| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2006 |
30-May-2006 |
Change |
Change % |
Previous Week |
| Open |
1,605.19 |
1,599.11 |
-6.08 |
-0.4% |
1,587.98 |
| High |
1,606.46 |
1,599.11 |
-7.35 |
-0.5% |
1,606.46 |
| Low |
1,595.29 |
1,571.29 |
-24.00 |
-1.5% |
1,554.76 |
| Close |
1,606.37 |
1,571.29 |
-35.08 |
-2.2% |
1,606.37 |
| Range |
11.17 |
27.82 |
16.65 |
149.1% |
51.70 |
| ATR |
22.81 |
23.68 |
0.88 |
3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,664.02 |
1,645.48 |
1,586.59 |
|
| R3 |
1,636.20 |
1,617.66 |
1,578.94 |
|
| R2 |
1,608.38 |
1,608.38 |
1,576.39 |
|
| R1 |
1,589.84 |
1,589.84 |
1,573.84 |
1,585.20 |
| PP |
1,580.56 |
1,580.56 |
1,580.56 |
1,578.25 |
| S1 |
1,562.02 |
1,562.02 |
1,568.74 |
1,557.38 |
| S2 |
1,552.74 |
1,552.74 |
1,566.19 |
|
| S3 |
1,524.92 |
1,534.20 |
1,563.64 |
|
| S4 |
1,497.10 |
1,506.38 |
1,555.99 |
|
|
| Weekly Pivots for week ending 26-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,744.30 |
1,727.03 |
1,634.81 |
|
| R3 |
1,692.60 |
1,675.33 |
1,620.59 |
|
| R2 |
1,640.90 |
1,640.90 |
1,615.85 |
|
| R1 |
1,623.63 |
1,623.63 |
1,611.11 |
1,632.27 |
| PP |
1,589.20 |
1,589.20 |
1,589.20 |
1,593.51 |
| S1 |
1,571.93 |
1,571.93 |
1,601.63 |
1,580.57 |
| S2 |
1,537.50 |
1,537.50 |
1,596.89 |
|
| S3 |
1,485.80 |
1,520.23 |
1,592.15 |
|
| S4 |
1,434.10 |
1,468.53 |
1,577.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,606.46 |
1,554.76 |
51.70 |
3.3% |
24.91 |
1.6% |
32% |
False |
False |
|
| 10 |
1,637.70 |
1,554.76 |
82.94 |
5.3% |
24.57 |
1.6% |
20% |
False |
False |
|
| 20 |
1,721.13 |
1,554.76 |
166.37 |
10.6% |
20.58 |
1.3% |
10% |
False |
False |
|
| 40 |
1,750.23 |
1,554.76 |
195.47 |
12.4% |
21.14 |
1.3% |
8% |
False |
False |
|
| 60 |
1,750.23 |
1,554.76 |
195.47 |
12.4% |
21.02 |
1.3% |
8% |
False |
False |
|
| 80 |
1,750.23 |
1,554.76 |
195.47 |
12.4% |
21.03 |
1.3% |
8% |
False |
False |
|
| 100 |
1,761.46 |
1,554.76 |
206.70 |
13.2% |
20.64 |
1.3% |
8% |
False |
False |
|
| 120 |
1,761.46 |
1,554.76 |
206.70 |
13.2% |
20.33 |
1.3% |
8% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,717.35 |
|
2.618 |
1,671.94 |
|
1.618 |
1,644.12 |
|
1.000 |
1,626.93 |
|
0.618 |
1,616.30 |
|
HIGH |
1,599.11 |
|
0.618 |
1,588.48 |
|
0.500 |
1,585.20 |
|
0.382 |
1,581.92 |
|
LOW |
1,571.29 |
|
0.618 |
1,554.10 |
|
1.000 |
1,543.47 |
|
1.618 |
1,526.28 |
|
2.618 |
1,498.46 |
|
4.250 |
1,453.06 |
|
|