| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,384.13 |
2,403.06 |
18.93 |
0.8% |
2,384.20 |
| High |
2,410.45 |
2,406.01 |
-4.44 |
-0.2% |
2,415.89 |
| Low |
2,372.19 |
2,378.76 |
6.57 |
0.3% |
2,372.19 |
| Close |
2,407.88 |
2,379.24 |
-28.64 |
-1.2% |
2,379.24 |
| Range |
38.26 |
27.25 |
-11.01 |
-28.8% |
43.70 |
| ATR |
28.81 |
28.83 |
0.02 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,469.75 |
2,451.75 |
2,394.23 |
|
| R3 |
2,442.50 |
2,424.50 |
2,386.73 |
|
| R2 |
2,415.25 |
2,415.25 |
2,384.24 |
|
| R1 |
2,397.25 |
2,397.25 |
2,381.74 |
2,392.63 |
| PP |
2,388.00 |
2,388.00 |
2,388.00 |
2,385.69 |
| S1 |
2,370.00 |
2,370.00 |
2,376.74 |
2,365.38 |
| S2 |
2,360.75 |
2,360.75 |
2,374.24 |
|
| S3 |
2,333.50 |
2,342.75 |
2,371.75 |
|
| S4 |
2,306.25 |
2,315.50 |
2,364.25 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,520.21 |
2,493.42 |
2,403.28 |
|
| R3 |
2,476.51 |
2,449.72 |
2,391.26 |
|
| R2 |
2,432.81 |
2,432.81 |
2,387.25 |
|
| R1 |
2,406.02 |
2,406.02 |
2,383.25 |
2,397.57 |
| PP |
2,389.11 |
2,389.11 |
2,389.11 |
2,384.88 |
| S1 |
2,362.32 |
2,362.32 |
2,375.23 |
2,353.87 |
| S2 |
2,345.41 |
2,345.41 |
2,371.23 |
|
| S3 |
2,301.71 |
2,318.62 |
2,367.22 |
|
| S4 |
2,258.01 |
2,274.92 |
2,355.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,415.89 |
2,372.19 |
43.70 |
1.8% |
29.29 |
1.2% |
16% |
False |
False |
|
| 10 |
2,417.83 |
2,366.73 |
51.10 |
2.1% |
29.52 |
1.2% |
24% |
False |
False |
|
| 20 |
2,417.83 |
2,254.87 |
162.96 |
6.8% |
24.27 |
1.0% |
76% |
False |
False |
|
| 40 |
2,417.83 |
2,217.95 |
199.88 |
8.4% |
24.88 |
1.0% |
81% |
False |
False |
|
| 60 |
2,417.83 |
2,188.92 |
228.91 |
9.6% |
28.12 |
1.2% |
83% |
False |
False |
|
| 80 |
2,417.83 |
2,188.92 |
228.91 |
9.6% |
27.25 |
1.1% |
83% |
False |
False |
|
| 100 |
2,417.83 |
2,188.92 |
228.91 |
9.6% |
25.59 |
1.1% |
83% |
False |
False |
|
| 120 |
2,417.83 |
2,105.61 |
312.22 |
13.1% |
24.88 |
1.0% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,521.82 |
|
2.618 |
2,477.35 |
|
1.618 |
2,450.10 |
|
1.000 |
2,433.26 |
|
0.618 |
2,422.85 |
|
HIGH |
2,406.01 |
|
0.618 |
2,395.60 |
|
0.500 |
2,392.39 |
|
0.382 |
2,389.17 |
|
LOW |
2,378.76 |
|
0.618 |
2,361.92 |
|
1.000 |
2,351.51 |
|
1.618 |
2,334.67 |
|
2.618 |
2,307.42 |
|
4.250 |
2,262.95 |
|
|