| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2007 |
08-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,646.0 |
6,643.5 |
-2.5 |
0.0% |
6,507.5 |
| High |
6,646.0 |
6,644.0 |
-2.0 |
0.0% |
6,650.0 |
| Low |
6,646.0 |
6,589.0 |
-57.0 |
-0.9% |
6,451.5 |
| Close |
6,646.0 |
6,598.5 |
-47.5 |
-0.7% |
6,646.0 |
| Range |
0.0 |
55.0 |
55.0 |
|
198.5 |
| ATR |
47.3 |
48.0 |
0.7 |
1.5% |
0.0 |
| Volume |
0 |
113 |
113 |
|
221 |
|
| Daily Pivots for day following 08-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,775.5 |
6,742.0 |
6,629.0 |
|
| R3 |
6,720.5 |
6,687.0 |
6,613.5 |
|
| R2 |
6,665.5 |
6,665.5 |
6,608.5 |
|
| R1 |
6,632.0 |
6,632.0 |
6,603.5 |
6,621.0 |
| PP |
6,610.5 |
6,610.5 |
6,610.5 |
6,605.0 |
| S1 |
6,577.0 |
6,577.0 |
6,593.5 |
6,566.0 |
| S2 |
6,555.5 |
6,555.5 |
6,588.5 |
|
| S3 |
6,500.5 |
6,522.0 |
6,583.5 |
|
| S4 |
6,445.5 |
6,467.0 |
6,568.0 |
|
|
| 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 |
6,530.5 |
119.5 |
1.8% |
22.5 |
0.3% |
57% |
False |
False |
57 |
| 10 |
6,650.0 |
6,451.5 |
198.5 |
3.0% |
25.5 |
0.4% |
74% |
False |
False |
49 |
| 20 |
6,650.0 |
6,432.5 |
217.5 |
3.3% |
28.5 |
0.4% |
76% |
False |
False |
132 |
| 40 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
35.0 |
0.5% |
91% |
False |
False |
231 |
| 60 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
27.5 |
0.4% |
91% |
False |
False |
193 |
| 80 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
22.5 |
0.3% |
91% |
False |
False |
172 |
| 100 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
19.5 |
0.3% |
91% |
False |
False |
138 |
| 120 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
16.5 |
0.2% |
91% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,878.0 |
|
2.618 |
6,788.0 |
|
1.618 |
6,733.0 |
|
1.000 |
6,699.0 |
|
0.618 |
6,678.0 |
|
HIGH |
6,644.0 |
|
0.618 |
6,623.0 |
|
0.500 |
6,616.5 |
|
0.382 |
6,610.0 |
|
LOW |
6,589.0 |
|
0.618 |
6,555.0 |
|
1.000 |
6,534.0 |
|
1.618 |
6,500.0 |
|
2.618 |
6,445.0 |
|
4.250 |
6,355.0 |
|
|