| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2007 |
23-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,530.5 |
6,529.5 |
-1.0 |
0.0% |
6,525.0 |
| High |
6,548.0 |
6,529.5 |
-18.5 |
-0.3% |
6,571.0 |
| Low |
6,530.5 |
6,529.5 |
-1.0 |
0.0% |
6,460.5 |
| Close |
6,532.0 |
6,531.5 |
-0.5 |
0.0% |
6,532.0 |
| Range |
17.5 |
0.0 |
-17.5 |
-100.0% |
110.5 |
| ATR |
49.4 |
46.1 |
-3.4 |
-6.8% |
0.0 |
| Volume |
4 |
4 |
0 |
0.0% |
1,370 |
|
| Daily Pivots for day following 23-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,530.0 |
6,531.0 |
6,531.5 |
|
| R3 |
6,530.0 |
6,531.0 |
6,531.5 |
|
| R2 |
6,530.0 |
6,530.0 |
6,531.5 |
|
| R1 |
6,531.0 |
6,531.0 |
6,531.5 |
6,530.5 |
| PP |
6,530.0 |
6,530.0 |
6,530.0 |
6,530.0 |
| S1 |
6,531.0 |
6,531.0 |
6,531.5 |
6,530.5 |
| S2 |
6,530.0 |
6,530.0 |
6,531.5 |
|
| S3 |
6,530.0 |
6,531.0 |
6,531.5 |
|
| S4 |
6,530.0 |
6,531.0 |
6,531.5 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,852.5 |
6,803.0 |
6,593.0 |
|
| R3 |
6,742.0 |
6,692.5 |
6,562.5 |
|
| R2 |
6,631.5 |
6,631.5 |
6,552.5 |
|
| R1 |
6,582.0 |
6,582.0 |
6,542.0 |
6,607.0 |
| PP |
6,521.0 |
6,521.0 |
6,521.0 |
6,533.5 |
| S1 |
6,471.5 |
6,471.5 |
6,522.0 |
6,496.0 |
| S2 |
6,410.5 |
6,410.5 |
6,511.5 |
|
| S3 |
6,300.0 |
6,361.0 |
6,501.5 |
|
| S4 |
6,189.5 |
6,250.5 |
6,471.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,558.0 |
6,460.5 |
97.5 |
1.5% |
27.0 |
0.4% |
73% |
False |
False |
259 |
| 10 |
6,571.0 |
6,432.5 |
138.5 |
2.1% |
30.5 |
0.5% |
71% |
False |
False |
258 |
| 20 |
6,571.0 |
6,321.5 |
249.5 |
3.8% |
35.5 |
0.5% |
84% |
False |
False |
326 |
| 40 |
6,571.0 |
6,062.5 |
508.5 |
7.8% |
34.0 |
0.5% |
92% |
False |
False |
274 |
| 60 |
6,571.0 |
6,062.5 |
508.5 |
7.8% |
22.5 |
0.3% |
92% |
False |
False |
218 |
| 80 |
6,571.0 |
6,062.5 |
508.5 |
7.8% |
20.5 |
0.3% |
92% |
False |
False |
165 |
| 100 |
6,571.0 |
6,062.5 |
508.5 |
7.8% |
16.5 |
0.3% |
92% |
False |
False |
132 |
| 120 |
6,571.0 |
6,062.5 |
508.5 |
7.8% |
14.0 |
0.2% |
92% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,529.5 |
|
2.618 |
6,529.5 |
|
1.618 |
6,529.5 |
|
1.000 |
6,529.5 |
|
0.618 |
6,529.5 |
|
HIGH |
6,529.5 |
|
0.618 |
6,529.5 |
|
0.500 |
6,529.5 |
|
0.382 |
6,529.5 |
|
LOW |
6,529.5 |
|
0.618 |
6,529.5 |
|
1.000 |
6,529.5 |
|
1.618 |
6,529.5 |
|
2.618 |
6,529.5 |
|
4.250 |
6,529.5 |
|
|