| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,830.17 |
1,772.34 |
-57.83 |
-3.2% |
1,911.38 |
| High |
1,839.99 |
1,834.69 |
-5.30 |
-0.3% |
1,933.25 |
| Low |
1,798.20 |
1,767.94 |
-30.26 |
-1.7% |
1,767.94 |
| Close |
1,800.12 |
1,822.77 |
22.65 |
1.3% |
1,822.77 |
| Range |
41.79 |
66.75 |
24.96 |
59.7% |
165.31 |
| ATR |
51.56 |
52.64 |
1.09 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,008.72 |
1,982.49 |
1,859.48 |
|
| R3 |
1,941.97 |
1,915.74 |
1,841.13 |
|
| R2 |
1,875.22 |
1,875.22 |
1,835.01 |
|
| R1 |
1,848.99 |
1,848.99 |
1,828.89 |
1,862.11 |
| PP |
1,808.47 |
1,808.47 |
1,808.47 |
1,815.02 |
| S1 |
1,782.24 |
1,782.24 |
1,816.65 |
1,795.36 |
| S2 |
1,741.72 |
1,741.72 |
1,810.53 |
|
| S3 |
1,674.97 |
1,715.49 |
1,804.41 |
|
| S4 |
1,608.22 |
1,648.74 |
1,786.06 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,337.25 |
2,245.32 |
1,913.69 |
|
| R3 |
2,171.94 |
2,080.01 |
1,868.23 |
|
| R2 |
2,006.63 |
2,006.63 |
1,853.08 |
|
| R1 |
1,914.70 |
1,914.70 |
1,837.92 |
1,878.01 |
| PP |
1,841.32 |
1,841.32 |
1,841.32 |
1,822.98 |
| S1 |
1,749.39 |
1,749.39 |
1,807.62 |
1,712.70 |
| S2 |
1,676.01 |
1,676.01 |
1,792.46 |
|
| S3 |
1,510.70 |
1,584.08 |
1,777.31 |
|
| S4 |
1,345.39 |
1,418.77 |
1,731.85 |
|
|
| 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 |
1,767.94 |
165.31 |
9.1% |
50.90 |
2.8% |
33% |
False |
True |
|
| 10 |
1,983.13 |
1,767.94 |
215.19 |
11.8% |
43.93 |
2.4% |
25% |
False |
True |
|
| 20 |
2,059.42 |
1,752.31 |
307.11 |
16.8% |
50.78 |
2.8% |
23% |
False |
False |
|
| 40 |
2,059.42 |
1,752.31 |
307.11 |
16.8% |
36.20 |
2.0% |
23% |
False |
False |
|
| 60 |
2,059.42 |
1,752.31 |
307.11 |
16.8% |
30.22 |
1.7% |
23% |
False |
False |
|
| 80 |
2,059.42 |
1,712.89 |
346.53 |
19.0% |
29.63 |
1.6% |
32% |
False |
False |
|
| 100 |
2,059.42 |
1,712.89 |
346.53 |
19.0% |
28.71 |
1.6% |
32% |
False |
False |
|
| 120 |
2,059.42 |
1,712.89 |
346.53 |
19.0% |
27.30 |
1.5% |
32% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,118.38 |
|
2.618 |
2,009.44 |
|
1.618 |
1,942.69 |
|
1.000 |
1,901.44 |
|
0.618 |
1,875.94 |
|
HIGH |
1,834.69 |
|
0.618 |
1,809.19 |
|
0.500 |
1,801.32 |
|
0.382 |
1,793.44 |
|
LOW |
1,767.94 |
|
0.618 |
1,726.69 |
|
1.000 |
1,701.19 |
|
1.618 |
1,659.94 |
|
2.618 |
1,593.19 |
|
4.250 |
1,484.25 |
|
|