| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2006 |
04-May-2006 |
Change |
Change % |
Previous Week |
| Open |
11,414.69 |
11,401.80 |
-12.89 |
-0.1% |
11,346.81 |
| High |
11,424.93 |
11,463.11 |
38.18 |
0.3% |
11,417.66 |
| Low |
11,362.42 |
11,401.80 |
39.38 |
0.3% |
11,260.84 |
| Close |
11,400.28 |
11,438.86 |
38.58 |
0.3% |
11,367.14 |
| Range |
62.51 |
61.31 |
-1.20 |
-1.9% |
156.82 |
| ATR |
94.80 |
92.51 |
-2.28 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,618.52 |
11,590.00 |
11,472.58 |
|
| R3 |
11,557.21 |
11,528.69 |
11,455.72 |
|
| R2 |
11,495.90 |
11,495.90 |
11,450.10 |
|
| R1 |
11,467.38 |
11,467.38 |
11,444.48 |
11,481.64 |
| PP |
11,434.59 |
11,434.59 |
11,434.59 |
11,441.72 |
| S1 |
11,406.07 |
11,406.07 |
11,433.24 |
11,420.33 |
| S2 |
11,373.28 |
11,373.28 |
11,427.62 |
|
| S3 |
11,311.97 |
11,344.76 |
11,422.00 |
|
| S4 |
11,250.66 |
11,283.45 |
11,405.14 |
|
|
| 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 |
11,463.11 |
11,329.44 |
133.67 |
1.2% |
75.14 |
0.7% |
82% |
True |
False |
|
| 10 |
11,463.11 |
11,260.84 |
202.27 |
1.8% |
85.19 |
0.7% |
88% |
True |
False |
|
| 20 |
11,463.11 |
11,039.12 |
423.99 |
3.7% |
96.34 |
0.8% |
94% |
True |
False |
|
| 40 |
11,463.11 |
10,963.88 |
499.23 |
4.4% |
93.68 |
0.8% |
95% |
True |
False |
|
| 60 |
11,463.11 |
10,740.63 |
722.48 |
6.3% |
93.76 |
0.8% |
97% |
True |
False |
|
| 80 |
11,463.11 |
10,661.15 |
801.96 |
7.0% |
92.16 |
0.8% |
97% |
True |
False |
|
| 100 |
11,463.11 |
10,661.15 |
801.96 |
7.0% |
90.43 |
0.8% |
97% |
True |
False |
|
| 120 |
11,463.11 |
10,519.40 |
943.71 |
8.3% |
89.19 |
0.8% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,723.68 |
|
2.618 |
11,623.62 |
|
1.618 |
11,562.31 |
|
1.000 |
11,524.42 |
|
0.618 |
11,501.00 |
|
HIGH |
11,463.11 |
|
0.618 |
11,439.69 |
|
0.500 |
11,432.46 |
|
0.382 |
11,425.22 |
|
LOW |
11,401.80 |
|
0.618 |
11,363.91 |
|
1.000 |
11,340.49 |
|
1.618 |
11,302.60 |
|
2.618 |
11,241.29 |
|
4.250 |
11,141.23 |
|
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