| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,522.50 |
1,531.50 |
9.00 |
0.6% |
1,528.00 |
| High |
1,533.00 |
1,536.00 |
3.00 |
0.2% |
1,533.25 |
| Low |
1,520.50 |
1,528.00 |
7.50 |
0.5% |
1,510.50 |
| Close |
1,532.50 |
1,530.00 |
-2.50 |
-0.2% |
1,526.75 |
| Range |
12.50 |
8.00 |
-4.50 |
-36.0% |
22.75 |
| ATR |
12.33 |
12.02 |
-0.31 |
-2.5% |
0.00 |
| Volume |
4,147 |
2,835 |
-1,312 |
-31.6% |
6,186 |
|
| Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,555.25 |
1,550.75 |
1,534.50 |
|
| R3 |
1,547.25 |
1,542.75 |
1,532.25 |
|
| R2 |
1,539.25 |
1,539.25 |
1,531.50 |
|
| R1 |
1,534.75 |
1,534.75 |
1,530.75 |
1,533.00 |
| PP |
1,531.25 |
1,531.25 |
1,531.25 |
1,530.50 |
| S1 |
1,526.75 |
1,526.75 |
1,529.25 |
1,525.00 |
| S2 |
1,523.25 |
1,523.25 |
1,528.50 |
|
| S3 |
1,515.25 |
1,518.75 |
1,527.75 |
|
| S4 |
1,507.25 |
1,510.75 |
1,525.50 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,591.75 |
1,582.00 |
1,539.25 |
|
| R3 |
1,569.00 |
1,559.25 |
1,533.00 |
|
| R2 |
1,546.25 |
1,546.25 |
1,531.00 |
|
| R1 |
1,536.50 |
1,536.50 |
1,528.75 |
1,530.00 |
| PP |
1,523.50 |
1,523.50 |
1,523.50 |
1,520.25 |
| S1 |
1,513.75 |
1,513.75 |
1,524.75 |
1,507.25 |
| S2 |
1,500.75 |
1,500.75 |
1,522.50 |
|
| S3 |
1,478.00 |
1,491.00 |
1,520.50 |
|
| S4 |
1,455.25 |
1,468.25 |
1,514.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,536.00 |
1,510.50 |
25.50 |
1.7% |
13.25 |
0.9% |
76% |
True |
False |
3,497 |
| 10 |
1,536.00 |
1,510.50 |
25.50 |
1.7% |
11.75 |
0.8% |
76% |
True |
False |
2,195 |
| 20 |
1,536.00 |
1,493.25 |
42.75 |
2.8% |
11.50 |
0.8% |
86% |
True |
False |
1,559 |
| 40 |
1,536.00 |
1,431.75 |
104.25 |
6.8% |
11.25 |
0.7% |
94% |
True |
False |
1,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,570.00 |
|
2.618 |
1,557.00 |
|
1.618 |
1,549.00 |
|
1.000 |
1,544.00 |
|
0.618 |
1,541.00 |
|
HIGH |
1,536.00 |
|
0.618 |
1,533.00 |
|
0.500 |
1,532.00 |
|
0.382 |
1,531.00 |
|
LOW |
1,528.00 |
|
0.618 |
1,523.00 |
|
1.000 |
1,520.00 |
|
1.618 |
1,515.00 |
|
2.618 |
1,507.00 |
|
4.250 |
1,494.00 |
|
|