| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2007 |
09-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,890.08 |
1,891.20 |
1.12 |
0.1% |
1,891.81 |
| High |
1,901.21 |
1,909.30 |
8.09 |
0.4% |
1,905.85 |
| Low |
1,883.01 |
1,890.16 |
7.15 |
0.4% |
1,857.33 |
| Close |
1,899.83 |
1,905.65 |
5.82 |
0.3% |
1,895.70 |
| Range |
18.20 |
19.14 |
0.94 |
5.2% |
48.52 |
| ATR |
17.86 |
17.95 |
0.09 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,959.12 |
1,951.53 |
1,916.18 |
|
| R3 |
1,939.98 |
1,932.39 |
1,910.91 |
|
| R2 |
1,920.84 |
1,920.84 |
1,909.16 |
|
| R1 |
1,913.25 |
1,913.25 |
1,907.40 |
1,917.05 |
| PP |
1,901.70 |
1,901.70 |
1,901.70 |
1,903.60 |
| S1 |
1,894.11 |
1,894.11 |
1,903.90 |
1,897.91 |
| S2 |
1,882.56 |
1,882.56 |
1,902.14 |
|
| S3 |
1,863.42 |
1,874.97 |
1,900.39 |
|
| S4 |
1,844.28 |
1,855.83 |
1,895.12 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,031.85 |
2,012.30 |
1,922.39 |
|
| R3 |
1,983.33 |
1,963.78 |
1,909.04 |
|
| R2 |
1,934.81 |
1,934.81 |
1,904.60 |
|
| R1 |
1,915.26 |
1,915.26 |
1,900.15 |
1,925.04 |
| PP |
1,886.29 |
1,886.29 |
1,886.29 |
1,891.18 |
| S1 |
1,866.74 |
1,866.74 |
1,891.25 |
1,876.52 |
| S2 |
1,837.77 |
1,837.77 |
1,886.80 |
|
| S3 |
1,789.25 |
1,818.22 |
1,882.36 |
|
| S4 |
1,740.73 |
1,769.70 |
1,869.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,909.30 |
1,883.01 |
26.29 |
1.4% |
14.60 |
0.8% |
86% |
True |
False |
|
| 10 |
1,909.30 |
1,857.33 |
51.97 |
2.7% |
15.99 |
0.8% |
93% |
True |
False |
|
| 20 |
1,909.30 |
1,788.40 |
120.90 |
6.3% |
16.63 |
0.9% |
97% |
True |
False |
|
| 40 |
1,909.30 |
1,711.28 |
198.02 |
10.4% |
17.90 |
0.9% |
98% |
True |
False |
|
| 60 |
1,909.30 |
1,710.97 |
198.33 |
10.4% |
19.99 |
1.0% |
98% |
True |
False |
|
| 80 |
1,909.30 |
1,710.97 |
198.33 |
10.4% |
20.33 |
1.1% |
98% |
True |
False |
|
| 100 |
1,909.30 |
1,710.97 |
198.33 |
10.4% |
20.96 |
1.1% |
98% |
True |
False |
|
| 120 |
1,909.30 |
1,710.97 |
198.33 |
10.4% |
21.07 |
1.1% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,990.65 |
|
2.618 |
1,959.41 |
|
1.618 |
1,940.27 |
|
1.000 |
1,928.44 |
|
0.618 |
1,921.13 |
|
HIGH |
1,909.30 |
|
0.618 |
1,901.99 |
|
0.500 |
1,899.73 |
|
0.382 |
1,897.47 |
|
LOW |
1,890.16 |
|
0.618 |
1,878.33 |
|
1.000 |
1,871.02 |
|
1.618 |
1,859.19 |
|
2.618 |
1,840.05 |
|
4.250 |
1,808.82 |
|
|