| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
10,550 |
10,480 |
-70 |
-0.7% |
10,270 |
| High |
10,680 |
10,550 |
-130 |
-1.2% |
10,805 |
| Low |
10,460 |
10,155 |
-305 |
-2.9% |
10,155 |
| Close |
10,495 |
10,320 |
-175 |
-1.7% |
10,320 |
| Range |
220 |
395 |
175 |
79.5% |
650 |
| ATR |
295 |
302 |
7 |
2.4% |
0 |
| Volume |
12,803 |
11,450 |
-1,353 |
-10.6% |
100,611 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,527 |
11,318 |
10,537 |
|
| R3 |
11,132 |
10,923 |
10,429 |
|
| R2 |
10,737 |
10,737 |
10,393 |
|
| R1 |
10,528 |
10,528 |
10,356 |
10,435 |
| PP |
10,342 |
10,342 |
10,342 |
10,295 |
| S1 |
10,133 |
10,133 |
10,284 |
10,040 |
| S2 |
9,947 |
9,947 |
10,248 |
|
| S3 |
9,552 |
9,738 |
10,212 |
|
| S4 |
9,157 |
9,343 |
10,103 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,377 |
11,998 |
10,678 |
|
| R3 |
11,727 |
11,348 |
10,499 |
|
| R2 |
11,077 |
11,077 |
10,439 |
|
| R1 |
10,698 |
10,698 |
10,380 |
10,888 |
| PP |
10,427 |
10,427 |
10,427 |
10,521 |
| S1 |
10,048 |
10,048 |
10,261 |
10,238 |
| S2 |
9,777 |
9,777 |
10,201 |
|
| S3 |
9,127 |
9,398 |
10,141 |
|
| S4 |
8,477 |
8,748 |
9,963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,805 |
10,155 |
650 |
6.3% |
357 |
3.5% |
25% |
False |
True |
20,122 |
| 10 |
11,165 |
9,670 |
1,495 |
14.5% |
418 |
4.0% |
43% |
False |
False |
21,030 |
| 20 |
11,235 |
9,670 |
1,565 |
15.2% |
304 |
2.9% |
42% |
False |
False |
18,030 |
| 40 |
11,450 |
9,670 |
1,780 |
17.2% |
219 |
2.1% |
37% |
False |
False |
12,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,229 |
|
2.618 |
11,584 |
|
1.618 |
11,189 |
|
1.000 |
10,945 |
|
0.618 |
10,794 |
|
HIGH |
10,550 |
|
0.618 |
10,399 |
|
0.500 |
10,353 |
|
0.382 |
10,306 |
|
LOW |
10,155 |
|
0.618 |
9,911 |
|
1.000 |
9,760 |
|
1.618 |
9,516 |
|
2.618 |
9,121 |
|
4.250 |
8,476 |
|
|