Day Change Summary |
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Previous |
Current |
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23-May-2007 |
24-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,524.09 |
1,522.10 |
-1.99 |
-0.1% |
1,505.76 |
High |
1,532.43 |
1,529.31 |
-3.12 |
-0.2% |
1,522.75 |
Low |
1,521.90 |
1,505.18 |
-16.72 |
-1.1% |
1,498.34 |
Close |
1,522.28 |
1,507.51 |
-14.77 |
-1.0% |
1,522.75 |
Range |
10.53 |
24.13 |
13.60 |
129.2% |
24.41 |
ATR |
10.88 |
11.83 |
0.95 |
8.7% |
0.00 |
Volume |
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Daily Pivots for day following 24-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,586.39 |
1,571.08 |
1,520.78 |
|
R3 |
1,562.26 |
1,546.95 |
1,514.15 |
|
R2 |
1,538.13 |
1,538.13 |
1,511.93 |
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R1 |
1,522.82 |
1,522.82 |
1,509.72 |
1,518.41 |
PP |
1,514.00 |
1,514.00 |
1,514.00 |
1,511.80 |
S1 |
1,498.69 |
1,498.69 |
1,505.30 |
1,494.28 |
S2 |
1,489.87 |
1,489.87 |
1,503.09 |
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S3 |
1,465.74 |
1,474.56 |
1,500.87 |
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S4 |
1,441.61 |
1,450.43 |
1,494.24 |
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Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,587.84 |
1,579.71 |
1,536.18 |
|
R3 |
1,563.43 |
1,555.30 |
1,529.46 |
|
R2 |
1,539.02 |
1,539.02 |
1,527.23 |
|
R1 |
1,530.89 |
1,530.89 |
1,524.99 |
1,534.96 |
PP |
1,514.61 |
1,514.61 |
1,514.61 |
1,516.65 |
S1 |
1,506.48 |
1,506.48 |
1,520.51 |
1,510.55 |
S2 |
1,490.20 |
1,490.20 |
1,518.27 |
|
S3 |
1,465.79 |
1,482.07 |
1,516.04 |
|
S4 |
1,441.38 |
1,457.66 |
1,509.32 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,532.43 |
1,505.18 |
27.25 |
1.8% |
11.80 |
0.8% |
9% |
False |
True |
|
10 |
1,532.43 |
1,491.75 |
40.68 |
2.7% |
12.13 |
0.8% |
39% |
False |
False |
|
20 |
1,532.43 |
1,476.70 |
55.73 |
3.7% |
11.29 |
0.7% |
55% |
False |
False |
|
40 |
1,532.43 |
1,408.90 |
123.53 |
8.2% |
10.91 |
0.7% |
80% |
False |
False |
|
60 |
1,532.43 |
1,363.98 |
168.45 |
11.2% |
12.65 |
0.8% |
85% |
False |
False |
|
80 |
1,532.43 |
1,363.98 |
168.45 |
11.2% |
12.57 |
0.8% |
85% |
False |
False |
|
100 |
1,532.43 |
1,363.98 |
168.45 |
11.2% |
12.22 |
0.8% |
85% |
False |
False |
|
120 |
1,532.43 |
1,363.98 |
168.45 |
11.2% |
11.78 |
0.8% |
85% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,631.86 |
2.618 |
1,592.48 |
1.618 |
1,568.35 |
1.000 |
1,553.44 |
0.618 |
1,544.22 |
HIGH |
1,529.31 |
0.618 |
1,520.09 |
0.500 |
1,517.25 |
0.382 |
1,514.40 |
LOW |
1,505.18 |
0.618 |
1,490.27 |
1.000 |
1,481.05 |
1.618 |
1,466.14 |
2.618 |
1,442.01 |
4.250 |
1,402.63 |
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