| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,430.50 |
1,417.75 |
-12.75 |
-0.9% |
1,391.75 |
| High |
1,430.50 |
1,422.50 |
-8.00 |
-0.6% |
1,430.75 |
| Low |
1,410.75 |
1,389.75 |
-21.00 |
-1.5% |
1,388.00 |
| Close |
1,419.00 |
1,394.00 |
-25.00 |
-1.8% |
1,427.50 |
| Range |
19.75 |
32.75 |
13.00 |
65.8% |
42.75 |
| ATR |
19.96 |
20.88 |
0.91 |
4.6% |
0.00 |
| Volume |
10,718 |
11,531 |
813 |
7.6% |
23,128 |
|
| Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,500.25 |
1,480.00 |
1,412.00 |
|
| R3 |
1,467.50 |
1,447.25 |
1,403.00 |
|
| R2 |
1,434.75 |
1,434.75 |
1,400.00 |
|
| R1 |
1,414.50 |
1,414.50 |
1,397.00 |
1,408.25 |
| PP |
1,402.00 |
1,402.00 |
1,402.00 |
1,399.00 |
| S1 |
1,381.75 |
1,381.75 |
1,391.00 |
1,375.50 |
| S2 |
1,369.25 |
1,369.25 |
1,388.00 |
|
| S3 |
1,336.50 |
1,349.00 |
1,385.00 |
|
| S4 |
1,303.75 |
1,316.25 |
1,376.00 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,543.75 |
1,528.25 |
1,451.00 |
|
| R3 |
1,501.00 |
1,485.50 |
1,439.25 |
|
| R2 |
1,458.25 |
1,458.25 |
1,435.25 |
|
| R1 |
1,442.75 |
1,442.75 |
1,431.50 |
1,450.50 |
| PP |
1,415.50 |
1,415.50 |
1,415.50 |
1,419.25 |
| S1 |
1,400.00 |
1,400.00 |
1,423.50 |
1,407.75 |
| S2 |
1,372.75 |
1,372.75 |
1,419.75 |
|
| S3 |
1,330.00 |
1,357.25 |
1,415.75 |
|
| S4 |
1,287.25 |
1,314.50 |
1,404.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,442.25 |
1,389.75 |
52.50 |
3.8% |
21.00 |
1.5% |
8% |
False |
True |
7,445 |
| 10 |
1,442.25 |
1,383.75 |
58.50 |
4.2% |
18.25 |
1.3% |
18% |
False |
False |
5,421 |
| 20 |
1,442.25 |
1,371.00 |
71.25 |
5.1% |
19.75 |
1.4% |
32% |
False |
False |
4,453 |
| 40 |
1,442.25 |
1,309.75 |
132.50 |
9.5% |
21.00 |
1.5% |
64% |
False |
False |
4,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,561.75 |
|
2.618 |
1,508.25 |
|
1.618 |
1,475.50 |
|
1.000 |
1,455.25 |
|
0.618 |
1,442.75 |
|
HIGH |
1,422.50 |
|
0.618 |
1,410.00 |
|
0.500 |
1,406.00 |
|
0.382 |
1,402.25 |
|
LOW |
1,389.75 |
|
0.618 |
1,369.50 |
|
1.000 |
1,357.00 |
|
1.618 |
1,336.75 |
|
2.618 |
1,304.00 |
|
4.250 |
1,250.50 |
|
|