| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2008 |
05-May-2008 |
Change |
Change % |
Previous Week |
| Open |
3,829.0 |
3,838.0 |
9.0 |
0.2% |
3,782.0 |
| High |
3,880.0 |
3,862.0 |
-18.0 |
-0.5% |
3,880.0 |
| Low |
3,827.0 |
3,838.0 |
11.0 |
0.3% |
3,745.0 |
| Close |
3,857.0 |
3,848.0 |
-9.0 |
-0.2% |
3,857.0 |
| Range |
53.0 |
24.0 |
-29.0 |
-54.7% |
135.0 |
| ATR |
72.8 |
69.3 |
-3.5 |
-4.8% |
0.0 |
| Volume |
548 |
91 |
-457 |
-83.4% |
3,344 |
|
| Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,921.3 |
3,908.7 |
3,861.2 |
|
| R3 |
3,897.3 |
3,884.7 |
3,854.6 |
|
| R2 |
3,873.3 |
3,873.3 |
3,852.4 |
|
| R1 |
3,860.7 |
3,860.7 |
3,850.2 |
3,867.0 |
| PP |
3,849.3 |
3,849.3 |
3,849.3 |
3,852.5 |
| S1 |
3,836.7 |
3,836.7 |
3,845.8 |
3,843.0 |
| S2 |
3,825.3 |
3,825.3 |
3,843.6 |
|
| S3 |
3,801.3 |
3,812.7 |
3,841.4 |
|
| S4 |
3,777.3 |
3,788.7 |
3,834.8 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,232.3 |
4,179.7 |
3,931.3 |
|
| R3 |
4,097.3 |
4,044.7 |
3,894.1 |
|
| R2 |
3,962.3 |
3,962.3 |
3,881.8 |
|
| R1 |
3,909.7 |
3,909.7 |
3,869.4 |
3,936.0 |
| PP |
3,827.3 |
3,827.3 |
3,827.3 |
3,840.5 |
| S1 |
3,774.7 |
3,774.7 |
3,844.6 |
3,801.0 |
| S2 |
3,692.3 |
3,692.3 |
3,832.3 |
|
| S3 |
3,557.3 |
3,639.7 |
3,819.9 |
|
| S4 |
3,422.3 |
3,504.7 |
3,782.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,880.0 |
3,745.0 |
135.0 |
3.5% |
37.8 |
1.0% |
76% |
False |
False |
687 |
| 10 |
3,880.0 |
3,653.0 |
227.0 |
5.9% |
50.9 |
1.3% |
86% |
False |
False |
770 |
| 20 |
3,880.0 |
3,603.0 |
277.0 |
7.2% |
55.6 |
1.4% |
88% |
False |
False |
946 |
| 40 |
3,880.0 |
3,359.0 |
521.0 |
13.5% |
72.3 |
1.9% |
94% |
False |
False |
7,559 |
| 60 |
3,880.0 |
3,359.0 |
521.0 |
13.5% |
69.7 |
1.8% |
94% |
False |
False |
5,332 |
| 80 |
4,268.0 |
3,359.0 |
909.0 |
23.6% |
76.3 |
2.0% |
54% |
False |
False |
4,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,964.0 |
|
2.618 |
3,924.8 |
|
1.618 |
3,900.8 |
|
1.000 |
3,886.0 |
|
0.618 |
3,876.8 |
|
HIGH |
3,862.0 |
|
0.618 |
3,852.8 |
|
0.500 |
3,850.0 |
|
0.382 |
3,847.2 |
|
LOW |
3,838.0 |
|
0.618 |
3,823.2 |
|
1.000 |
3,814.0 |
|
1.618 |
3,799.2 |
|
2.618 |
3,775.2 |
|
4.250 |
3,736.0 |
|
|