| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2006 |
18-May-2006 |
Change |
Change % |
Previous Week |
| Open |
1,611.21 |
1,607.98 |
-3.23 |
-0.2% |
1,713.74 |
| High |
1,618.85 |
1,612.53 |
-6.32 |
-0.4% |
1,721.13 |
| Low |
1,595.62 |
1,587.04 |
-8.58 |
-0.5% |
1,634.65 |
| Close |
1,598.91 |
1,587.11 |
-11.80 |
-0.7% |
1,635.81 |
| Range |
23.23 |
25.49 |
2.26 |
9.7% |
86.48 |
| ATR |
21.20 |
21.50 |
0.31 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,672.03 |
1,655.06 |
1,601.13 |
|
| R3 |
1,646.54 |
1,629.57 |
1,594.12 |
|
| R2 |
1,621.05 |
1,621.05 |
1,591.78 |
|
| R1 |
1,604.08 |
1,604.08 |
1,589.45 |
1,599.82 |
| PP |
1,595.56 |
1,595.56 |
1,595.56 |
1,593.43 |
| S1 |
1,578.59 |
1,578.59 |
1,584.77 |
1,574.33 |
| S2 |
1,570.07 |
1,570.07 |
1,582.44 |
|
| S3 |
1,544.58 |
1,553.10 |
1,580.10 |
|
| S4 |
1,519.09 |
1,527.61 |
1,573.09 |
|
|
| 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 |
1,652.26 |
1,587.04 |
65.22 |
4.1% |
21.38 |
1.3% |
0% |
False |
True |
|
| 10 |
1,721.13 |
1,587.04 |
134.09 |
8.4% |
19.06 |
1.2% |
0% |
False |
True |
|
| 20 |
1,737.20 |
1,587.04 |
150.16 |
9.5% |
20.04 |
1.3% |
0% |
False |
True |
|
| 40 |
1,750.23 |
1,587.04 |
163.19 |
10.3% |
20.21 |
1.3% |
0% |
False |
True |
|
| 60 |
1,750.23 |
1,587.04 |
163.19 |
10.3% |
20.47 |
1.3% |
0% |
False |
True |
|
| 80 |
1,750.23 |
1,587.04 |
163.19 |
10.3% |
20.54 |
1.3% |
0% |
False |
True |
|
| 100 |
1,761.46 |
1,587.04 |
174.42 |
11.0% |
20.31 |
1.3% |
0% |
False |
True |
|
| 120 |
1,761.46 |
1,587.04 |
174.42 |
11.0% |
19.75 |
1.2% |
0% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,720.86 |
|
2.618 |
1,679.26 |
|
1.618 |
1,653.77 |
|
1.000 |
1,638.02 |
|
0.618 |
1,628.28 |
|
HIGH |
1,612.53 |
|
0.618 |
1,602.79 |
|
0.500 |
1,599.79 |
|
0.382 |
1,596.78 |
|
LOW |
1,587.04 |
|
0.618 |
1,571.29 |
|
1.000 |
1,561.55 |
|
1.618 |
1,545.80 |
|
2.618 |
1,520.31 |
|
4.250 |
1,478.71 |
|
|