| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2006 |
11-May-2006 |
Change |
Change % |
Previous Week |
| Open |
1,706.19 |
1,693.71 |
-12.48 |
-0.7% |
1,706.80 |
| High |
1,707.38 |
1,694.47 |
-12.91 |
-0.8% |
1,716.19 |
| Low |
1,690.90 |
1,653.79 |
-37.11 |
-2.2% |
1,679.26 |
| Close |
1,694.82 |
1,657.48 |
-37.34 |
-2.2% |
1,713.84 |
| Range |
16.48 |
40.68 |
24.20 |
146.8% |
36.93 |
| ATR |
19.00 |
20.57 |
1.57 |
8.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,790.62 |
1,764.73 |
1,679.85 |
|
| R3 |
1,749.94 |
1,724.05 |
1,668.67 |
|
| R2 |
1,709.26 |
1,709.26 |
1,664.94 |
|
| R1 |
1,683.37 |
1,683.37 |
1,661.21 |
1,675.98 |
| PP |
1,668.58 |
1,668.58 |
1,668.58 |
1,664.88 |
| S1 |
1,642.69 |
1,642.69 |
1,653.75 |
1,635.30 |
| S2 |
1,627.90 |
1,627.90 |
1,650.02 |
|
| S3 |
1,587.22 |
1,602.01 |
1,646.29 |
|
| S4 |
1,546.54 |
1,561.33 |
1,635.11 |
|
|
| Weekly Pivots for week ending 05-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,813.89 |
1,800.79 |
1,734.15 |
|
| R3 |
1,776.96 |
1,763.86 |
1,724.00 |
|
| R2 |
1,740.03 |
1,740.03 |
1,720.61 |
|
| R1 |
1,726.93 |
1,726.93 |
1,717.23 |
1,733.48 |
| PP |
1,703.10 |
1,703.10 |
1,703.10 |
1,706.37 |
| S1 |
1,690.00 |
1,690.00 |
1,710.45 |
1,696.55 |
| S2 |
1,666.17 |
1,666.17 |
1,707.07 |
|
| S3 |
1,629.24 |
1,653.07 |
1,703.68 |
|
| S4 |
1,592.31 |
1,616.14 |
1,693.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,721.13 |
1,653.79 |
67.34 |
4.1% |
16.73 |
1.0% |
5% |
False |
True |
|
| 10 |
1,721.13 |
1,653.79 |
67.34 |
4.1% |
17.43 |
1.1% |
5% |
False |
True |
|
| 20 |
1,741.35 |
1,653.79 |
87.56 |
5.3% |
20.41 |
1.2% |
4% |
False |
True |
|
| 40 |
1,750.23 |
1,653.79 |
96.44 |
5.8% |
20.09 |
1.2% |
4% |
False |
True |
|
| 60 |
1,750.23 |
1,634.25 |
115.98 |
7.0% |
20.40 |
1.2% |
20% |
False |
False |
|
| 80 |
1,750.23 |
1,634.25 |
115.98 |
7.0% |
20.72 |
1.3% |
20% |
False |
False |
|
| 100 |
1,761.46 |
1,633.62 |
127.84 |
7.7% |
20.17 |
1.2% |
19% |
False |
False |
|
| 120 |
1,761.46 |
1,633.62 |
127.84 |
7.7% |
19.53 |
1.2% |
19% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,867.36 |
|
2.618 |
1,800.97 |
|
1.618 |
1,760.29 |
|
1.000 |
1,735.15 |
|
0.618 |
1,719.61 |
|
HIGH |
1,694.47 |
|
0.618 |
1,678.93 |
|
0.500 |
1,674.13 |
|
0.382 |
1,669.33 |
|
LOW |
1,653.79 |
|
0.618 |
1,628.65 |
|
1.000 |
1,613.11 |
|
1.618 |
1,587.97 |
|
2.618 |
1,547.29 |
|
4.250 |
1,480.90 |
|
|