| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2006 |
12-May-2006 |
Change |
Change % |
Previous Week |
| Open |
1,693.71 |
1,649.83 |
-43.88 |
-2.6% |
1,713.74 |
| High |
1,694.47 |
1,652.26 |
-42.21 |
-2.5% |
1,721.13 |
| Low |
1,653.79 |
1,634.65 |
-19.14 |
-1.2% |
1,634.65 |
| Close |
1,657.48 |
1,635.81 |
-21.67 |
-1.3% |
1,635.81 |
| Range |
40.68 |
17.61 |
-23.07 |
-56.7% |
86.48 |
| ATR |
20.57 |
20.73 |
0.16 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,693.74 |
1,682.38 |
1,645.50 |
|
| R3 |
1,676.13 |
1,664.77 |
1,640.65 |
|
| R2 |
1,658.52 |
1,658.52 |
1,639.04 |
|
| R1 |
1,647.16 |
1,647.16 |
1,637.42 |
1,644.04 |
| PP |
1,640.91 |
1,640.91 |
1,640.91 |
1,639.34 |
| S1 |
1,629.55 |
1,629.55 |
1,634.20 |
1,626.43 |
| S2 |
1,623.30 |
1,623.30 |
1,632.58 |
|
| S3 |
1,605.69 |
1,611.94 |
1,630.97 |
|
| S4 |
1,588.08 |
1,594.33 |
1,626.12 |
|
|
| Weekly Pivots for week ending 12-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,923.30 |
1,866.04 |
1,683.37 |
|
| R3 |
1,836.82 |
1,779.56 |
1,659.59 |
|
| R2 |
1,750.34 |
1,750.34 |
1,651.66 |
|
| R1 |
1,693.08 |
1,693.08 |
1,643.74 |
1,678.47 |
| PP |
1,663.86 |
1,663.86 |
1,663.86 |
1,656.56 |
| S1 |
1,606.60 |
1,606.60 |
1,627.88 |
1,591.99 |
| S2 |
1,577.38 |
1,577.38 |
1,619.96 |
|
| S3 |
1,490.90 |
1,520.12 |
1,612.03 |
|
| S4 |
1,404.42 |
1,433.64 |
1,588.25 |
|
|
| 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 |
1,634.65 |
86.48 |
5.3% |
18.28 |
1.1% |
1% |
False |
True |
|
| 10 |
1,721.13 |
1,634.65 |
86.48 |
5.3% |
17.39 |
1.1% |
1% |
False |
True |
|
| 20 |
1,741.35 |
1,634.65 |
106.70 |
6.5% |
20.27 |
1.2% |
1% |
False |
True |
|
| 40 |
1,750.23 |
1,634.65 |
115.58 |
7.1% |
19.93 |
1.2% |
1% |
False |
True |
|
| 60 |
1,750.23 |
1,634.25 |
115.98 |
7.1% |
20.34 |
1.2% |
1% |
False |
False |
|
| 80 |
1,750.23 |
1,634.25 |
115.98 |
7.1% |
20.71 |
1.3% |
1% |
False |
False |
|
| 100 |
1,761.46 |
1,633.62 |
127.84 |
7.8% |
20.19 |
1.2% |
2% |
False |
False |
|
| 120 |
1,761.46 |
1,633.62 |
127.84 |
7.8% |
19.51 |
1.2% |
2% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,727.10 |
|
2.618 |
1,698.36 |
|
1.618 |
1,680.75 |
|
1.000 |
1,669.87 |
|
0.618 |
1,663.14 |
|
HIGH |
1,652.26 |
|
0.618 |
1,645.53 |
|
0.500 |
1,643.46 |
|
0.382 |
1,641.38 |
|
LOW |
1,634.65 |
|
0.618 |
1,623.77 |
|
1.000 |
1,617.04 |
|
1.618 |
1,606.16 |
|
2.618 |
1,588.55 |
|
4.250 |
1,559.81 |
|
|