| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
6,099.0 |
6,007.5 |
-91.5 |
-1.5% |
5,878.5 |
| High |
6,126.5 |
6,050.0 |
-76.5 |
-1.2% |
6,285.0 |
| Low |
5,970.0 |
5,787.0 |
-183.0 |
-3.1% |
5,877.0 |
| Close |
5,993.0 |
5,855.0 |
-138.0 |
-2.3% |
6,040.5 |
| Range |
156.5 |
263.0 |
106.5 |
68.1% |
408.0 |
| ATR |
155.8 |
163.5 |
7.7 |
4.9% |
0.0 |
| Volume |
1,067 |
1,942 |
875 |
82.0% |
2,228 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,686.3 |
6,533.7 |
5,999.7 |
|
| R3 |
6,423.3 |
6,270.7 |
5,927.3 |
|
| R2 |
6,160.3 |
6,160.3 |
5,903.2 |
|
| R1 |
6,007.7 |
6,007.7 |
5,879.1 |
5,952.5 |
| PP |
5,897.3 |
5,897.3 |
5,897.3 |
5,869.8 |
| S1 |
5,744.7 |
5,744.7 |
5,830.9 |
5,689.5 |
| S2 |
5,634.3 |
5,634.3 |
5,806.8 |
|
| S3 |
5,371.3 |
5,481.7 |
5,782.7 |
|
| S4 |
5,108.3 |
5,218.7 |
5,710.4 |
|
|
| 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 |
6,242.0 |
5,787.0 |
455.0 |
7.8% |
176.3 |
3.0% |
15% |
False |
True |
786 |
| 10 |
6,285.0 |
5,684.0 |
601.0 |
10.3% |
172.5 |
2.9% |
28% |
False |
False |
641 |
| 20 |
6,348.5 |
5,593.5 |
755.0 |
12.9% |
163.9 |
2.8% |
35% |
False |
False |
544 |
| 40 |
6,348.5 |
5,593.5 |
755.0 |
12.9% |
115.7 |
2.0% |
35% |
False |
False |
514 |
| 60 |
6,348.5 |
5,536.5 |
812.0 |
13.9% |
97.9 |
1.7% |
39% |
False |
False |
795 |
| 80 |
6,348.5 |
5,419.0 |
929.5 |
15.9% |
92.5 |
1.6% |
47% |
False |
False |
633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,167.8 |
|
2.618 |
6,738.5 |
|
1.618 |
6,475.5 |
|
1.000 |
6,313.0 |
|
0.618 |
6,212.5 |
|
HIGH |
6,050.0 |
|
0.618 |
5,949.5 |
|
0.500 |
5,918.5 |
|
0.382 |
5,887.5 |
|
LOW |
5,787.0 |
|
0.618 |
5,624.5 |
|
1.000 |
5,524.0 |
|
1.618 |
5,361.5 |
|
2.618 |
5,098.5 |
|
4.250 |
4,669.3 |
|
|