| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2007 |
30-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,262.0 |
6,315.0 |
53.0 |
0.8% |
6,397.0 |
| High |
6,336.0 |
6,320.0 |
-16.0 |
-0.3% |
6,408.0 |
| Low |
6,262.0 |
6,248.0 |
-14.0 |
-0.2% |
6,245.0 |
| Close |
6,331.0 |
6,269.0 |
-62.0 |
-1.0% |
6,277.0 |
| Range |
74.0 |
72.0 |
-2.0 |
-2.7% |
163.0 |
| ATR |
49.2 |
51.6 |
2.4 |
4.9% |
0.0 |
| Volume |
40 |
38 |
-2 |
-5.0% |
601 |
|
| Daily Pivots for day following 30-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,495.0 |
6,454.0 |
6,308.6 |
|
| R3 |
6,423.0 |
6,382.0 |
6,288.8 |
|
| R2 |
6,351.0 |
6,351.0 |
6,282.2 |
|
| R1 |
6,310.0 |
6,310.0 |
6,275.6 |
6,294.5 |
| PP |
6,279.0 |
6,279.0 |
6,279.0 |
6,271.3 |
| S1 |
6,238.0 |
6,238.0 |
6,262.4 |
6,222.5 |
| S2 |
6,207.0 |
6,207.0 |
6,255.8 |
|
| S3 |
6,135.0 |
6,166.0 |
6,249.2 |
|
| S4 |
6,063.0 |
6,094.0 |
6,229.4 |
|
|
| 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 |
6,345.0 |
6,245.0 |
100.0 |
1.6% |
52.8 |
0.8% |
24% |
False |
False |
186 |
| 10 |
6,408.0 |
6,245.0 |
163.0 |
2.6% |
42.8 |
0.7% |
15% |
False |
False |
188 |
| 20 |
6,408.0 |
6,150.0 |
258.0 |
4.1% |
33.6 |
0.5% |
46% |
False |
False |
185 |
| 40 |
6,408.0 |
5,958.0 |
450.0 |
7.2% |
24.7 |
0.4% |
69% |
False |
False |
130 |
| 60 |
6,408.0 |
5,667.0 |
741.0 |
11.8% |
22.9 |
0.4% |
81% |
False |
False |
96 |
| 80 |
6,408.0 |
5,667.0 |
741.0 |
11.8% |
19.9 |
0.3% |
81% |
False |
False |
101 |
| 100 |
6,408.0 |
5,533.0 |
875.0 |
14.0% |
16.7 |
0.3% |
84% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,626.0 |
|
2.618 |
6,508.5 |
|
1.618 |
6,436.5 |
|
1.000 |
6,392.0 |
|
0.618 |
6,364.5 |
|
HIGH |
6,320.0 |
|
0.618 |
6,292.5 |
|
0.500 |
6,284.0 |
|
0.382 |
6,275.5 |
|
LOW |
6,248.0 |
|
0.618 |
6,203.5 |
|
1.000 |
6,176.0 |
|
1.618 |
6,131.5 |
|
2.618 |
6,059.5 |
|
4.250 |
5,942.0 |
|
|