| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,075.25 |
1,056.50 |
-18.75 |
-1.7% |
1,135.00 |
| High |
1,080.00 |
1,065.75 |
-14.25 |
-1.3% |
1,138.00 |
| Low |
1,062.25 |
1,029.25 |
-33.00 |
-3.1% |
1,043.75 |
| Close |
1,062.50 |
1,065.00 |
2.50 |
0.2% |
1,076.00 |
| Range |
17.75 |
36.50 |
18.75 |
105.6% |
94.25 |
| ATR |
26.92 |
27.61 |
0.68 |
2.5% |
0.00 |
| Volume |
68 |
33 |
-35 |
-51.5% |
813 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,162.75 |
1,150.50 |
1,085.00 |
|
| R3 |
1,126.25 |
1,114.00 |
1,075.00 |
|
| R2 |
1,089.75 |
1,089.75 |
1,071.75 |
|
| R1 |
1,077.50 |
1,077.50 |
1,068.25 |
1,083.50 |
| PP |
1,053.25 |
1,053.25 |
1,053.25 |
1,056.50 |
| S1 |
1,041.00 |
1,041.00 |
1,061.75 |
1,047.00 |
| S2 |
1,016.75 |
1,016.75 |
1,058.25 |
|
| S3 |
980.25 |
1,004.50 |
1,055.00 |
|
| S4 |
943.75 |
968.00 |
1,045.00 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,368.75 |
1,316.50 |
1,127.75 |
|
| R3 |
1,274.50 |
1,222.25 |
1,102.00 |
|
| R2 |
1,180.25 |
1,180.25 |
1,093.25 |
|
| R1 |
1,128.00 |
1,128.00 |
1,084.75 |
1,107.00 |
| PP |
1,086.00 |
1,086.00 |
1,086.00 |
1,075.50 |
| S1 |
1,033.75 |
1,033.75 |
1,067.25 |
1,012.75 |
| S2 |
991.75 |
991.75 |
1,058.75 |
|
| S3 |
897.50 |
939.50 |
1,050.00 |
|
| S4 |
803.25 |
845.25 |
1,024.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,113.00 |
1,029.25 |
83.75 |
7.9% |
32.00 |
3.0% |
43% |
False |
True |
166 |
| 10 |
1,164.75 |
1,029.25 |
135.50 |
12.7% |
30.25 |
2.8% |
26% |
False |
True |
122 |
| 20 |
1,198.50 |
1,029.25 |
169.25 |
15.9% |
30.25 |
2.8% |
21% |
False |
True |
127 |
| 40 |
1,208.00 |
1,029.25 |
178.75 |
16.8% |
21.50 |
2.0% |
20% |
False |
True |
106 |
| 60 |
1,208.00 |
1,029.25 |
178.75 |
16.8% |
16.50 |
1.6% |
20% |
False |
True |
100 |
| 80 |
1,208.00 |
1,029.25 |
178.75 |
16.8% |
13.75 |
1.3% |
20% |
False |
True |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,221.00 |
|
2.618 |
1,161.25 |
|
1.618 |
1,124.75 |
|
1.000 |
1,102.25 |
|
0.618 |
1,088.25 |
|
HIGH |
1,065.75 |
|
0.618 |
1,051.75 |
|
0.500 |
1,047.50 |
|
0.382 |
1,043.25 |
|
LOW |
1,029.25 |
|
0.618 |
1,006.75 |
|
1.000 |
992.75 |
|
1.618 |
970.25 |
|
2.618 |
933.75 |
|
4.250 |
874.00 |
|
|