| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1,300.00 |
1,309.50 |
9.50 |
0.7% |
1,316.75 |
| High |
1,313.00 |
1,316.00 |
3.00 |
0.2% |
1,334.00 |
| Low |
1,292.00 |
1,302.25 |
10.25 |
0.8% |
1,305.75 |
| Close |
1,305.75 |
1,315.50 |
9.75 |
0.7% |
1,316.75 |
| Range |
21.00 |
13.75 |
-7.25 |
-34.5% |
28.25 |
| ATR |
15.29 |
15.18 |
-0.11 |
-0.7% |
0.00 |
| Volume |
30 |
23 |
-7 |
-23.3% |
1,319 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,352.50 |
1,347.75 |
1,323.00 |
|
| R3 |
1,338.75 |
1,334.00 |
1,319.25 |
|
| R2 |
1,325.00 |
1,325.00 |
1,318.00 |
|
| R1 |
1,320.25 |
1,320.25 |
1,316.75 |
1,322.50 |
| PP |
1,311.25 |
1,311.25 |
1,311.25 |
1,312.50 |
| S1 |
1,306.50 |
1,306.50 |
1,314.25 |
1,309.00 |
| S2 |
1,297.50 |
1,297.50 |
1,313.00 |
|
| S3 |
1,283.75 |
1,292.75 |
1,311.75 |
|
| S4 |
1,270.00 |
1,279.00 |
1,308.00 |
|
|
| 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 |
1,332.50 |
1,292.00 |
40.50 |
3.1% |
14.75 |
1.1% |
58% |
False |
False |
31 |
| 10 |
1,341.00 |
1,292.00 |
49.00 |
3.7% |
15.00 |
1.1% |
48% |
False |
False |
150 |
| 20 |
1,361.00 |
1,292.00 |
69.00 |
5.2% |
15.75 |
1.2% |
34% |
False |
False |
166 |
| 40 |
1,361.00 |
1,280.25 |
80.75 |
6.1% |
13.25 |
1.0% |
44% |
False |
False |
187 |
| 60 |
1,361.00 |
1,232.00 |
129.00 |
9.8% |
13.00 |
1.0% |
65% |
False |
False |
161 |
| 80 |
1,361.00 |
1,232.00 |
129.00 |
9.8% |
10.00 |
0.8% |
65% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,374.50 |
|
2.618 |
1,352.00 |
|
1.618 |
1,338.25 |
|
1.000 |
1,329.75 |
|
0.618 |
1,324.50 |
|
HIGH |
1,316.00 |
|
0.618 |
1,310.75 |
|
0.500 |
1,309.00 |
|
0.382 |
1,307.50 |
|
LOW |
1,302.25 |
|
0.618 |
1,293.75 |
|
1.000 |
1,288.50 |
|
1.618 |
1,280.00 |
|
2.618 |
1,266.25 |
|
4.250 |
1,243.75 |
|
|