| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
19,900 |
19,437 |
-463 |
-2.3% |
20,488 |
| High |
20,107 |
19,856 |
-251 |
-1.2% |
20,766 |
| Low |
19,683 |
19,434 |
-249 |
-1.3% |
19,434 |
| Close |
20,024 |
19,695 |
-329 |
-1.6% |
19,695 |
| Range |
424 |
422 |
-2 |
-0.5% |
1,332 |
| ATR |
350 |
367 |
17 |
4.9% |
0 |
| Volume |
94,599 |
107,767 |
13,168 |
13.9% |
397,612 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,928 |
20,733 |
19,927 |
|
| R3 |
20,506 |
20,311 |
19,811 |
|
| R2 |
20,084 |
20,084 |
19,772 |
|
| R1 |
19,889 |
19,889 |
19,734 |
19,987 |
| PP |
19,662 |
19,662 |
19,662 |
19,710 |
| S1 |
19,467 |
19,467 |
19,656 |
19,565 |
| S2 |
19,240 |
19,240 |
19,618 |
|
| S3 |
18,818 |
19,045 |
19,579 |
|
| S4 |
18,396 |
18,623 |
19,463 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,961 |
23,160 |
20,428 |
|
| R3 |
22,629 |
21,828 |
20,061 |
|
| R2 |
21,297 |
21,297 |
19,939 |
|
| R1 |
20,496 |
20,496 |
19,817 |
20,231 |
| PP |
19,965 |
19,965 |
19,965 |
19,832 |
| S1 |
19,164 |
19,164 |
19,573 |
18,899 |
| S2 |
18,633 |
18,633 |
19,451 |
|
| S3 |
17,301 |
17,832 |
19,329 |
|
| S4 |
15,969 |
16,500 |
18,962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,766 |
19,434 |
1,332 |
6.8% |
304 |
1.5% |
20% |
False |
True |
79,522 |
| 10 |
21,390 |
19,434 |
1,956 |
9.9% |
275 |
1.4% |
13% |
False |
True |
63,838 |
| 20 |
22,299 |
19,434 |
2,865 |
14.5% |
278 |
1.4% |
9% |
False |
True |
33,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,650 |
|
2.618 |
20,961 |
|
1.618 |
20,539 |
|
1.000 |
20,278 |
|
0.618 |
20,117 |
|
HIGH |
19,856 |
|
0.618 |
19,695 |
|
0.500 |
19,645 |
|
0.382 |
19,595 |
|
LOW |
19,434 |
|
0.618 |
19,173 |
|
1.000 |
19,012 |
|
1.618 |
18,751 |
|
2.618 |
18,329 |
|
4.250 |
17,641 |
|
|