| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2006 |
25-May-2006 |
Change |
Change % |
Previous Week |
| Open |
1,256.56 |
1,258.41 |
1.85 |
0.1% |
1,291.19 |
| High |
1,264.53 |
1,273.26 |
8.73 |
0.7% |
1,297.88 |
| Low |
1,245.34 |
1,258.41 |
13.07 |
1.0% |
1,256.28 |
| Close |
1,258.57 |
1,272.88 |
14.31 |
1.1% |
1,267.03 |
| Range |
19.19 |
14.85 |
-4.34 |
-22.6% |
41.60 |
| ATR |
13.32 |
13.43 |
0.11 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,312.73 |
1,307.66 |
1,281.05 |
|
| R3 |
1,297.88 |
1,292.81 |
1,276.96 |
|
| R2 |
1,283.03 |
1,283.03 |
1,275.60 |
|
| R1 |
1,277.96 |
1,277.96 |
1,274.24 |
1,280.50 |
| PP |
1,268.18 |
1,268.18 |
1,268.18 |
1,269.45 |
| S1 |
1,263.11 |
1,263.11 |
1,271.52 |
1,265.65 |
| S2 |
1,253.33 |
1,253.33 |
1,270.16 |
|
| S3 |
1,238.48 |
1,248.26 |
1,268.80 |
|
| S4 |
1,223.63 |
1,233.41 |
1,264.71 |
|
|
| Weekly Pivots for week ending 19-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,398.53 |
1,374.38 |
1,289.91 |
|
| R3 |
1,356.93 |
1,332.78 |
1,278.47 |
|
| R2 |
1,315.33 |
1,315.33 |
1,274.66 |
|
| R1 |
1,291.18 |
1,291.18 |
1,270.84 |
1,282.46 |
| PP |
1,273.73 |
1,273.73 |
1,273.73 |
1,269.37 |
| S1 |
1,249.58 |
1,249.58 |
1,263.22 |
1,240.86 |
| S2 |
1,232.13 |
1,232.13 |
1,259.40 |
|
| S3 |
1,190.53 |
1,207.98 |
1,255.59 |
|
| S4 |
1,148.93 |
1,166.38 |
1,244.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,273.67 |
1,245.34 |
28.33 |
2.2% |
16.64 |
1.3% |
97% |
False |
False |
|
| 10 |
1,305.88 |
1,245.34 |
60.54 |
4.8% |
15.60 |
1.2% |
45% |
False |
False |
|
| 20 |
1,326.70 |
1,245.34 |
81.36 |
6.4% |
12.57 |
1.0% |
34% |
False |
False |
|
| 40 |
1,326.70 |
1,245.34 |
81.36 |
6.4% |
12.13 |
1.0% |
34% |
False |
False |
|
| 60 |
1,326.70 |
1,245.34 |
81.36 |
6.4% |
11.32 |
0.9% |
34% |
False |
False |
|
| 80 |
1,326.70 |
1,245.34 |
81.36 |
6.4% |
11.05 |
0.9% |
34% |
False |
False |
|
| 100 |
1,326.70 |
1,245.34 |
81.36 |
6.4% |
10.79 |
0.8% |
34% |
False |
False |
|
| 120 |
1,326.70 |
1,245.34 |
81.36 |
6.4% |
10.41 |
0.8% |
34% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,336.37 |
|
2.618 |
1,312.14 |
|
1.618 |
1,297.29 |
|
1.000 |
1,288.11 |
|
0.618 |
1,282.44 |
|
HIGH |
1,273.26 |
|
0.618 |
1,267.59 |
|
0.500 |
1,265.84 |
|
0.382 |
1,264.08 |
|
LOW |
1,258.41 |
|
0.618 |
1,249.23 |
|
1.000 |
1,243.56 |
|
1.618 |
1,234.38 |
|
2.618 |
1,219.53 |
|
4.250 |
1,195.30 |
|
|