| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2007 |
27-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1,889.58 |
1,886.32 |
-3.26 |
-0.2% |
1,848.49 |
| High |
1,896.77 |
1,894.97 |
-1.80 |
-0.1% |
1,896.77 |
| Low |
1,884.26 |
1,883.36 |
-0.90 |
0.0% |
1,844.05 |
| Close |
1,889.57 |
1,891.06 |
1.49 |
0.1% |
1,891.06 |
| Range |
12.51 |
11.61 |
-0.90 |
-7.2% |
52.72 |
| ATR |
19.44 |
18.88 |
-0.56 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,924.63 |
1,919.45 |
1,897.45 |
|
| R3 |
1,913.02 |
1,907.84 |
1,894.25 |
|
| R2 |
1,901.41 |
1,901.41 |
1,893.19 |
|
| R1 |
1,896.23 |
1,896.23 |
1,892.12 |
1,898.82 |
| PP |
1,889.80 |
1,889.80 |
1,889.80 |
1,891.09 |
| S1 |
1,884.62 |
1,884.62 |
1,890.00 |
1,887.21 |
| S2 |
1,878.19 |
1,878.19 |
1,888.93 |
|
| S3 |
1,866.58 |
1,873.01 |
1,887.87 |
|
| S4 |
1,854.97 |
1,861.40 |
1,884.67 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,035.45 |
2,015.98 |
1,920.06 |
|
| R3 |
1,982.73 |
1,963.26 |
1,905.56 |
|
| R2 |
1,930.01 |
1,930.01 |
1,900.73 |
|
| R1 |
1,910.54 |
1,910.54 |
1,895.89 |
1,920.28 |
| PP |
1,877.29 |
1,877.29 |
1,877.29 |
1,882.16 |
| S1 |
1,857.82 |
1,857.82 |
1,886.23 |
1,867.56 |
| S2 |
1,824.57 |
1,824.57 |
1,881.39 |
|
| S3 |
1,771.85 |
1,805.10 |
1,876.56 |
|
| S4 |
1,719.13 |
1,752.38 |
1,862.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,896.77 |
1,844.05 |
52.72 |
2.8% |
15.66 |
0.8% |
89% |
False |
False |
|
| 10 |
1,896.77 |
1,819.31 |
77.46 |
4.1% |
15.39 |
0.8% |
93% |
False |
False |
|
| 20 |
1,896.77 |
1,758.10 |
138.67 |
7.3% |
16.50 |
0.9% |
96% |
False |
False |
|
| 40 |
1,896.77 |
1,710.97 |
185.80 |
9.8% |
19.03 |
1.0% |
97% |
False |
False |
|
| 60 |
1,896.77 |
1,710.97 |
185.80 |
9.8% |
20.35 |
1.1% |
97% |
False |
False |
|
| 80 |
1,896.77 |
1,710.97 |
185.80 |
9.8% |
21.58 |
1.1% |
97% |
False |
False |
|
| 100 |
1,896.77 |
1,710.97 |
185.80 |
9.8% |
21.54 |
1.1% |
97% |
False |
False |
|
| 120 |
1,896.77 |
1,693.19 |
203.58 |
10.8% |
21.43 |
1.1% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,944.31 |
|
2.618 |
1,925.36 |
|
1.618 |
1,913.75 |
|
1.000 |
1,906.58 |
|
0.618 |
1,902.14 |
|
HIGH |
1,894.97 |
|
0.618 |
1,890.53 |
|
0.500 |
1,889.17 |
|
0.382 |
1,887.80 |
|
LOW |
1,883.36 |
|
0.618 |
1,876.19 |
|
1.000 |
1,871.75 |
|
1.618 |
1,864.58 |
|
2.618 |
1,852.97 |
|
4.250 |
1,834.02 |
|
|