| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,592.0 |
6,624.5 |
32.5 |
0.5% |
6,646.0 |
| High |
6,603.0 |
6,624.5 |
21.5 |
0.3% |
6,646.0 |
| Low |
6,590.5 |
6,610.5 |
20.0 |
0.3% |
6,498.5 |
| Close |
6,607.0 |
6,625.0 |
18.0 |
0.3% |
6,617.5 |
| Range |
12.5 |
14.0 |
1.5 |
12.0% |
147.5 |
| ATR |
50.9 |
48.6 |
-2.4 |
-4.7% |
0.0 |
| Volume |
6 |
6 |
0 |
0.0% |
266 |
|
| Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,662.0 |
6,657.5 |
6,632.5 |
|
| R3 |
6,648.0 |
6,643.5 |
6,629.0 |
|
| R2 |
6,634.0 |
6,634.0 |
6,627.5 |
|
| R1 |
6,629.5 |
6,629.5 |
6,626.5 |
6,632.0 |
| PP |
6,620.0 |
6,620.0 |
6,620.0 |
6,621.0 |
| S1 |
6,615.5 |
6,615.5 |
6,623.5 |
6,618.0 |
| S2 |
6,606.0 |
6,606.0 |
6,622.5 |
|
| S3 |
6,592.0 |
6,601.5 |
6,621.0 |
|
| S4 |
6,578.0 |
6,587.5 |
6,617.5 |
|
|
| 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 |
6,638.0 |
6,498.5 |
139.5 |
2.1% |
52.0 |
0.8% |
91% |
False |
False |
1,142 |
| 10 |
6,650.0 |
6,498.5 |
151.5 |
2.3% |
44.5 |
0.7% |
83% |
False |
False |
606 |
| 20 |
6,650.0 |
6,451.5 |
198.5 |
3.0% |
33.5 |
0.5% |
87% |
False |
False |
321 |
| 40 |
6,650.0 |
6,321.5 |
328.5 |
5.0% |
36.0 |
0.5% |
92% |
False |
False |
339 |
| 60 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
33.5 |
0.5% |
96% |
False |
False |
290 |
| 80 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
26.0 |
0.4% |
96% |
False |
False |
244 |
| 100 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
23.0 |
0.3% |
96% |
False |
False |
196 |
| 120 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
19.5 |
0.3% |
96% |
False |
False |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,684.0 |
|
2.618 |
6,661.0 |
|
1.618 |
6,647.0 |
|
1.000 |
6,638.5 |
|
0.618 |
6,633.0 |
|
HIGH |
6,624.5 |
|
0.618 |
6,619.0 |
|
0.500 |
6,617.5 |
|
0.382 |
6,616.0 |
|
LOW |
6,610.5 |
|
0.618 |
6,602.0 |
|
1.000 |
6,596.5 |
|
1.618 |
6,588.0 |
|
2.618 |
6,574.0 |
|
4.250 |
6,551.0 |
|
|