| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2006 |
05-May-2006 |
Change |
Change % |
Previous Week |
| Open |
11,401.80 |
11,440.62 |
38.82 |
0.3% |
11,367.78 |
| High |
11,463.11 |
11,586.38 |
123.27 |
1.1% |
11,586.38 |
| Low |
11,401.80 |
11,440.62 |
38.82 |
0.3% |
11,329.44 |
| Close |
11,438.86 |
11,577.74 |
138.88 |
1.2% |
11,577.74 |
| Range |
61.31 |
145.76 |
84.45 |
137.7% |
256.94 |
| ATR |
92.51 |
96.44 |
3.93 |
4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,972.19 |
11,920.73 |
11,657.91 |
|
| R3 |
11,826.43 |
11,774.97 |
11,617.82 |
|
| R2 |
11,680.67 |
11,680.67 |
11,604.46 |
|
| R1 |
11,629.21 |
11,629.21 |
11,591.10 |
11,654.94 |
| PP |
11,534.91 |
11,534.91 |
11,534.91 |
11,547.78 |
| S1 |
11,483.45 |
11,483.45 |
11,564.38 |
11,509.18 |
| S2 |
11,389.15 |
11,389.15 |
11,551.02 |
|
| S3 |
11,243.39 |
11,337.69 |
11,537.66 |
|
| S4 |
11,097.63 |
11,191.93 |
11,497.57 |
|
|
| Weekly Pivots for week ending 05-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,268.67 |
12,180.15 |
11,719.06 |
|
| R3 |
12,011.73 |
11,923.21 |
11,648.40 |
|
| R2 |
11,754.79 |
11,754.79 |
11,624.85 |
|
| R1 |
11,666.27 |
11,666.27 |
11,601.29 |
11,710.53 |
| PP |
11,497.85 |
11,497.85 |
11,497.85 |
11,519.99 |
| S1 |
11,409.33 |
11,409.33 |
11,554.19 |
11,453.59 |
| S2 |
11,240.91 |
11,240.91 |
11,530.63 |
|
| S3 |
10,983.97 |
11,152.39 |
11,507.08 |
|
| S4 |
10,727.03 |
10,895.45 |
11,436.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,586.38 |
11,329.44 |
256.94 |
2.2% |
90.21 |
0.8% |
97% |
True |
False |
|
| 10 |
11,586.38 |
11,260.84 |
325.54 |
2.8% |
90.86 |
0.8% |
97% |
True |
False |
|
| 20 |
11,586.38 |
11,039.12 |
547.26 |
4.7% |
99.64 |
0.9% |
98% |
True |
False |
|
| 40 |
11,586.38 |
10,972.92 |
613.46 |
5.3% |
95.19 |
0.8% |
99% |
True |
False |
|
| 60 |
11,586.38 |
10,820.20 |
766.18 |
6.6% |
94.11 |
0.8% |
99% |
True |
False |
|
| 80 |
11,586.38 |
10,661.15 |
925.23 |
8.0% |
93.18 |
0.8% |
99% |
True |
False |
|
| 100 |
11,586.38 |
10,661.15 |
925.23 |
8.0% |
91.13 |
0.8% |
99% |
True |
False |
|
| 120 |
11,586.38 |
10,637.40 |
948.98 |
8.2% |
89.27 |
0.8% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,205.86 |
|
2.618 |
11,967.98 |
|
1.618 |
11,822.22 |
|
1.000 |
11,732.14 |
|
0.618 |
11,676.46 |
|
HIGH |
11,586.38 |
|
0.618 |
11,530.70 |
|
0.500 |
11,513.50 |
|
0.382 |
11,496.30 |
|
LOW |
11,440.62 |
|
0.618 |
11,350.54 |
|
1.000 |
11,294.86 |
|
1.618 |
11,204.78 |
|
2.618 |
11,059.02 |
|
4.250 |
10,821.14 |
|
|