| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,055.00 |
1,096.00 |
41.00 |
3.9% |
1,075.25 |
| High |
1,094.25 |
1,097.75 |
3.50 |
0.3% |
1,097.75 |
| Low |
1,049.75 |
1,075.50 |
25.75 |
2.5% |
1,029.25 |
| Close |
1,092.75 |
1,080.00 |
-12.75 |
-1.2% |
1,080.00 |
| Range |
44.50 |
22.25 |
-22.25 |
-50.0% |
68.50 |
| ATR |
28.81 |
28.34 |
-0.47 |
-1.6% |
0.00 |
| Volume |
47 |
52 |
5 |
10.6% |
270 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,151.25 |
1,137.75 |
1,092.25 |
|
| R3 |
1,129.00 |
1,115.50 |
1,086.00 |
|
| R2 |
1,106.75 |
1,106.75 |
1,084.00 |
|
| R1 |
1,093.25 |
1,093.25 |
1,082.00 |
1,089.00 |
| PP |
1,084.50 |
1,084.50 |
1,084.50 |
1,082.25 |
| S1 |
1,071.00 |
1,071.00 |
1,078.00 |
1,066.50 |
| S2 |
1,062.25 |
1,062.25 |
1,076.00 |
|
| S3 |
1,040.00 |
1,048.75 |
1,074.00 |
|
| S4 |
1,017.75 |
1,026.50 |
1,067.75 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,274.50 |
1,245.75 |
1,117.75 |
|
| R3 |
1,206.00 |
1,177.25 |
1,098.75 |
|
| R2 |
1,137.50 |
1,137.50 |
1,092.50 |
|
| R1 |
1,108.75 |
1,108.75 |
1,086.25 |
1,123.00 |
| PP |
1,069.00 |
1,069.00 |
1,069.00 |
1,076.25 |
| S1 |
1,040.25 |
1,040.25 |
1,073.75 |
1,054.50 |
| S2 |
1,000.50 |
1,000.50 |
1,067.50 |
|
| S3 |
932.00 |
971.75 |
1,061.25 |
|
| S4 |
863.50 |
903.25 |
1,042.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,097.75 |
1,029.25 |
68.50 |
6.3% |
29.75 |
2.8% |
74% |
True |
False |
54 |
| 10 |
1,138.00 |
1,029.25 |
108.75 |
10.1% |
31.50 |
2.9% |
47% |
False |
False |
108 |
| 20 |
1,192.25 |
1,029.25 |
163.00 |
15.1% |
32.25 |
3.0% |
31% |
False |
False |
126 |
| 40 |
1,208.00 |
1,029.25 |
178.75 |
16.6% |
23.25 |
2.2% |
28% |
False |
False |
110 |
| 60 |
1,208.00 |
1,029.25 |
178.75 |
16.6% |
18.00 |
1.7% |
28% |
False |
False |
102 |
| 80 |
1,208.00 |
1,029.25 |
178.75 |
16.6% |
14.75 |
1.4% |
28% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,192.25 |
|
2.618 |
1,156.00 |
|
1.618 |
1,133.75 |
|
1.000 |
1,120.00 |
|
0.618 |
1,111.50 |
|
HIGH |
1,097.75 |
|
0.618 |
1,089.25 |
|
0.500 |
1,086.50 |
|
0.382 |
1,084.00 |
|
LOW |
1,075.50 |
|
0.618 |
1,061.75 |
|
1.000 |
1,053.25 |
|
1.618 |
1,039.50 |
|
2.618 |
1,017.25 |
|
4.250 |
981.00 |
|
|