| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2007 |
29-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,300.0 |
6,262.0 |
-38.0 |
-0.6% |
6,397.0 |
| High |
6,300.0 |
6,336.0 |
36.0 |
0.6% |
6,408.0 |
| Low |
6,271.0 |
6,262.0 |
-9.0 |
-0.1% |
6,245.0 |
| Close |
6,279.0 |
6,331.0 |
52.0 |
0.8% |
6,277.0 |
| Range |
29.0 |
74.0 |
45.0 |
155.2% |
163.0 |
| ATR |
47.3 |
49.2 |
1.9 |
4.0% |
0.0 |
| Volume |
457 |
40 |
-417 |
-91.2% |
601 |
|
| Daily Pivots for day following 29-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,531.7 |
6,505.3 |
6,371.7 |
|
| R3 |
6,457.7 |
6,431.3 |
6,351.4 |
|
| R2 |
6,383.7 |
6,383.7 |
6,344.6 |
|
| R1 |
6,357.3 |
6,357.3 |
6,337.8 |
6,370.5 |
| PP |
6,309.7 |
6,309.7 |
6,309.7 |
6,316.3 |
| S1 |
6,283.3 |
6,283.3 |
6,324.2 |
6,296.5 |
| S2 |
6,235.7 |
6,235.7 |
6,317.4 |
|
| S3 |
6,161.7 |
6,209.3 |
6,310.7 |
|
| S4 |
6,087.7 |
6,135.3 |
6,290.3 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,799.0 |
6,701.0 |
6,366.7 |
|
| R3 |
6,636.0 |
6,538.0 |
6,321.8 |
|
| R2 |
6,473.0 |
6,473.0 |
6,306.9 |
|
| R1 |
6,375.0 |
6,375.0 |
6,291.9 |
6,342.5 |
| PP |
6,310.0 |
6,310.0 |
6,310.0 |
6,293.8 |
| S1 |
6,212.0 |
6,212.0 |
6,262.1 |
6,179.5 |
| S2 |
6,147.0 |
6,147.0 |
6,247.1 |
|
| S3 |
5,984.0 |
6,049.0 |
6,232.2 |
|
| S4 |
5,821.0 |
5,886.0 |
6,187.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,395.0 |
6,245.0 |
150.0 |
2.4% |
48.4 |
0.8% |
57% |
False |
False |
183 |
| 10 |
6,408.0 |
6,245.0 |
163.0 |
2.6% |
40.1 |
0.6% |
53% |
False |
False |
231 |
| 20 |
6,408.0 |
6,150.0 |
258.0 |
4.1% |
31.2 |
0.5% |
70% |
False |
False |
184 |
| 40 |
6,408.0 |
5,958.0 |
450.0 |
7.1% |
23.4 |
0.4% |
83% |
False |
False |
130 |
| 60 |
6,408.0 |
5,667.0 |
741.0 |
11.7% |
22.0 |
0.3% |
90% |
False |
False |
109 |
| 80 |
6,408.0 |
5,667.0 |
741.0 |
11.7% |
19.1 |
0.3% |
90% |
False |
False |
101 |
| 100 |
6,408.0 |
5,533.0 |
875.0 |
13.8% |
16.2 |
0.3% |
91% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,650.5 |
|
2.618 |
6,529.7 |
|
1.618 |
6,455.7 |
|
1.000 |
6,410.0 |
|
0.618 |
6,381.7 |
|
HIGH |
6,336.0 |
|
0.618 |
6,307.7 |
|
0.500 |
6,299.0 |
|
0.382 |
6,290.3 |
|
LOW |
6,262.0 |
|
0.618 |
6,216.3 |
|
1.000 |
6,188.0 |
|
1.618 |
6,142.3 |
|
2.618 |
6,068.3 |
|
4.250 |
5,947.5 |
|
|