| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2007 |
04-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,267.0 |
6,295.0 |
28.0 |
0.4% |
6,210.0 |
| High |
6,267.0 |
6,325.0 |
58.0 |
0.9% |
6,325.0 |
| Low |
6,267.0 |
6,295.0 |
28.0 |
0.4% |
6,150.0 |
| Close |
6,264.0 |
6,325.0 |
61.0 |
1.0% |
6,325.0 |
| Range |
0.0 |
30.0 |
30.0 |
|
175.0 |
| ATR |
38.9 |
40.5 |
1.6 |
4.1% |
0.0 |
| Volume |
401 |
8 |
-393 |
-98.0% |
765 |
|
| Daily Pivots for day following 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,405.0 |
6,395.0 |
6,341.5 |
|
| R3 |
6,375.0 |
6,365.0 |
6,333.3 |
|
| R2 |
6,345.0 |
6,345.0 |
6,330.5 |
|
| R1 |
6,335.0 |
6,335.0 |
6,327.8 |
6,340.0 |
| PP |
6,315.0 |
6,315.0 |
6,315.0 |
6,317.5 |
| S1 |
6,305.0 |
6,305.0 |
6,322.3 |
6,310.0 |
| S2 |
6,285.0 |
6,285.0 |
6,319.5 |
|
| S3 |
6,255.0 |
6,275.0 |
6,316.8 |
|
| S4 |
6,225.0 |
6,245.0 |
6,308.5 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,791.7 |
6,733.3 |
6,421.3 |
|
| R3 |
6,616.7 |
6,558.3 |
6,373.1 |
|
| R2 |
6,441.7 |
6,441.7 |
6,357.1 |
|
| R1 |
6,383.3 |
6,383.3 |
6,341.0 |
6,412.5 |
| PP |
6,266.7 |
6,266.7 |
6,266.7 |
6,281.3 |
| S1 |
6,208.3 |
6,208.3 |
6,309.0 |
6,237.5 |
| S2 |
6,091.7 |
6,091.7 |
6,292.9 |
|
| S3 |
5,916.7 |
6,033.3 |
6,276.9 |
|
| S4 |
5,741.7 |
5,858.3 |
6,228.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,325.0 |
6,150.0 |
175.0 |
2.8% |
22.2 |
0.4% |
100% |
True |
False |
153 |
| 10 |
6,325.0 |
6,150.0 |
175.0 |
2.8% |
15.7 |
0.2% |
100% |
True |
False |
79 |
| 20 |
6,325.0 |
6,119.0 |
206.0 |
3.3% |
11.9 |
0.2% |
100% |
True |
False |
89 |
| 40 |
6,325.0 |
5,784.0 |
541.0 |
8.6% |
17.6 |
0.3% |
100% |
True |
False |
66 |
| 60 |
6,325.0 |
5,667.0 |
658.0 |
10.4% |
16.2 |
0.3% |
100% |
True |
False |
84 |
| 80 |
6,325.0 |
5,583.0 |
742.0 |
11.7% |
13.0 |
0.2% |
100% |
True |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,452.5 |
|
2.618 |
6,403.5 |
|
1.618 |
6,373.5 |
|
1.000 |
6,355.0 |
|
0.618 |
6,343.5 |
|
HIGH |
6,325.0 |
|
0.618 |
6,313.5 |
|
0.500 |
6,310.0 |
|
0.382 |
6,306.5 |
|
LOW |
6,295.0 |
|
0.618 |
6,276.5 |
|
1.000 |
6,265.0 |
|
1.618 |
6,246.5 |
|
2.618 |
6,216.5 |
|
4.250 |
6,167.5 |
|
|