| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2007 |
01-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,507.5 |
6,457.5 |
-50.0 |
-0.8% |
6,529.5 |
| High |
6,513.0 |
6,472.5 |
-40.5 |
-0.6% |
6,556.0 |
| Low |
6,501.0 |
6,451.5 |
-49.5 |
-0.8% |
6,458.5 |
| Close |
6,506.0 |
6,462.5 |
-43.5 |
-0.7% |
6,469.0 |
| Range |
12.0 |
21.0 |
9.0 |
75.0% |
97.5 |
| ATR |
47.5 |
48.0 |
0.5 |
1.0% |
0.0 |
| Volume |
21 |
25 |
4 |
19.0% |
280 |
|
| Daily Pivots for day following 01-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,525.0 |
6,515.0 |
6,474.0 |
|
| R3 |
6,504.0 |
6,494.0 |
6,468.5 |
|
| R2 |
6,483.0 |
6,483.0 |
6,466.5 |
|
| R1 |
6,473.0 |
6,473.0 |
6,464.5 |
6,478.0 |
| PP |
6,462.0 |
6,462.0 |
6,462.0 |
6,465.0 |
| S1 |
6,452.0 |
6,452.0 |
6,460.5 |
6,457.0 |
| S2 |
6,441.0 |
6,441.0 |
6,458.5 |
|
| S3 |
6,420.0 |
6,431.0 |
6,456.5 |
|
| S4 |
6,399.0 |
6,410.0 |
6,451.0 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,787.0 |
6,725.5 |
6,522.5 |
|
| R3 |
6,689.5 |
6,628.0 |
6,496.0 |
|
| R2 |
6,592.0 |
6,592.0 |
6,487.0 |
|
| R1 |
6,530.5 |
6,530.5 |
6,478.0 |
6,512.5 |
| PP |
6,494.5 |
6,494.5 |
6,494.5 |
6,485.5 |
| S1 |
6,433.0 |
6,433.0 |
6,460.0 |
6,415.0 |
| S2 |
6,397.0 |
6,397.0 |
6,451.0 |
|
| S3 |
6,299.5 |
6,335.5 |
6,442.0 |
|
| S4 |
6,202.0 |
6,238.0 |
6,415.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,556.0 |
6,451.5 |
104.5 |
1.6% |
28.5 |
0.4% |
11% |
False |
True |
41 |
| 10 |
6,556.0 |
6,451.5 |
104.5 |
1.6% |
26.5 |
0.4% |
11% |
False |
True |
68 |
| 20 |
6,571.0 |
6,387.5 |
183.5 |
2.8% |
32.5 |
0.5% |
41% |
False |
False |
215 |
| 40 |
6,571.0 |
6,062.5 |
508.5 |
7.9% |
33.5 |
0.5% |
79% |
False |
False |
248 |
| 60 |
6,571.0 |
6,062.5 |
508.5 |
7.9% |
25.5 |
0.4% |
79% |
False |
False |
188 |
| 80 |
6,571.0 |
6,062.5 |
508.5 |
7.9% |
22.5 |
0.3% |
79% |
False |
False |
169 |
| 100 |
6,571.0 |
6,062.5 |
508.5 |
7.9% |
18.5 |
0.3% |
79% |
False |
False |
135 |
| 120 |
6,571.0 |
6,062.5 |
508.5 |
7.9% |
15.5 |
0.2% |
79% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,562.0 |
|
2.618 |
6,527.5 |
|
1.618 |
6,506.5 |
|
1.000 |
6,493.5 |
|
0.618 |
6,485.5 |
|
HIGH |
6,472.5 |
|
0.618 |
6,464.5 |
|
0.500 |
6,462.0 |
|
0.382 |
6,459.5 |
|
LOW |
6,451.5 |
|
0.618 |
6,438.5 |
|
1.000 |
6,430.5 |
|
1.618 |
6,417.5 |
|
2.618 |
6,396.5 |
|
4.250 |
6,362.0 |
|
|