| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,553.0 |
6,635.0 |
82.0 |
1.3% |
6,646.0 |
| High |
6,628.0 |
6,638.0 |
10.0 |
0.2% |
6,646.0 |
| Low |
6,498.5 |
6,580.5 |
82.0 |
1.3% |
6,498.5 |
| Close |
6,617.5 |
6,603.0 |
-14.5 |
-0.2% |
6,617.5 |
| Range |
129.5 |
57.5 |
-72.0 |
-55.6% |
147.5 |
| ATR |
54.1 |
54.4 |
0.2 |
0.4% |
0.0 |
| Volume |
50 |
133 |
83 |
166.0% |
266 |
|
| Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,779.5 |
6,749.0 |
6,634.5 |
|
| R3 |
6,722.0 |
6,691.5 |
6,619.0 |
|
| R2 |
6,664.5 |
6,664.5 |
6,613.5 |
|
| R1 |
6,634.0 |
6,634.0 |
6,608.5 |
6,620.5 |
| PP |
6,607.0 |
6,607.0 |
6,607.0 |
6,600.5 |
| S1 |
6,576.5 |
6,576.5 |
6,597.5 |
6,563.0 |
| S2 |
6,549.5 |
6,549.5 |
6,592.5 |
|
| S3 |
6,492.0 |
6,519.0 |
6,587.0 |
|
| S4 |
6,434.5 |
6,461.5 |
6,571.5 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,030.0 |
6,971.0 |
6,698.5 |
|
| R3 |
6,882.5 |
6,823.5 |
6,658.0 |
|
| R2 |
6,735.0 |
6,735.0 |
6,644.5 |
|
| R1 |
6,676.0 |
6,676.0 |
6,631.0 |
6,632.0 |
| PP |
6,587.5 |
6,587.5 |
6,587.5 |
6,565.0 |
| S1 |
6,528.5 |
6,528.5 |
6,604.0 |
6,484.0 |
| S2 |
6,440.0 |
6,440.0 |
6,590.5 |
|
| S3 |
6,292.5 |
6,381.0 |
6,577.0 |
|
| S4 |
6,145.0 |
6,233.5 |
6,536.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,644.0 |
6,498.5 |
145.5 |
2.2% |
68.5 |
1.0% |
72% |
False |
False |
79 |
| 10 |
6,650.0 |
6,451.5 |
198.5 |
3.0% |
42.0 |
0.6% |
76% |
False |
False |
59 |
| 20 |
6,650.0 |
6,451.5 |
198.5 |
3.0% |
35.5 |
0.5% |
76% |
False |
False |
109 |
| 40 |
6,650.0 |
6,189.5 |
460.5 |
7.0% |
38.5 |
0.6% |
90% |
False |
False |
231 |
| 60 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
32.0 |
0.5% |
92% |
False |
False |
198 |
| 80 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
25.5 |
0.4% |
92% |
False |
False |
175 |
| 100 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
22.5 |
0.3% |
92% |
False |
False |
141 |
| 120 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
18.5 |
0.3% |
92% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,882.5 |
|
2.618 |
6,788.5 |
|
1.618 |
6,731.0 |
|
1.000 |
6,695.5 |
|
0.618 |
6,673.5 |
|
HIGH |
6,638.0 |
|
0.618 |
6,616.0 |
|
0.500 |
6,609.0 |
|
0.382 |
6,602.5 |
|
LOW |
6,580.5 |
|
0.618 |
6,545.0 |
|
1.000 |
6,523.0 |
|
1.618 |
6,487.5 |
|
2.618 |
6,430.0 |
|
4.250 |
6,336.0 |
|
|