| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
18-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,514.01 |
1,512.74 |
-1.27 |
-0.1% |
1,505.76 |
| High |
1,517.14 |
1,522.75 |
5.61 |
0.4% |
1,522.75 |
| Low |
1,509.29 |
1,512.74 |
3.45 |
0.2% |
1,498.34 |
| Close |
1,512.75 |
1,522.75 |
10.00 |
0.7% |
1,522.75 |
| Range |
7.85 |
10.01 |
2.16 |
27.5% |
24.41 |
| ATR |
11.62 |
11.50 |
-0.11 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,549.44 |
1,546.11 |
1,528.26 |
|
| R3 |
1,539.43 |
1,536.10 |
1,525.50 |
|
| R2 |
1,529.42 |
1,529.42 |
1,524.59 |
|
| R1 |
1,526.09 |
1,526.09 |
1,523.67 |
1,527.76 |
| PP |
1,519.41 |
1,519.41 |
1,519.41 |
1,520.25 |
| S1 |
1,516.08 |
1,516.08 |
1,521.83 |
1,517.75 |
| S2 |
1,509.40 |
1,509.40 |
1,520.91 |
|
| S3 |
1,499.39 |
1,506.07 |
1,520.00 |
|
| S4 |
1,489.38 |
1,496.06 |
1,517.24 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,587.84 |
1,579.71 |
1,536.18 |
|
| R3 |
1,563.43 |
1,555.30 |
1,529.46 |
|
| R2 |
1,539.02 |
1,539.02 |
1,527.23 |
|
| R1 |
1,530.89 |
1,530.89 |
1,524.99 |
1,534.96 |
| PP |
1,514.61 |
1,514.61 |
1,514.61 |
1,516.65 |
| S1 |
1,506.48 |
1,506.48 |
1,520.51 |
1,510.55 |
| S2 |
1,490.20 |
1,490.20 |
1,518.27 |
|
| S3 |
1,465.79 |
1,482.07 |
1,516.04 |
|
| S4 |
1,441.38 |
1,457.66 |
1,509.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,522.75 |
1,498.34 |
24.41 |
1.6% |
11.55 |
0.8% |
100% |
True |
False |
|
| 10 |
1,522.75 |
1,491.42 |
31.33 |
2.1% |
11.35 |
0.7% |
100% |
True |
False |
|
| 20 |
1,522.75 |
1,473.74 |
49.01 |
3.2% |
10.86 |
0.7% |
100% |
True |
False |
|
| 40 |
1,522.75 |
1,408.90 |
113.85 |
7.5% |
10.84 |
0.7% |
100% |
True |
False |
|
| 60 |
1,522.75 |
1,363.98 |
158.77 |
10.4% |
13.47 |
0.9% |
100% |
True |
False |
|
| 80 |
1,522.75 |
1,363.98 |
158.77 |
10.4% |
12.52 |
0.8% |
100% |
True |
False |
|
| 100 |
1,522.75 |
1,363.98 |
158.77 |
10.4% |
12.06 |
0.8% |
100% |
True |
False |
|
| 120 |
1,522.75 |
1,363.98 |
158.77 |
10.4% |
11.80 |
0.8% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,565.29 |
|
2.618 |
1,548.96 |
|
1.618 |
1,538.95 |
|
1.000 |
1,532.76 |
|
0.618 |
1,528.94 |
|
HIGH |
1,522.75 |
|
0.618 |
1,518.93 |
|
0.500 |
1,517.75 |
|
0.382 |
1,516.56 |
|
LOW |
1,512.74 |
|
0.618 |
1,506.55 |
|
1.000 |
1,502.73 |
|
1.618 |
1,496.54 |
|
2.618 |
1,486.53 |
|
4.250 |
1,470.20 |
|
|