| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2007 |
02-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,150.0 |
6,220.0 |
70.0 |
1.1% |
6,230.0 |
| High |
6,192.0 |
6,235.0 |
43.0 |
0.7% |
6,250.0 |
| Low |
6,150.0 |
6,220.0 |
70.0 |
1.1% |
6,207.0 |
| Close |
6,179.0 |
6,250.0 |
71.0 |
1.1% |
6,198.0 |
| Range |
42.0 |
15.0 |
-27.0 |
-64.3% |
43.0 |
| ATR |
39.4 |
40.6 |
1.2 |
3.0% |
0.0 |
| Volume |
73 |
268 |
195 |
267.1% |
34 |
|
| Daily Pivots for day following 02-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,280.0 |
6,280.0 |
6,258.3 |
|
| R3 |
6,265.0 |
6,265.0 |
6,254.1 |
|
| R2 |
6,250.0 |
6,250.0 |
6,252.8 |
|
| R1 |
6,250.0 |
6,250.0 |
6,251.4 |
6,250.0 |
| PP |
6,235.0 |
6,235.0 |
6,235.0 |
6,235.0 |
| S1 |
6,235.0 |
6,235.0 |
6,248.6 |
6,235.0 |
| S2 |
6,220.0 |
6,220.0 |
6,247.3 |
|
| S3 |
6,205.0 |
6,220.0 |
6,245.9 |
|
| S4 |
6,190.0 |
6,205.0 |
6,241.8 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,347.3 |
6,315.7 |
6,221.7 |
|
| R3 |
6,304.3 |
6,272.7 |
6,209.8 |
|
| R2 |
6,261.3 |
6,261.3 |
6,205.9 |
|
| R1 |
6,229.7 |
6,229.7 |
6,201.9 |
6,224.0 |
| PP |
6,218.3 |
6,218.3 |
6,218.3 |
6,215.5 |
| S1 |
6,186.7 |
6,186.7 |
6,194.1 |
6,181.0 |
| S2 |
6,175.3 |
6,175.3 |
6,190.1 |
|
| S3 |
6,132.3 |
6,143.7 |
6,186.2 |
|
| S4 |
6,089.3 |
6,100.7 |
6,174.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,250.0 |
6,150.0 |
100.0 |
1.6% |
19.0 |
0.3% |
100% |
False |
False |
73 |
| 10 |
6,250.0 |
6,150.0 |
100.0 |
1.6% |
18.6 |
0.3% |
100% |
False |
False |
45 |
| 20 |
6,284.0 |
6,112.0 |
172.0 |
2.8% |
11.5 |
0.2% |
80% |
False |
False |
87 |
| 40 |
6,284.0 |
5,784.0 |
500.0 |
8.0% |
16.9 |
0.3% |
93% |
False |
False |
60 |
| 60 |
6,284.0 |
5,667.0 |
617.0 |
9.9% |
15.9 |
0.3% |
94% |
False |
False |
78 |
| 80 |
6,284.0 |
5,533.0 |
751.0 |
12.0% |
12.8 |
0.2% |
95% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,298.8 |
|
2.618 |
6,274.3 |
|
1.618 |
6,259.3 |
|
1.000 |
6,250.0 |
|
0.618 |
6,244.3 |
|
HIGH |
6,235.0 |
|
0.618 |
6,229.3 |
|
0.500 |
6,227.5 |
|
0.382 |
6,225.7 |
|
LOW |
6,220.0 |
|
0.618 |
6,210.7 |
|
1.000 |
6,205.0 |
|
1.618 |
6,195.7 |
|
2.618 |
6,180.7 |
|
4.250 |
6,156.3 |
|
|