| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2007 |
23-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,400.0 |
6,348.0 |
-52.0 |
-0.8% |
6,328.0 |
| High |
6,405.0 |
6,395.0 |
-10.0 |
-0.2% |
6,371.0 |
| Low |
6,369.0 |
6,345.0 |
-24.0 |
-0.4% |
6,294.0 |
| Close |
6,378.0 |
6,384.0 |
6.0 |
0.1% |
6,341.0 |
| Range |
36.0 |
50.0 |
14.0 |
38.9% |
77.0 |
| ATR |
44.3 |
44.7 |
0.4 |
0.9% |
0.0 |
| Volume |
158 |
23 |
-135 |
-85.4% |
1,266 |
|
| Daily Pivots for day following 23-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,524.7 |
6,504.3 |
6,411.5 |
|
| R3 |
6,474.7 |
6,454.3 |
6,397.8 |
|
| R2 |
6,424.7 |
6,424.7 |
6,393.2 |
|
| R1 |
6,404.3 |
6,404.3 |
6,388.6 |
6,414.5 |
| PP |
6,374.7 |
6,374.7 |
6,374.7 |
6,379.8 |
| S1 |
6,354.3 |
6,354.3 |
6,379.4 |
6,364.5 |
| S2 |
6,324.7 |
6,324.7 |
6,374.8 |
|
| S3 |
6,274.7 |
6,304.3 |
6,370.3 |
|
| S4 |
6,224.7 |
6,254.3 |
6,356.5 |
|
|
| 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 |
6,335.0 |
73.0 |
1.1% |
32.8 |
0.5% |
67% |
False |
False |
191 |
| 10 |
6,408.0 |
6,294.0 |
114.0 |
1.8% |
28.9 |
0.5% |
79% |
False |
False |
199 |
| 20 |
6,408.0 |
6,150.0 |
258.0 |
4.0% |
23.9 |
0.4% |
91% |
False |
False |
141 |
| 40 |
6,408.0 |
5,958.0 |
450.0 |
7.0% |
21.8 |
0.3% |
95% |
False |
False |
109 |
| 60 |
6,408.0 |
5,667.0 |
741.0 |
11.6% |
19.8 |
0.3% |
97% |
False |
False |
117 |
| 80 |
6,408.0 |
5,667.0 |
741.0 |
11.6% |
16.7 |
0.3% |
97% |
False |
False |
89 |
| 100 |
6,408.0 |
5,533.0 |
875.0 |
13.7% |
14.3 |
0.2% |
97% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,607.5 |
|
2.618 |
6,525.9 |
|
1.618 |
6,475.9 |
|
1.000 |
6,445.0 |
|
0.618 |
6,425.9 |
|
HIGH |
6,395.0 |
|
0.618 |
6,375.9 |
|
0.500 |
6,370.0 |
|
0.382 |
6,364.1 |
|
LOW |
6,345.0 |
|
0.618 |
6,314.1 |
|
1.000 |
6,295.0 |
|
1.618 |
6,264.1 |
|
2.618 |
6,214.1 |
|
4.250 |
6,132.5 |
|
|