| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,878.52 |
1,889.17 |
10.65 |
0.6% |
1,896.10 |
| High |
1,891.57 |
1,892.71 |
1.14 |
0.1% |
1,909.30 |
| Low |
1,866.98 |
1,882.04 |
15.06 |
0.8% |
1,874.24 |
| Close |
1,891.57 |
1,884.68 |
-6.89 |
-0.4% |
1,898.79 |
| Range |
24.59 |
10.67 |
-13.92 |
-56.6% |
35.06 |
| ATR |
20.76 |
20.04 |
-0.72 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,918.49 |
1,912.25 |
1,890.55 |
|
| R3 |
1,907.82 |
1,901.58 |
1,887.61 |
|
| R2 |
1,897.15 |
1,897.15 |
1,886.64 |
|
| R1 |
1,890.91 |
1,890.91 |
1,885.66 |
1,888.70 |
| PP |
1,886.48 |
1,886.48 |
1,886.48 |
1,885.37 |
| S1 |
1,880.24 |
1,880.24 |
1,883.70 |
1,878.03 |
| S2 |
1,875.81 |
1,875.81 |
1,882.72 |
|
| S3 |
1,865.14 |
1,869.57 |
1,881.75 |
|
| S4 |
1,854.47 |
1,858.90 |
1,878.81 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,999.29 |
1,984.10 |
1,918.07 |
|
| R3 |
1,964.23 |
1,949.04 |
1,908.43 |
|
| R2 |
1,929.17 |
1,929.17 |
1,905.22 |
|
| R1 |
1,913.98 |
1,913.98 |
1,902.00 |
1,921.58 |
| PP |
1,894.11 |
1,894.11 |
1,894.11 |
1,897.91 |
| S1 |
1,878.92 |
1,878.92 |
1,895.58 |
1,886.52 |
| S2 |
1,859.05 |
1,859.05 |
1,892.36 |
|
| S3 |
1,823.99 |
1,843.86 |
1,889.15 |
|
| S4 |
1,788.93 |
1,808.80 |
1,879.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,906.38 |
1,866.98 |
39.40 |
2.1% |
22.37 |
1.2% |
45% |
False |
False |
|
| 10 |
1,909.30 |
1,866.98 |
42.32 |
2.2% |
20.20 |
1.1% |
42% |
False |
False |
|
| 20 |
1,909.30 |
1,838.77 |
70.53 |
3.7% |
18.58 |
1.0% |
65% |
False |
False |
|
| 40 |
1,909.30 |
1,753.43 |
155.87 |
8.3% |
17.99 |
1.0% |
84% |
False |
False |
|
| 60 |
1,909.30 |
1,710.97 |
198.33 |
10.5% |
20.66 |
1.1% |
88% |
False |
False |
|
| 80 |
1,909.30 |
1,710.97 |
198.33 |
10.5% |
20.49 |
1.1% |
88% |
False |
False |
|
| 100 |
1,909.30 |
1,710.97 |
198.33 |
10.5% |
20.94 |
1.1% |
88% |
False |
False |
|
| 120 |
1,909.30 |
1,710.97 |
198.33 |
10.5% |
21.38 |
1.1% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,938.06 |
|
2.618 |
1,920.64 |
|
1.618 |
1,909.97 |
|
1.000 |
1,903.38 |
|
0.618 |
1,899.30 |
|
HIGH |
1,892.71 |
|
0.618 |
1,888.63 |
|
0.500 |
1,887.38 |
|
0.382 |
1,886.12 |
|
LOW |
1,882.04 |
|
0.618 |
1,875.45 |
|
1.000 |
1,871.37 |
|
1.618 |
1,864.78 |
|
2.618 |
1,854.11 |
|
4.250 |
1,836.69 |
|
|