| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,837.65 |
1,865.89 |
28.24 |
1.5% |
1,818.46 |
| High |
1,863.87 |
1,867.72 |
3.85 |
0.2% |
1,867.72 |
| Low |
1,831.78 |
1,836.23 |
4.45 |
0.2% |
1,756.63 |
| Close |
1,862.71 |
1,852.39 |
-10.32 |
-0.6% |
1,852.39 |
| Range |
32.09 |
31.49 |
-0.60 |
-1.9% |
111.09 |
| ATR |
53.12 |
51.58 |
-1.55 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,946.58 |
1,930.98 |
1,869.71 |
|
| R3 |
1,915.09 |
1,899.49 |
1,861.05 |
|
| R2 |
1,883.60 |
1,883.60 |
1,858.16 |
|
| R1 |
1,868.00 |
1,868.00 |
1,855.28 |
1,860.06 |
| PP |
1,852.11 |
1,852.11 |
1,852.11 |
1,848.14 |
| S1 |
1,836.51 |
1,836.51 |
1,849.50 |
1,828.57 |
| S2 |
1,820.62 |
1,820.62 |
1,846.62 |
|
| S3 |
1,789.13 |
1,805.02 |
1,843.73 |
|
| S4 |
1,757.64 |
1,773.53 |
1,835.07 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,158.85 |
2,116.71 |
1,913.49 |
|
| R3 |
2,047.76 |
2,005.62 |
1,882.94 |
|
| R2 |
1,936.67 |
1,936.67 |
1,872.76 |
|
| R1 |
1,894.53 |
1,894.53 |
1,862.57 |
1,915.60 |
| PP |
1,825.58 |
1,825.58 |
1,825.58 |
1,836.12 |
| S1 |
1,783.44 |
1,783.44 |
1,842.21 |
1,804.51 |
| S2 |
1,714.49 |
1,714.49 |
1,832.02 |
|
| S3 |
1,603.40 |
1,672.35 |
1,821.84 |
|
| S4 |
1,492.31 |
1,561.26 |
1,791.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,867.72 |
1,756.63 |
111.09 |
6.0% |
41.99 |
2.3% |
86% |
True |
False |
|
| 10 |
1,933.25 |
1,756.63 |
176.62 |
9.5% |
46.45 |
2.5% |
54% |
False |
False |
|
| 20 |
2,039.52 |
1,752.31 |
287.21 |
15.5% |
53.31 |
2.9% |
35% |
False |
False |
|
| 40 |
2,059.42 |
1,752.31 |
307.11 |
16.6% |
38.84 |
2.1% |
33% |
False |
False |
|
| 60 |
2,059.42 |
1,752.31 |
307.11 |
16.6% |
32.29 |
1.7% |
33% |
False |
False |
|
| 80 |
2,059.42 |
1,712.89 |
346.53 |
18.7% |
30.16 |
1.6% |
40% |
False |
False |
|
| 100 |
2,059.42 |
1,712.89 |
346.53 |
18.7% |
30.15 |
1.6% |
40% |
False |
False |
|
| 120 |
2,059.42 |
1,712.89 |
346.53 |
18.7% |
28.21 |
1.5% |
40% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,001.55 |
|
2.618 |
1,950.16 |
|
1.618 |
1,918.67 |
|
1.000 |
1,899.21 |
|
0.618 |
1,887.18 |
|
HIGH |
1,867.72 |
|
0.618 |
1,855.69 |
|
0.500 |
1,851.98 |
|
0.382 |
1,848.26 |
|
LOW |
1,836.23 |
|
0.618 |
1,816.77 |
|
1.000 |
1,804.74 |
|
1.618 |
1,785.28 |
|
2.618 |
1,753.79 |
|
4.250 |
1,702.40 |
|
|