382 |
1,814.16 |
|
LOW |
1,798.20 |
|
0.618 |
1,772.37 |
|
1.000 |
1,756.41 |
|
1.618 |
1,730.58 |
|
2.618 |
1,688.79 |
|
4.250 |
1,620.59 |
|
|