| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,360.0 |
6,397.0 |
37.0 |
0.6% |
6,328.0 |
| High |
6,360.0 |
6,408.0 |
48.0 |
0.8% |
6,371.0 |
| Low |
6,335.0 |
6,376.0 |
41.0 |
0.6% |
6,294.0 |
| Close |
6,341.0 |
6,375.0 |
34.0 |
0.5% |
6,341.0 |
| Range |
25.0 |
32.0 |
7.0 |
28.0% |
77.0 |
| ATR |
43.2 |
44.9 |
1.7 |
3.9% |
0.0 |
| Volume |
83 |
22 |
-61 |
-73.5% |
1,266 |
|
| Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,482.3 |
6,460.7 |
6,392.6 |
|
| R3 |
6,450.3 |
6,428.7 |
6,383.8 |
|
| R2 |
6,418.3 |
6,418.3 |
6,380.9 |
|
| R1 |
6,396.7 |
6,396.7 |
6,377.9 |
6,391.5 |
| PP |
6,386.3 |
6,386.3 |
6,386.3 |
6,383.8 |
| S1 |
6,364.7 |
6,364.7 |
6,372.1 |
6,359.5 |
| S2 |
6,354.3 |
6,354.3 |
6,369.1 |
|
| S3 |
6,322.3 |
6,332.7 |
6,366.2 |
|
| S4 |
6,290.3 |
6,300.7 |
6,357.4 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,566.3 |
6,530.7 |
6,383.4 |
|
| R3 |
6,489.3 |
6,453.7 |
6,362.2 |
|
| R2 |
6,412.3 |
6,412.3 |
6,355.1 |
|
| R1 |
6,376.7 |
6,376.7 |
6,348.1 |
6,394.5 |
| PP |
6,335.3 |
6,335.3 |
6,335.3 |
6,344.3 |
| S1 |
6,299.7 |
6,299.7 |
6,333.9 |
6,317.5 |
| S2 |
6,258.3 |
6,258.3 |
6,326.9 |
|
| S3 |
6,181.3 |
6,222.7 |
6,319.8 |
|
| S4 |
6,104.3 |
6,145.7 |
6,298.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,408.0 |
6,294.0 |
114.0 |
1.8% |
30.6 |
0.5% |
71% |
True |
False |
257 |
| 10 |
6,408.0 |
6,294.0 |
114.0 |
1.8% |
26.4 |
0.4% |
71% |
True |
False |
186 |
| 20 |
6,408.0 |
6,150.0 |
258.0 |
4.0% |
19.6 |
0.3% |
87% |
True |
False |
132 |
| 40 |
6,408.0 |
5,958.0 |
450.0 |
7.1% |
20.3 |
0.3% |
93% |
True |
False |
106 |
| 60 |
6,408.0 |
5,667.0 |
741.0 |
11.6% |
18.4 |
0.3% |
96% |
True |
False |
114 |
| 80 |
6,408.0 |
5,667.0 |
741.0 |
11.6% |
15.7 |
0.2% |
96% |
True |
False |
87 |
| 100 |
6,408.0 |
5,533.0 |
875.0 |
13.7% |
13.5 |
0.2% |
96% |
True |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,544.0 |
|
2.618 |
6,491.8 |
|
1.618 |
6,459.8 |
|
1.000 |
6,440.0 |
|
0.618 |
6,427.8 |
|
HIGH |
6,408.0 |
|
0.618 |
6,395.8 |
|
0.500 |
6,392.0 |
|
0.382 |
6,388.2 |
|
LOW |
6,376.0 |
|
0.618 |
6,356.2 |
|
1.000 |
6,344.0 |
|
1.618 |
6,324.2 |
|
2.618 |
6,292.2 |
|
4.250 |
6,240.0 |
|
|