| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
6,122.0 |
6,099.0 |
-23.0 |
-0.4% |
5,878.5 |
| High |
6,190.0 |
6,126.5 |
-63.5 |
-1.0% |
6,285.0 |
| Low |
6,103.0 |
5,970.0 |
-133.0 |
-2.2% |
5,877.0 |
| Close |
6,165.0 |
5,993.0 |
-172.0 |
-2.8% |
6,040.5 |
| Range |
87.0 |
156.5 |
69.5 |
79.9% |
408.0 |
| ATR |
152.8 |
155.8 |
3.0 |
2.0% |
0.0 |
| Volume |
239 |
1,067 |
828 |
346.4% |
2,228 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,499.3 |
6,402.7 |
6,079.1 |
|
| R3 |
6,342.8 |
6,246.2 |
6,036.0 |
|
| R2 |
6,186.3 |
6,186.3 |
6,021.7 |
|
| R1 |
6,089.7 |
6,089.7 |
6,007.3 |
6,059.8 |
| PP |
6,029.8 |
6,029.8 |
6,029.8 |
6,014.9 |
| S1 |
5,933.2 |
5,933.2 |
5,978.7 |
5,903.3 |
| S2 |
5,873.3 |
5,873.3 |
5,964.3 |
|
| S3 |
5,716.8 |
5,776.7 |
5,950.0 |
|
| S4 |
5,560.3 |
5,620.2 |
5,906.9 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,291.5 |
7,074.0 |
6,264.9 |
|
| R3 |
6,883.5 |
6,666.0 |
6,152.7 |
|
| R2 |
6,475.5 |
6,475.5 |
6,115.3 |
|
| R1 |
6,258.0 |
6,258.0 |
6,077.9 |
6,366.8 |
| PP |
6,067.5 |
6,067.5 |
6,067.5 |
6,121.9 |
| S1 |
5,850.0 |
5,850.0 |
6,003.1 |
5,958.8 |
| S2 |
5,659.5 |
5,659.5 |
5,965.7 |
|
| S3 |
5,251.5 |
5,442.0 |
5,928.3 |
|
| S4 |
4,843.5 |
5,034.0 |
5,816.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,285.0 |
5,970.0 |
315.0 |
5.3% |
139.7 |
2.3% |
7% |
False |
True |
436 |
| 10 |
6,285.0 |
5,593.5 |
691.5 |
11.5% |
188.7 |
3.1% |
58% |
False |
False |
496 |
| 20 |
6,348.5 |
5,593.5 |
755.0 |
12.6% |
157.8 |
2.6% |
53% |
False |
False |
458 |
| 40 |
6,348.5 |
5,593.5 |
755.0 |
12.6% |
110.7 |
1.8% |
53% |
False |
False |
472 |
| 60 |
6,348.5 |
5,536.5 |
812.0 |
13.5% |
96.0 |
1.6% |
56% |
False |
False |
769 |
| 80 |
6,348.5 |
5,419.0 |
929.5 |
15.5% |
90.5 |
1.5% |
62% |
False |
False |
609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,791.6 |
|
2.618 |
6,536.2 |
|
1.618 |
6,379.7 |
|
1.000 |
6,283.0 |
|
0.618 |
6,223.2 |
|
HIGH |
6,126.5 |
|
0.618 |
6,066.7 |
|
0.500 |
6,048.3 |
|
0.382 |
6,029.8 |
|
LOW |
5,970.0 |
|
0.618 |
5,873.3 |
|
1.000 |
5,813.5 |
|
1.618 |
5,716.8 |
|
2.618 |
5,560.3 |
|
4.250 |
5,304.9 |
|
|