| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1,328.75 |
1,326.00 |
-2.75 |
-0.2% |
1,316.75 |
| High |
1,334.00 |
1,332.50 |
-1.50 |
-0.1% |
1,334.00 |
| Low |
1,324.25 |
1,317.25 |
-7.00 |
-0.5% |
1,305.75 |
| Close |
1,330.75 |
1,316.75 |
-14.00 |
-1.1% |
1,316.75 |
| Range |
9.75 |
15.25 |
5.50 |
56.4% |
28.25 |
| ATR |
15.16 |
15.17 |
0.01 |
0.0% |
0.00 |
| Volume |
29 |
37 |
8 |
27.6% |
1,319 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,368.00 |
1,357.50 |
1,325.25 |
|
| R3 |
1,352.75 |
1,342.25 |
1,321.00 |
|
| R2 |
1,337.50 |
1,337.50 |
1,319.50 |
|
| R1 |
1,327.00 |
1,327.00 |
1,318.25 |
1,324.50 |
| PP |
1,322.25 |
1,322.25 |
1,322.25 |
1,321.00 |
| S1 |
1,311.75 |
1,311.75 |
1,315.25 |
1,309.50 |
| S2 |
1,307.00 |
1,307.00 |
1,314.00 |
|
| S3 |
1,291.75 |
1,296.50 |
1,312.50 |
|
| S4 |
1,276.50 |
1,281.25 |
1,308.25 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,403.50 |
1,388.50 |
1,332.25 |
|
| R3 |
1,375.25 |
1,360.25 |
1,324.50 |
|
| R2 |
1,347.00 |
1,347.00 |
1,322.00 |
|
| R1 |
1,332.00 |
1,332.00 |
1,319.25 |
1,331.00 |
| PP |
1,318.75 |
1,318.75 |
1,318.75 |
1,318.25 |
| S1 |
1,303.75 |
1,303.75 |
1,314.25 |
1,302.50 |
| S2 |
1,290.50 |
1,290.50 |
1,311.50 |
|
| S3 |
1,262.25 |
1,275.50 |
1,309.00 |
|
| S4 |
1,234.00 |
1,247.25 |
1,301.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,334.00 |
1,305.75 |
28.25 |
2.1% |
14.00 |
1.1% |
39% |
False |
False |
263 |
| 10 |
1,347.25 |
1,305.75 |
41.50 |
3.2% |
16.00 |
1.2% |
27% |
False |
False |
179 |
| 20 |
1,361.00 |
1,305.75 |
55.25 |
4.2% |
14.50 |
1.1% |
20% |
False |
False |
187 |
| 40 |
1,361.00 |
1,280.25 |
80.75 |
6.1% |
13.00 |
1.0% |
45% |
False |
False |
191 |
| 60 |
1,361.00 |
1,232.00 |
129.00 |
9.8% |
12.00 |
0.9% |
66% |
False |
False |
162 |
| 80 |
1,361.00 |
1,232.00 |
129.00 |
9.8% |
9.25 |
0.7% |
66% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,397.25 |
|
2.618 |
1,372.50 |
|
1.618 |
1,357.25 |
|
1.000 |
1,347.75 |
|
0.618 |
1,342.00 |
|
HIGH |
1,332.50 |
|
0.618 |
1,326.75 |
|
0.500 |
1,325.00 |
|
0.382 |
1,323.00 |
|
LOW |
1,317.25 |
|
0.618 |
1,307.75 |
|
1.000 |
1,302.00 |
|
1.618 |
1,292.50 |
|
2.618 |
1,277.25 |
|
4.250 |
1,252.50 |
|
|