| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2006 |
03-May-2006 |
Change |
Change % |
Previous Week |
| Open |
11,345.21 |
11,414.69 |
69.48 |
0.6% |
11,346.81 |
| High |
11,427.65 |
11,424.93 |
-2.72 |
0.0% |
11,417.66 |
| Low |
11,345.13 |
11,362.42 |
17.29 |
0.2% |
11,260.84 |
| Close |
11,416.45 |
11,400.28 |
-16.17 |
-0.1% |
11,367.14 |
| Range |
82.52 |
62.51 |
-20.01 |
-24.2% |
156.82 |
| ATR |
97.28 |
94.80 |
-2.48 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,583.41 |
11,554.35 |
11,434.66 |
|
| R3 |
11,520.90 |
11,491.84 |
11,417.47 |
|
| R2 |
11,458.39 |
11,458.39 |
11,411.74 |
|
| R1 |
11,429.33 |
11,429.33 |
11,406.01 |
11,412.61 |
| PP |
11,395.88 |
11,395.88 |
11,395.88 |
11,387.51 |
| S1 |
11,366.82 |
11,366.82 |
11,394.55 |
11,350.10 |
| S2 |
11,333.37 |
11,333.37 |
11,388.82 |
|
| S3 |
11,270.86 |
11,304.31 |
11,383.09 |
|
| S4 |
11,208.35 |
11,241.80 |
11,365.90 |
|
|
| 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% |
91.21 |
0.8% |
82% |
False |
False |
|
| 10 |
11,428.37 |
11,260.84 |
167.53 |
1.5% |
89.97 |
0.8% |
83% |
False |
False |
|
| 20 |
11,428.37 |
11,039.12 |
389.25 |
3.4% |
97.36 |
0.9% |
93% |
False |
False |
|
| 40 |
11,428.37 |
10,922.73 |
505.64 |
4.4% |
94.75 |
0.8% |
94% |
False |
False |
|
| 60 |
11,428.37 |
10,737.67 |
690.70 |
6.1% |
94.16 |
0.8% |
96% |
False |
False |
|
| 80 |
11,428.37 |
10,661.15 |
767.22 |
6.7% |
92.34 |
0.8% |
96% |
False |
False |
|
| 100 |
11,428.37 |
10,661.15 |
767.22 |
6.7% |
90.99 |
0.8% |
96% |
False |
False |
|
| 120 |
11,428.37 |
10,519.40 |
908.97 |
8.0% |
89.36 |
0.8% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,690.60 |
|
2.618 |
11,588.58 |
|
1.618 |
11,526.07 |
|
1.000 |
11,487.44 |
|
0.618 |
11,463.56 |
|
HIGH |
11,424.93 |
|
0.618 |
11,401.05 |
|
0.500 |
11,393.68 |
|
0.382 |
11,386.30 |
|
LOW |
11,362.42 |
|
0.618 |
11,323.79 |
|
1.000 |
11,299.91 |
|
1.618 |
11,261.28 |
|
2.618 |
11,198.77 |
|
4.250 |
11,096.75 |
|
|