| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,350.0 |
6,360.0 |
10.0 |
0.2% |
6,342.0 |
| High |
6,371.0 |
6,360.0 |
-11.0 |
-0.2% |
6,374.0 |
| Low |
6,350.0 |
6,335.0 |
-15.0 |
-0.2% |
6,315.0 |
| Close |
6,399.0 |
6,341.0 |
-58.0 |
-0.9% |
6,381.0 |
| Range |
21.0 |
25.0 |
4.0 |
19.0% |
59.0 |
| ATR |
41.6 |
43.2 |
1.6 |
3.8% |
0.0 |
| Volume |
670 |
83 |
-587 |
-87.6% |
564 |
|
| Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,420.3 |
6,405.7 |
6,354.8 |
|
| R3 |
6,395.3 |
6,380.7 |
6,347.9 |
|
| R2 |
6,370.3 |
6,370.3 |
6,345.6 |
|
| R1 |
6,355.7 |
6,355.7 |
6,343.3 |
6,350.5 |
| PP |
6,345.3 |
6,345.3 |
6,345.3 |
6,342.8 |
| S1 |
6,330.7 |
6,330.7 |
6,338.7 |
6,325.5 |
| S2 |
6,320.3 |
6,320.3 |
6,336.4 |
|
| S3 |
6,295.3 |
6,305.7 |
6,334.1 |
|
| S4 |
6,270.3 |
6,280.7 |
6,327.3 |
|
|
| 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% |
28.0 |
0.4% |
59% |
False |
False |
254 |
| 10 |
6,374.0 |
6,267.0 |
107.0 |
1.7% |
23.2 |
0.4% |
69% |
False |
False |
223 |
| 20 |
6,374.0 |
6,150.0 |
224.0 |
3.5% |
20.9 |
0.3% |
85% |
False |
False |
134 |
| 40 |
6,374.0 |
5,903.0 |
471.0 |
7.4% |
19.5 |
0.3% |
93% |
False |
False |
106 |
| 60 |
6,374.0 |
5,667.0 |
707.0 |
11.1% |
17.8 |
0.3% |
95% |
False |
False |
114 |
| 80 |
6,374.0 |
5,667.0 |
707.0 |
11.1% |
15.3 |
0.2% |
95% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,466.3 |
|
2.618 |
6,425.5 |
|
1.618 |
6,400.5 |
|
1.000 |
6,385.0 |
|
0.618 |
6,375.5 |
|
HIGH |
6,360.0 |
|
0.618 |
6,350.5 |
|
0.500 |
6,347.5 |
|
0.382 |
6,344.6 |
|
LOW |
6,335.0 |
|
0.618 |
6,319.6 |
|
1.000 |
6,310.0 |
|
1.618 |
6,294.6 |
|
2.618 |
6,269.6 |
|
4.250 |
6,228.8 |
|
|