| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,355.0 |
6,328.0 |
-27.0 |
-0.4% |
6,342.0 |
| High |
6,374.0 |
6,330.0 |
-44.0 |
-0.7% |
6,374.0 |
| Low |
6,355.0 |
6,300.0 |
-55.0 |
-0.9% |
6,315.0 |
| Close |
6,381.0 |
6,320.0 |
-61.0 |
-1.0% |
6,381.0 |
| Range |
19.0 |
30.0 |
11.0 |
57.9% |
59.0 |
| ATR |
36.9 |
40.0 |
3.2 |
8.6% |
0.0 |
| Volume |
4 |
47 |
43 |
1,075.0% |
564 |
|
| Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,406.7 |
6,393.3 |
6,336.5 |
|
| R3 |
6,376.7 |
6,363.3 |
6,328.3 |
|
| R2 |
6,346.7 |
6,346.7 |
6,325.5 |
|
| R1 |
6,333.3 |
6,333.3 |
6,322.8 |
6,325.0 |
| PP |
6,316.7 |
6,316.7 |
6,316.7 |
6,312.5 |
| S1 |
6,303.3 |
6,303.3 |
6,317.3 |
6,295.0 |
| S2 |
6,286.7 |
6,286.7 |
6,314.5 |
|
| S3 |
6,256.7 |
6,273.3 |
6,311.8 |
|
| S4 |
6,226.7 |
6,243.3 |
6,303.5 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,533.7 |
6,516.3 |
6,413.5 |
|
| R3 |
6,474.7 |
6,457.3 |
6,397.2 |
|
| R2 |
6,415.7 |
6,415.7 |
6,391.8 |
|
| R1 |
6,398.3 |
6,398.3 |
6,386.4 |
6,407.0 |
| PP |
6,356.7 |
6,356.7 |
6,356.7 |
6,361.0 |
| S1 |
6,339.3 |
6,339.3 |
6,375.6 |
6,348.0 |
| S2 |
6,297.7 |
6,297.7 |
6,370.2 |
|
| S3 |
6,238.7 |
6,280.3 |
6,364.8 |
|
| S4 |
6,179.7 |
6,221.3 |
6,348.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,374.0 |
6,300.0 |
74.0 |
1.2% |
22.2 |
0.4% |
27% |
False |
True |
122 |
| 10 |
6,374.0 |
6,150.0 |
224.0 |
3.5% |
22.2 |
0.4% |
76% |
False |
False |
137 |
| 20 |
6,374.0 |
6,150.0 |
224.0 |
3.5% |
17.5 |
0.3% |
76% |
False |
False |
81 |
| 40 |
6,374.0 |
5,862.0 |
512.0 |
8.1% |
18.5 |
0.3% |
89% |
False |
False |
79 |
| 60 |
6,374.0 |
5,667.0 |
707.0 |
11.2% |
17.0 |
0.3% |
92% |
False |
False |
94 |
| 80 |
6,374.0 |
5,667.0 |
707.0 |
11.2% |
14.2 |
0.2% |
92% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,457.5 |
|
2.618 |
6,408.5 |
|
1.618 |
6,378.5 |
|
1.000 |
6,360.0 |
|
0.618 |
6,348.5 |
|
HIGH |
6,330.0 |
|
0.618 |
6,318.5 |
|
0.500 |
6,315.0 |
|
0.382 |
6,311.5 |
|
LOW |
6,300.0 |
|
0.618 |
6,281.5 |
|
1.000 |
6,270.0 |
|
1.618 |
6,251.5 |
|
2.618 |
6,221.5 |
|
4.250 |
6,172.5 |
|
|