| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2005 |
06-May-2005 |
Change |
Change % |
Previous Week |
| Open |
10,384.50 |
10,339.70 |
-44.80 |
-0.4% |
10,192.00 |
| High |
10,405.80 |
10,400.60 |
-5.20 |
0.0% |
10,405.80 |
| Low |
10,296.50 |
10,339.60 |
43.10 |
0.4% |
10,188.10 |
| Close |
10,340.40 |
10,345.40 |
5.00 |
0.0% |
10,345.40 |
| Range |
109.30 |
61.00 |
-48.30 |
-44.2% |
217.70 |
| ATR |
118.47 |
114.36 |
-4.10 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-May-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,544.87 |
10,506.13 |
10,378.95 |
|
| R3 |
10,483.87 |
10,445.13 |
10,362.18 |
|
| R2 |
10,422.87 |
10,422.87 |
10,356.58 |
|
| R1 |
10,384.13 |
10,384.13 |
10,350.99 |
10,403.50 |
| PP |
10,361.87 |
10,361.87 |
10,361.87 |
10,371.55 |
| S1 |
10,323.13 |
10,323.13 |
10,339.81 |
10,342.50 |
| S2 |
10,300.87 |
10,300.87 |
10,334.22 |
|
| S3 |
10,239.87 |
10,262.13 |
10,328.63 |
|
| S4 |
10,178.87 |
10,201.13 |
10,311.85 |
|
|
| Weekly Pivots for week ending 06-May-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,966.20 |
10,873.50 |
10,465.14 |
|
| R3 |
10,748.50 |
10,655.80 |
10,405.27 |
|
| R2 |
10,530.80 |
10,530.80 |
10,385.31 |
|
| R1 |
10,438.10 |
10,438.10 |
10,365.36 |
10,484.45 |
| PP |
10,313.10 |
10,313.10 |
10,313.10 |
10,336.28 |
| S1 |
10,220.40 |
10,220.40 |
10,325.44 |
10,266.75 |
| S2 |
10,095.40 |
10,095.40 |
10,305.49 |
|
| S3 |
9,877.70 |
10,002.70 |
10,285.53 |
|
| S4 |
9,660.00 |
9,785.00 |
10,225.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,405.80 |
10,188.10 |
217.70 |
2.1% |
94.86 |
0.9% |
72% |
False |
False |
|
| 10 |
10,405.80 |
10,048.10 |
357.70 |
3.5% |
110.15 |
1.1% |
83% |
False |
False |
|
| 20 |
10,529.80 |
10,000.50 |
529.30 |
5.1% |
125.75 |
1.2% |
65% |
False |
False |
|
| 40 |
10,872.40 |
10,000.50 |
871.90 |
8.4% |
110.66 |
1.1% |
40% |
False |
False |
|
| 60 |
10,984.50 |
10,000.50 |
984.00 |
9.5% |
104.76 |
1.0% |
35% |
False |
False |
|
| 80 |
10,984.50 |
10,000.50 |
984.00 |
9.5% |
100.90 |
1.0% |
35% |
False |
False |
|
| 100 |
10,984.50 |
10,000.50 |
984.00 |
9.5% |
97.79 |
0.9% |
35% |
False |
False |
|
| 120 |
10,984.50 |
10,000.50 |
984.00 |
9.5% |
95.90 |
0.9% |
35% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,659.85 |
|
2.618 |
10,560.30 |
|
1.618 |
10,499.30 |
|
1.000 |
10,461.60 |
|
0.618 |
10,438.30 |
|
HIGH |
10,400.60 |
|
0.618 |
10,377.30 |
|
0.500 |
10,370.10 |
|
0.382 |
10,362.90 |
|
LOW |
10,339.60 |
|
0.618 |
10,301.90 |
|
1.000 |
10,278.60 |
|
1.618 |
10,240.90 |
|
2.618 |
10,179.90 |
|
4.250 |
10,080.35 |
|
|