| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2007 |
02-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,457.5 |
6,533.5 |
76.0 |
1.2% |
6,529.5 |
| High |
6,472.5 |
6,533.5 |
61.0 |
0.9% |
6,556.0 |
| Low |
6,451.5 |
6,530.5 |
79.0 |
1.2% |
6,458.5 |
| Close |
6,462.5 |
6,530.5 |
68.0 |
1.1% |
6,469.0 |
| Range |
21.0 |
3.0 |
-18.0 |
-85.7% |
97.5 |
| ATR |
48.0 |
49.7 |
1.6 |
3.4% |
0.0 |
| Volume |
25 |
4 |
-21 |
-84.0% |
280 |
|
| Daily Pivots for day following 02-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,540.5 |
6,538.5 |
6,532.0 |
|
| R3 |
6,537.5 |
6,535.5 |
6,531.5 |
|
| R2 |
6,534.5 |
6,534.5 |
6,531.0 |
|
| R1 |
6,532.5 |
6,532.5 |
6,531.0 |
6,532.0 |
| PP |
6,531.5 |
6,531.5 |
6,531.5 |
6,531.0 |
| S1 |
6,529.5 |
6,529.5 |
6,530.0 |
6,529.0 |
| S2 |
6,528.5 |
6,528.5 |
6,530.0 |
|
| S3 |
6,525.5 |
6,526.5 |
6,529.5 |
|
| S4 |
6,522.5 |
6,523.5 |
6,529.0 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,787.0 |
6,725.5 |
6,522.5 |
|
| R3 |
6,689.5 |
6,628.0 |
6,496.0 |
|
| R2 |
6,592.0 |
6,592.0 |
6,487.0 |
|
| R1 |
6,530.5 |
6,530.5 |
6,478.0 |
6,512.5 |
| PP |
6,494.5 |
6,494.5 |
6,494.5 |
6,485.5 |
| S1 |
6,433.0 |
6,433.0 |
6,460.0 |
6,415.0 |
| S2 |
6,397.0 |
6,397.0 |
6,451.0 |
|
| S3 |
6,299.5 |
6,335.5 |
6,442.0 |
|
| S4 |
6,202.0 |
6,238.0 |
6,415.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,556.0 |
6,451.5 |
104.5 |
1.6% |
26.0 |
0.4% |
76% |
False |
False |
38 |
| 10 |
6,556.0 |
6,451.5 |
104.5 |
1.6% |
23.5 |
0.4% |
76% |
False |
False |
54 |
| 20 |
6,571.0 |
6,402.0 |
169.0 |
2.6% |
30.5 |
0.5% |
76% |
False |
False |
203 |
| 40 |
6,571.0 |
6,062.5 |
508.5 |
7.8% |
33.5 |
0.5% |
92% |
False |
False |
245 |
| 60 |
6,571.0 |
6,062.5 |
508.5 |
7.8% |
25.5 |
0.4% |
92% |
False |
False |
188 |
| 80 |
6,571.0 |
6,062.5 |
508.5 |
7.8% |
22.5 |
0.3% |
92% |
False |
False |
169 |
| 100 |
6,571.0 |
6,062.5 |
508.5 |
7.8% |
18.5 |
0.3% |
92% |
False |
False |
135 |
| 120 |
6,571.0 |
6,062.5 |
508.5 |
7.8% |
15.5 |
0.2% |
92% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,546.0 |
|
2.618 |
6,541.5 |
|
1.618 |
6,538.5 |
|
1.000 |
6,536.5 |
|
0.618 |
6,535.5 |
|
HIGH |
6,533.5 |
|
0.618 |
6,532.5 |
|
0.500 |
6,532.0 |
|
0.382 |
6,531.5 |
|
LOW |
6,530.5 |
|
0.618 |
6,528.5 |
|
1.000 |
6,527.5 |
|
1.618 |
6,525.5 |
|
2.618 |
6,522.5 |
|
4.250 |
6,518.0 |
|
|