| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2007 |
04-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,568.5 |
6,622.5 |
54.0 |
0.8% |
6,507.5 |
| High |
6,585.0 |
6,650.0 |
65.0 |
1.0% |
6,650.0 |
| Low |
6,559.0 |
6,622.5 |
63.5 |
1.0% |
6,451.5 |
| Close |
6,586.5 |
6,646.0 |
59.5 |
0.9% |
6,646.0 |
| Range |
26.0 |
27.5 |
1.5 |
5.8% |
198.5 |
| ATR |
50.0 |
51.0 |
1.0 |
1.9% |
0.0 |
| Volume |
36 |
135 |
99 |
275.0% |
221 |
|
| Daily Pivots for day following 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,722.0 |
6,711.5 |
6,661.0 |
|
| R3 |
6,694.5 |
6,684.0 |
6,653.5 |
|
| R2 |
6,667.0 |
6,667.0 |
6,651.0 |
|
| R1 |
6,656.5 |
6,656.5 |
6,648.5 |
6,662.0 |
| PP |
6,639.5 |
6,639.5 |
6,639.5 |
6,642.0 |
| S1 |
6,629.0 |
6,629.0 |
6,643.5 |
6,634.0 |
| S2 |
6,612.0 |
6,612.0 |
6,641.0 |
|
| S3 |
6,584.5 |
6,601.5 |
6,638.5 |
|
| S4 |
6,557.0 |
6,574.0 |
6,631.0 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,178.0 |
7,110.5 |
6,755.0 |
|
| R3 |
6,979.5 |
6,912.0 |
6,700.5 |
|
| R2 |
6,781.0 |
6,781.0 |
6,682.5 |
|
| R1 |
6,713.5 |
6,713.5 |
6,664.0 |
6,747.0 |
| PP |
6,582.5 |
6,582.5 |
6,582.5 |
6,599.5 |
| S1 |
6,515.0 |
6,515.0 |
6,628.0 |
6,549.0 |
| S2 |
6,384.0 |
6,384.0 |
6,609.5 |
|
| S3 |
6,185.5 |
6,316.5 |
6,591.5 |
|
| S4 |
5,987.0 |
6,118.0 |
6,537.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,650.0 |
6,451.5 |
198.5 |
3.0% |
18.0 |
0.3% |
98% |
True |
False |
44 |
| 10 |
6,650.0 |
6,451.5 |
198.5 |
3.0% |
23.5 |
0.4% |
98% |
True |
False |
50 |
| 20 |
6,650.0 |
6,413.5 |
236.5 |
3.6% |
29.5 |
0.4% |
98% |
True |
False |
178 |
| 40 |
6,650.0 |
6,062.5 |
587.5 |
8.8% |
34.5 |
0.5% |
99% |
True |
False |
231 |
| 60 |
6,650.0 |
6,062.5 |
587.5 |
8.8% |
26.5 |
0.4% |
99% |
True |
False |
191 |
| 80 |
6,650.0 |
6,062.5 |
587.5 |
8.8% |
22.0 |
0.3% |
99% |
True |
False |
171 |
| 100 |
6,650.0 |
6,062.5 |
587.5 |
8.8% |
19.0 |
0.3% |
99% |
True |
False |
137 |
| 120 |
6,650.0 |
6,062.5 |
587.5 |
8.8% |
16.0 |
0.2% |
99% |
True |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,767.0 |
|
2.618 |
6,722.0 |
|
1.618 |
6,694.5 |
|
1.000 |
6,677.5 |
|
0.618 |
6,667.0 |
|
HIGH |
6,650.0 |
|
0.618 |
6,639.5 |
|
0.500 |
6,636.0 |
|
0.382 |
6,633.0 |
|
LOW |
6,622.5 |
|
0.618 |
6,605.5 |
|
1.000 |
6,595.0 |
|
1.618 |
6,578.0 |
|
2.618 |
6,550.5 |
|
4.250 |
6,505.5 |
|
|