| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2006 |
01-May-2006 |
Change |
Change % |
Previous Week |
| Open |
11,358.33 |
11,367.78 |
9.45 |
0.1% |
11,346.81 |
| High |
11,417.66 |
11,428.37 |
10.71 |
0.1% |
11,417.66 |
| Low |
11,347.21 |
11,329.44 |
-17.77 |
-0.2% |
11,260.84 |
| Close |
11,367.14 |
11,343.29 |
-23.85 |
-0.2% |
11,367.14 |
| Range |
70.45 |
98.93 |
28.48 |
40.4% |
156.82 |
| ATR |
98.22 |
98.27 |
0.05 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,663.82 |
11,602.49 |
11,397.70 |
|
| R3 |
11,564.89 |
11,503.56 |
11,370.50 |
|
| R2 |
11,465.96 |
11,465.96 |
11,361.43 |
|
| R1 |
11,404.63 |
11,404.63 |
11,352.36 |
11,385.83 |
| PP |
11,367.03 |
11,367.03 |
11,367.03 |
11,357.64 |
| S1 |
11,305.70 |
11,305.70 |
11,334.22 |
11,286.90 |
| S2 |
11,268.10 |
11,268.10 |
11,325.15 |
|
| S3 |
11,169.17 |
11,206.77 |
11,316.08 |
|
| S4 |
11,070.24 |
11,107.84 |
11,288.88 |
|
|
| Weekly Pivots for week ending 28-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,819.01 |
11,749.89 |
11,453.39 |
|
| R3 |
11,662.19 |
11,593.07 |
11,410.27 |
|
| R2 |
11,505.37 |
11,505.37 |
11,395.89 |
|
| R1 |
11,436.25 |
11,436.25 |
11,381.52 |
11,470.81 |
| PP |
11,348.55 |
11,348.55 |
11,348.55 |
11,365.83 |
| S1 |
11,279.43 |
11,279.43 |
11,352.76 |
11,313.99 |
| S2 |
11,191.73 |
11,191.73 |
11,338.39 |
|
| S3 |
11,034.91 |
11,122.61 |
11,324.01 |
|
| S4 |
10,878.09 |
10,965.79 |
11,280.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,428.37 |
11,260.84 |
167.53 |
1.5% |
100.53 |
0.9% |
49% |
True |
False |
|
| 10 |
11,428.37 |
11,074.58 |
353.79 |
3.1% |
102.73 |
0.9% |
76% |
True |
False |
|
| 20 |
11,428.37 |
11,039.12 |
389.25 |
3.4% |
102.02 |
0.9% |
78% |
True |
False |
|
| 40 |
11,428.37 |
10,922.73 |
505.64 |
4.5% |
95.33 |
0.8% |
83% |
True |
False |
|
| 60 |
11,428.37 |
10,737.67 |
690.70 |
6.1% |
93.88 |
0.8% |
88% |
True |
False |
|
| 80 |
11,428.37 |
10,661.15 |
767.22 |
6.8% |
92.50 |
0.8% |
89% |
True |
False |
|
| 100 |
11,428.37 |
10,661.15 |
767.22 |
6.8% |
91.48 |
0.8% |
89% |
True |
False |
|
| 120 |
11,428.37 |
10,519.40 |
908.97 |
8.0% |
89.18 |
0.8% |
91% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,848.82 |
|
2.618 |
11,687.37 |
|
1.618 |
11,588.44 |
|
1.000 |
11,527.30 |
|
0.618 |
11,489.51 |
|
HIGH |
11,428.37 |
|
0.618 |
11,390.58 |
|
0.500 |
11,378.91 |
|
0.382 |
11,367.23 |
|
LOW |
11,329.44 |
|
0.618 |
11,268.30 |
|
1.000 |
11,230.51 |
|
1.618 |
11,169.37 |
|
2.618 |
11,070.44 |
|
4.250 |
10,908.99 |
|
|