| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,361.75 |
2,336.25 |
-25.50 |
-1.1% |
2,327.50 |
| High |
2,361.75 |
2,336.25 |
-25.50 |
-1.1% |
2,361.75 |
| Low |
2,361.75 |
2,336.25 |
-25.50 |
-1.1% |
2,318.50 |
| Close |
2,361.75 |
2,336.25 |
-25.50 |
-1.1% |
2,336.25 |
| Range |
|
|
|
|
|
| ATR |
17.13 |
17.73 |
0.60 |
3.5% |
0.00 |
| Volume |
1 |
1 |
0 |
0.0% |
7 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,336.25 |
2,336.25 |
2,336.25 |
|
| R3 |
2,336.25 |
2,336.25 |
2,336.25 |
|
| R2 |
2,336.25 |
2,336.25 |
2,336.25 |
|
| R1 |
2,336.25 |
2,336.25 |
2,336.25 |
2,336.25 |
| PP |
2,336.25 |
2,336.25 |
2,336.25 |
2,336.25 |
| S1 |
2,336.25 |
2,336.25 |
2,336.25 |
2,336.25 |
| S2 |
2,336.25 |
2,336.25 |
2,336.25 |
|
| S3 |
2,336.25 |
2,336.25 |
2,336.25 |
|
| S4 |
2,336.25 |
2,336.25 |
2,336.25 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,468.50 |
2,445.75 |
2,360.00 |
|
| R3 |
2,425.25 |
2,402.50 |
2,348.25 |
|
| R2 |
2,382.00 |
2,382.00 |
2,344.25 |
|
| R1 |
2,359.25 |
2,359.25 |
2,340.25 |
2,370.50 |
| PP |
2,338.75 |
2,338.75 |
2,338.75 |
2,344.50 |
| S1 |
2,316.00 |
2,316.00 |
2,332.25 |
2,327.50 |
| S2 |
2,295.50 |
2,295.50 |
2,328.25 |
|
| S3 |
2,252.25 |
2,272.75 |
2,324.25 |
|
| S4 |
2,209.00 |
2,229.50 |
2,312.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,361.75 |
2,318.50 |
43.25 |
1.9% |
1.00 |
0.0% |
41% |
False |
False |
1 |
| 10 |
2,402.00 |
2,318.50 |
83.50 |
3.6% |
1.75 |
0.1% |
21% |
False |
False |
2 |
| 20 |
2,402.00 |
2,318.50 |
83.50 |
3.6% |
1.00 |
0.0% |
21% |
False |
False |
2 |
| 40 |
2,402.00 |
2,257.75 |
144.25 |
6.2% |
2.50 |
0.1% |
54% |
False |
False |
4 |
| 60 |
2,402.00 |
2,193.50 |
208.50 |
8.9% |
4.50 |
0.2% |
68% |
False |
False |
5 |
| 80 |
2,402.00 |
2,193.50 |
208.50 |
8.9% |
3.50 |
0.1% |
68% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,336.25 |
|
2.618 |
2,336.25 |
|
1.618 |
2,336.25 |
|
1.000 |
2,336.25 |
|
0.618 |
2,336.25 |
|
HIGH |
2,336.25 |
|
0.618 |
2,336.25 |
|
0.500 |
2,336.25 |
|
0.382 |
2,336.25 |
|
LOW |
2,336.25 |
|
0.618 |
2,336.25 |
|
1.000 |
2,336.25 |
|
1.618 |
2,336.25 |
|
2.618 |
2,336.25 |
|
4.250 |
2,336.25 |
|
|