| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2007 |
03-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,220.0 |
6,267.0 |
47.0 |
0.8% |
6,230.0 |
| High |
6,235.0 |
6,267.0 |
32.0 |
0.5% |
6,250.0 |
| Low |
6,220.0 |
6,267.0 |
47.0 |
0.8% |
6,207.0 |
| Close |
6,250.0 |
6,264.0 |
14.0 |
0.2% |
6,198.0 |
| Range |
15.0 |
0.0 |
-15.0 |
-100.0% |
43.0 |
| ATR |
40.6 |
38.9 |
-1.7 |
-4.1% |
0.0 |
| Volume |
268 |
401 |
133 |
49.6% |
34 |
|
| Daily Pivots for day following 03-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,266.0 |
6,265.0 |
6,264.0 |
|
| R3 |
6,266.0 |
6,265.0 |
6,264.0 |
|
| R2 |
6,266.0 |
6,266.0 |
6,264.0 |
|
| R1 |
6,265.0 |
6,265.0 |
6,264.0 |
6,265.5 |
| PP |
6,266.0 |
6,266.0 |
6,266.0 |
6,266.3 |
| S1 |
6,265.0 |
6,265.0 |
6,264.0 |
6,265.5 |
| S2 |
6,266.0 |
6,266.0 |
6,264.0 |
|
| S3 |
6,266.0 |
6,265.0 |
6,264.0 |
|
| S4 |
6,266.0 |
6,265.0 |
6,264.0 |
|
|
| 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 |
6,267.0 |
6,150.0 |
117.0 |
1.9% |
17.0 |
0.3% |
97% |
True |
False |
152 |
| 10 |
6,267.0 |
6,150.0 |
117.0 |
1.9% |
12.7 |
0.2% |
97% |
True |
False |
79 |
| 20 |
6,284.0 |
6,117.0 |
167.0 |
2.7% |
10.4 |
0.2% |
88% |
False |
False |
106 |
| 40 |
6,284.0 |
5,784.0 |
500.0 |
8.0% |
16.9 |
0.3% |
96% |
False |
False |
66 |
| 60 |
6,284.0 |
5,667.0 |
617.0 |
9.8% |
15.7 |
0.3% |
97% |
False |
False |
84 |
| 80 |
6,284.0 |
5,554.0 |
730.0 |
11.7% |
12.6 |
0.2% |
97% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,267.0 |
|
2.618 |
6,267.0 |
|
1.618 |
6,267.0 |
|
1.000 |
6,267.0 |
|
0.618 |
6,267.0 |
|
HIGH |
6,267.0 |
|
0.618 |
6,267.0 |
|
0.500 |
6,267.0 |
|
0.382 |
6,267.0 |
|
LOW |
6,267.0 |
|
0.618 |
6,267.0 |
|
1.000 |
6,267.0 |
|
1.618 |
6,267.0 |
|
2.618 |
6,267.0 |
|
4.250 |
6,267.0 |
|
|