| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2006 |
02-May-2006 |
Change |
Change % |
Previous Week |
| Open |
11,367.78 |
11,345.21 |
-22.57 |
-0.2% |
11,346.81 |
| High |
11,428.37 |
11,427.65 |
-0.72 |
0.0% |
11,417.66 |
| Low |
11,329.44 |
11,345.13 |
15.69 |
0.1% |
11,260.84 |
| Close |
11,343.29 |
11,416.45 |
73.16 |
0.6% |
11,367.14 |
| Range |
98.93 |
82.52 |
-16.41 |
-16.6% |
156.82 |
| ATR |
98.27 |
97.28 |
-0.99 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,643.97 |
11,612.73 |
11,461.84 |
|
| R3 |
11,561.45 |
11,530.21 |
11,439.14 |
|
| R2 |
11,478.93 |
11,478.93 |
11,431.58 |
|
| R1 |
11,447.69 |
11,447.69 |
11,424.01 |
11,463.31 |
| PP |
11,396.41 |
11,396.41 |
11,396.41 |
11,404.22 |
| S1 |
11,365.17 |
11,365.17 |
11,408.89 |
11,380.79 |
| S2 |
11,313.89 |
11,313.89 |
11,401.32 |
|
| S3 |
11,231.37 |
11,282.65 |
11,393.76 |
|
| S4 |
11,148.85 |
11,200.13 |
11,371.06 |
|
|
| 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 |
11,275.30 |
153.07 |
1.3% |
98.13 |
0.9% |
92% |
False |
False |
|
| 10 |
11,428.37 |
11,236.19 |
192.18 |
1.7% |
90.39 |
0.8% |
94% |
False |
False |
|
| 20 |
11,428.37 |
11,039.12 |
389.25 |
3.4% |
99.40 |
0.9% |
97% |
False |
False |
|
| 40 |
11,428.37 |
10,922.73 |
505.64 |
4.4% |
94.69 |
0.8% |
98% |
False |
False |
|
| 60 |
11,428.37 |
10,737.67 |
690.70 |
6.1% |
93.84 |
0.8% |
98% |
False |
False |
|
| 80 |
11,428.37 |
10,661.15 |
767.22 |
6.7% |
92.72 |
0.8% |
98% |
False |
False |
|
| 100 |
11,428.37 |
10,661.15 |
767.22 |
6.7% |
91.41 |
0.8% |
98% |
False |
False |
|
| 120 |
11,428.37 |
10,519.40 |
908.97 |
8.0% |
89.26 |
0.8% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,778.36 |
|
2.618 |
11,643.69 |
|
1.618 |
11,561.17 |
|
1.000 |
11,510.17 |
|
0.618 |
11,478.65 |
|
HIGH |
11,427.65 |
|
0.618 |
11,396.13 |
|
0.500 |
11,386.39 |
|
0.382 |
11,376.65 |
|
LOW |
11,345.13 |
|
0.618 |
11,294.13 |
|
1.000 |
11,262.61 |
|
1.618 |
11,211.61 |
|
2.618 |
11,129.09 |
|
4.250 |
10,994.42 |
|
|