| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2007 |
11-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,596.5 |
6,553.0 |
-43.5 |
-0.7% |
6,646.0 |
| High |
6,615.5 |
6,628.0 |
12.5 |
0.2% |
6,646.0 |
| Low |
6,572.0 |
6,498.5 |
-73.5 |
-1.1% |
6,498.5 |
| Close |
6,573.5 |
6,617.5 |
44.0 |
0.7% |
6,617.5 |
| Range |
43.5 |
129.5 |
86.0 |
197.7% |
147.5 |
| ATR |
48.3 |
54.1 |
5.8 |
12.0% |
0.0 |
| Volume |
12 |
50 |
38 |
316.7% |
266 |
|
| Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,970.0 |
6,923.0 |
6,688.5 |
|
| R3 |
6,840.5 |
6,793.5 |
6,653.0 |
|
| R2 |
6,711.0 |
6,711.0 |
6,641.0 |
|
| R1 |
6,664.0 |
6,664.0 |
6,629.5 |
6,687.5 |
| PP |
6,581.5 |
6,581.5 |
6,581.5 |
6,593.0 |
| S1 |
6,534.5 |
6,534.5 |
6,605.5 |
6,558.0 |
| S2 |
6,452.0 |
6,452.0 |
6,594.0 |
|
| S3 |
6,322.5 |
6,405.0 |
6,582.0 |
|
| S4 |
6,193.0 |
6,275.5 |
6,546.5 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,030.0 |
6,971.0 |
6,698.5 |
|
| R3 |
6,882.5 |
6,823.5 |
6,658.0 |
|
| R2 |
6,735.0 |
6,735.0 |
6,644.5 |
|
| R1 |
6,676.0 |
6,676.0 |
6,631.0 |
6,632.0 |
| PP |
6,587.5 |
6,587.5 |
6,587.5 |
6,565.0 |
| S1 |
6,528.5 |
6,528.5 |
6,604.0 |
6,484.0 |
| S2 |
6,440.0 |
6,440.0 |
6,590.5 |
|
| S3 |
6,292.5 |
6,381.0 |
6,577.0 |
|
| S4 |
6,145.0 |
6,233.5 |
6,536.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,646.0 |
6,498.5 |
147.5 |
2.2% |
57.0 |
0.9% |
81% |
False |
True |
53 |
| 10 |
6,650.0 |
6,451.5 |
198.5 |
3.0% |
37.5 |
0.6% |
84% |
False |
False |
48 |
| 20 |
6,650.0 |
6,451.5 |
198.5 |
3.0% |
35.0 |
0.5% |
84% |
False |
False |
106 |
| 40 |
6,650.0 |
6,159.5 |
490.5 |
7.4% |
38.0 |
0.6% |
93% |
False |
False |
229 |
| 60 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
31.0 |
0.5% |
94% |
False |
False |
195 |
| 80 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
25.0 |
0.4% |
94% |
False |
False |
174 |
| 100 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
22.0 |
0.3% |
94% |
False |
False |
140 |
| 120 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
18.0 |
0.3% |
94% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,178.5 |
|
2.618 |
6,967.0 |
|
1.618 |
6,837.5 |
|
1.000 |
6,757.5 |
|
0.618 |
6,708.0 |
|
HIGH |
6,628.0 |
|
0.618 |
6,578.5 |
|
0.500 |
6,563.0 |
|
0.382 |
6,548.0 |
|
LOW |
6,498.5 |
|
0.618 |
6,418.5 |
|
1.000 |
6,369.0 |
|
1.618 |
6,289.0 |
|
2.618 |
6,159.5 |
|
4.250 |
5,948.0 |
|
|