| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2006 |
31-May-2006 |
Change |
Change % |
Previous Week |
| Open |
1,291.7 |
1,304.3 |
12.6 |
1.0% |
1,293.9 |
| High |
1,291.7 |
1,304.3 |
12.6 |
1.0% |
1,314.7 |
| Low |
1,291.7 |
1,304.3 |
12.6 |
1.0% |
1,284.3 |
| Close |
1,291.7 |
1,304.3 |
12.6 |
1.0% |
1,314.7 |
| Range |
|
|
|
|
|
| ATR |
9.3 |
9.5 |
0.2 |
2.6% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,304.3 |
1,304.3 |
1,304.3 |
|
| R3 |
1,304.3 |
1,304.3 |
1,304.3 |
|
| R2 |
1,304.3 |
1,304.3 |
1,304.3 |
|
| R1 |
1,304.3 |
1,304.3 |
1,304.3 |
1,304.3 |
| PP |
1,304.3 |
1,304.3 |
1,304.3 |
1,304.3 |
| S1 |
1,304.3 |
1,304.3 |
1,304.3 |
1,304.3 |
| S2 |
1,304.3 |
1,304.3 |
1,304.3 |
|
| S3 |
1,304.3 |
1,304.3 |
1,304.3 |
|
| S4 |
1,304.3 |
1,304.3 |
1,304.3 |
|
|
| Weekly Pivots for week ending 26-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,395.8 |
1,385.6 |
1,331.4 |
|
| R3 |
1,365.4 |
1,355.2 |
1,323.1 |
|
| R2 |
1,335.0 |
1,335.0 |
1,320.3 |
|
| R1 |
1,324.8 |
1,324.8 |
1,317.5 |
1,329.9 |
| PP |
1,304.6 |
1,304.6 |
1,304.6 |
1,307.1 |
| S1 |
1,294.4 |
1,294.4 |
1,311.9 |
1,299.5 |
| S2 |
1,274.2 |
1,274.2 |
1,309.1 |
|
| S3 |
1,243.8 |
1,264.0 |
1,306.3 |
|
| S4 |
1,213.4 |
1,233.6 |
1,298.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,314.7 |
1,291.7 |
23.0 |
1.8% |
0.0 |
0.0% |
55% |
False |
False |
|
| 10 |
1,314.7 |
1,284.3 |
30.4 |
2.3% |
0.0 |
0.0% |
66% |
False |
False |
|
| 20 |
1,363.8 |
1,284.3 |
79.5 |
6.1% |
0.7 |
0.1% |
25% |
False |
False |
2 |
| 40 |
1,363.8 |
1,284.3 |
79.5 |
6.1% |
0.7 |
0.1% |
25% |
False |
False |
1 |
| 60 |
1,363.8 |
1,284.3 |
79.5 |
6.1% |
0.9 |
0.1% |
25% |
False |
False |
1 |
| 80 |
1,363.8 |
1,284.3 |
79.5 |
6.1% |
0.7 |
0.1% |
25% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,304.3 |
|
2.618 |
1,304.3 |
|
1.618 |
1,304.3 |
|
1.000 |
1,304.3 |
|
0.618 |
1,304.3 |
|
HIGH |
1,304.3 |
|
0.618 |
1,304.3 |
|
0.500 |
1,304.3 |
|
0.382 |
1,304.3 |
|
LOW |
1,304.3 |
|
0.618 |
1,304.3 |
|
1.000 |
1,304.3 |
|
1.618 |
1,304.3 |
|
2.618 |
1,304.3 |
|
4.250 |
1,304.3 |
|
|