| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2006 |
15-May-2006 |
Change |
Change % |
Previous Week |
| Open |
1,649.83 |
1,629.25 |
-20.58 |
-1.2% |
1,713.74 |
| High |
1,652.26 |
1,640.10 |
-12.16 |
-0.7% |
1,721.13 |
| Low |
1,634.65 |
1,619.26 |
-15.39 |
-0.9% |
1,634.65 |
| Close |
1,635.81 |
1,634.78 |
-1.03 |
-0.1% |
1,635.81 |
| Range |
17.61 |
20.84 |
3.23 |
18.3% |
86.48 |
| ATR |
20.73 |
20.74 |
0.01 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,693.90 |
1,685.18 |
1,646.24 |
|
| R3 |
1,673.06 |
1,664.34 |
1,640.51 |
|
| R2 |
1,652.22 |
1,652.22 |
1,638.60 |
|
| R1 |
1,643.50 |
1,643.50 |
1,636.69 |
1,647.86 |
| PP |
1,631.38 |
1,631.38 |
1,631.38 |
1,633.56 |
| S1 |
1,622.66 |
1,622.66 |
1,632.87 |
1,627.02 |
| S2 |
1,610.54 |
1,610.54 |
1,630.96 |
|
| S3 |
1,589.70 |
1,601.82 |
1,629.05 |
|
| S4 |
1,568.86 |
1,580.98 |
1,623.32 |
|
|
| 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 |
1,715.73 |
1,619.26 |
96.47 |
5.9% |
20.66 |
1.3% |
16% |
False |
True |
|
| 10 |
1,721.13 |
1,619.26 |
101.87 |
6.2% |
16.59 |
1.0% |
15% |
False |
True |
|
| 20 |
1,741.35 |
1,619.26 |
122.09 |
7.5% |
19.69 |
1.2% |
13% |
False |
True |
|
| 40 |
1,750.23 |
1,619.26 |
130.97 |
8.0% |
20.09 |
1.2% |
12% |
False |
True |
|
| 60 |
1,750.23 |
1,619.26 |
130.97 |
8.0% |
20.43 |
1.2% |
12% |
False |
True |
|
| 80 |
1,750.23 |
1,619.26 |
130.97 |
8.0% |
20.72 |
1.3% |
12% |
False |
True |
|
| 100 |
1,761.46 |
1,619.26 |
142.20 |
8.7% |
20.09 |
1.2% |
11% |
False |
True |
|
| 120 |
1,761.46 |
1,619.26 |
142.20 |
8.7% |
19.56 |
1.2% |
11% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,728.67 |
|
2.618 |
1,694.66 |
|
1.618 |
1,673.82 |
|
1.000 |
1,660.94 |
|
0.618 |
1,652.98 |
|
HIGH |
1,640.10 |
|
0.618 |
1,632.14 |
|
0.500 |
1,629.68 |
|
0.382 |
1,627.22 |
|
LOW |
1,619.26 |
|
0.618 |
1,606.38 |
|
1.000 |
1,598.42 |
|
1.618 |
1,585.54 |
|
2.618 |
1,564.70 |
|
4.250 |
1,530.69 |
|
|