| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2007 |
15-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,328.0 |
6,339.0 |
11.0 |
0.2% |
6,342.0 |
| High |
6,330.0 |
6,339.0 |
9.0 |
0.1% |
6,374.0 |
| Low |
6,300.0 |
6,294.0 |
-6.0 |
-0.1% |
6,315.0 |
| Close |
6,320.0 |
6,313.0 |
-7.0 |
-0.1% |
6,381.0 |
| Range |
30.0 |
45.0 |
15.0 |
50.0% |
59.0 |
| ATR |
40.0 |
40.4 |
0.4 |
0.9% |
0.0 |
| Volume |
47 |
466 |
419 |
891.5% |
564 |
|
| Daily Pivots for day following 15-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,450.3 |
6,426.7 |
6,337.8 |
|
| R3 |
6,405.3 |
6,381.7 |
6,325.4 |
|
| R2 |
6,360.3 |
6,360.3 |
6,321.3 |
|
| R1 |
6,336.7 |
6,336.7 |
6,317.1 |
6,326.0 |
| PP |
6,315.3 |
6,315.3 |
6,315.3 |
6,310.0 |
| S1 |
6,291.7 |
6,291.7 |
6,308.9 |
6,281.0 |
| S2 |
6,270.3 |
6,270.3 |
6,304.8 |
|
| S3 |
6,225.3 |
6,246.7 |
6,300.6 |
|
| S4 |
6,180.3 |
6,201.7 |
6,288.3 |
|
|
| 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 |
6,294.0 |
80.0 |
1.3% |
25.0 |
0.4% |
24% |
False |
True |
208 |
| 10 |
6,374.0 |
6,150.0 |
224.0 |
3.5% |
24.3 |
0.4% |
73% |
False |
False |
182 |
| 20 |
6,374.0 |
6,150.0 |
224.0 |
3.5% |
19.3 |
0.3% |
73% |
False |
False |
100 |
| 40 |
6,374.0 |
5,902.0 |
472.0 |
7.5% |
19.0 |
0.3% |
87% |
False |
False |
89 |
| 60 |
6,374.0 |
5,667.0 |
707.0 |
11.2% |
17.7 |
0.3% |
91% |
False |
False |
101 |
| 80 |
6,374.0 |
5,667.0 |
707.0 |
11.2% |
14.7 |
0.2% |
91% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,530.3 |
|
2.618 |
6,456.8 |
|
1.618 |
6,411.8 |
|
1.000 |
6,384.0 |
|
0.618 |
6,366.8 |
|
HIGH |
6,339.0 |
|
0.618 |
6,321.8 |
|
0.500 |
6,316.5 |
|
0.382 |
6,311.2 |
|
LOW |
6,294.0 |
|
0.618 |
6,266.2 |
|
1.000 |
6,249.0 |
|
1.618 |
6,221.2 |
|
2.618 |
6,176.2 |
|
4.250 |
6,102.8 |
|
|