| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,890.88 |
1,899.60 |
8.72 |
0.5% |
1,902.10 |
| High |
1,898.34 |
1,919.60 |
21.26 |
1.1% |
1,906.38 |
| Low |
1,885.93 |
1,897.86 |
11.93 |
0.6% |
1,866.98 |
| Close |
1,896.93 |
1,911.16 |
14.23 |
0.8% |
1,896.93 |
| Range |
12.41 |
21.74 |
9.33 |
75.2% |
39.40 |
| ATR |
19.58 |
19.80 |
0.22 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,974.76 |
1,964.70 |
1,923.12 |
|
| R3 |
1,953.02 |
1,942.96 |
1,917.14 |
|
| R2 |
1,931.28 |
1,931.28 |
1,915.15 |
|
| R1 |
1,921.22 |
1,921.22 |
1,913.15 |
1,926.25 |
| PP |
1,909.54 |
1,909.54 |
1,909.54 |
1,912.06 |
| S1 |
1,899.48 |
1,899.48 |
1,909.17 |
1,904.51 |
| S2 |
1,887.80 |
1,887.80 |
1,907.17 |
|
| S3 |
1,866.06 |
1,877.74 |
1,905.18 |
|
| S4 |
1,844.32 |
1,856.00 |
1,899.20 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,008.30 |
1,992.01 |
1,918.60 |
|
| R3 |
1,968.90 |
1,952.61 |
1,907.77 |
|
| R2 |
1,929.50 |
1,929.50 |
1,904.15 |
|
| R1 |
1,913.21 |
1,913.21 |
1,900.54 |
1,901.66 |
| PP |
1,890.10 |
1,890.10 |
1,890.10 |
1,884.32 |
| S1 |
1,873.81 |
1,873.81 |
1,893.32 |
1,862.26 |
| S2 |
1,850.70 |
1,850.70 |
1,889.71 |
|
| S3 |
1,811.30 |
1,834.41 |
1,886.10 |
|
| S4 |
1,771.90 |
1,795.01 |
1,875.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,919.60 |
1,866.98 |
52.62 |
2.8% |
19.44 |
1.0% |
84% |
True |
False |
|
| 10 |
1,919.60 |
1,866.98 |
52.62 |
2.8% |
21.13 |
1.1% |
84% |
True |
False |
|
| 20 |
1,919.60 |
1,844.05 |
75.55 |
4.0% |
18.91 |
1.0% |
89% |
True |
False |
|
| 40 |
1,919.60 |
1,753.43 |
166.17 |
8.7% |
18.20 |
1.0% |
95% |
True |
False |
|
| 60 |
1,919.60 |
1,710.97 |
208.63 |
10.9% |
20.67 |
1.1% |
96% |
True |
False |
|
| 80 |
1,919.60 |
1,710.97 |
208.63 |
10.9% |
20.20 |
1.1% |
96% |
True |
False |
|
| 100 |
1,919.60 |
1,710.97 |
208.63 |
10.9% |
20.88 |
1.1% |
96% |
True |
False |
|
| 120 |
1,919.60 |
1,710.97 |
208.63 |
10.9% |
21.34 |
1.1% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,012.00 |
|
2.618 |
1,976.52 |
|
1.618 |
1,954.78 |
|
1.000 |
1,941.34 |
|
0.618 |
1,933.04 |
|
HIGH |
1,919.60 |
|
0.618 |
1,911.30 |
|
0.500 |
1,908.73 |
|
0.382 |
1,906.16 |
|
LOW |
1,897.86 |
|
0.618 |
1,884.42 |
|
1.000 |
1,876.12 |
|
1.618 |
1,862.68 |
|
2.618 |
1,840.94 |
|
4.250 |
1,805.47 |
|
|