| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2007 |
09-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,643.5 |
6,636.0 |
-7.5 |
-0.1% |
6,507.5 |
| High |
6,644.0 |
6,642.0 |
-2.0 |
0.0% |
6,650.0 |
| Low |
6,589.0 |
6,585.0 |
-4.0 |
-0.1% |
6,451.5 |
| Close |
6,598.5 |
6,600.0 |
1.5 |
0.0% |
6,646.0 |
| Range |
55.0 |
57.0 |
2.0 |
3.6% |
198.5 |
| ATR |
48.0 |
48.7 |
0.6 |
1.3% |
0.0 |
| Volume |
113 |
91 |
-22 |
-19.5% |
221 |
|
| Daily Pivots for day following 09-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,780.0 |
6,747.0 |
6,631.5 |
|
| R3 |
6,723.0 |
6,690.0 |
6,615.5 |
|
| R2 |
6,666.0 |
6,666.0 |
6,610.5 |
|
| R1 |
6,633.0 |
6,633.0 |
6,605.0 |
6,621.0 |
| PP |
6,609.0 |
6,609.0 |
6,609.0 |
6,603.0 |
| S1 |
6,576.0 |
6,576.0 |
6,595.0 |
6,564.0 |
| S2 |
6,552.0 |
6,552.0 |
6,589.5 |
|
| S3 |
6,495.0 |
6,519.0 |
6,584.5 |
|
| S4 |
6,438.0 |
6,462.0 |
6,568.5 |
|
|
| 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 |
6,559.0 |
91.0 |
1.4% |
33.0 |
0.5% |
45% |
False |
False |
75 |
| 10 |
6,650.0 |
6,451.5 |
198.5 |
3.0% |
29.5 |
0.4% |
75% |
False |
False |
56 |
| 20 |
6,650.0 |
6,432.5 |
217.5 |
3.3% |
29.5 |
0.4% |
77% |
False |
False |
131 |
| 40 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
36.5 |
0.5% |
91% |
False |
False |
233 |
| 60 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
28.5 |
0.4% |
91% |
False |
False |
194 |
| 80 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
23.5 |
0.4% |
91% |
False |
False |
173 |
| 100 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
20.0 |
0.3% |
91% |
False |
False |
139 |
| 120 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
17.0 |
0.3% |
91% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,884.0 |
|
2.618 |
6,791.0 |
|
1.618 |
6,734.0 |
|
1.000 |
6,699.0 |
|
0.618 |
6,677.0 |
|
HIGH |
6,642.0 |
|
0.618 |
6,620.0 |
|
0.500 |
6,613.5 |
|
0.382 |
6,607.0 |
|
LOW |
6,585.0 |
|
0.618 |
6,550.0 |
|
1.000 |
6,528.0 |
|
1.618 |
6,493.0 |
|
2.618 |
6,436.0 |
|
4.250 |
6,343.0 |
|
|