| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2006 |
08-May-2006 |
Change |
Change % |
Previous Week |
| Open |
11,440.62 |
11,576.37 |
135.75 |
1.2% |
11,367.78 |
| High |
11,586.38 |
11,603.59 |
17.21 |
0.1% |
11,586.38 |
| Low |
11,440.62 |
11,561.97 |
121.35 |
1.1% |
11,329.44 |
| Close |
11,577.74 |
11,584.54 |
6.80 |
0.1% |
11,577.74 |
| Range |
145.76 |
41.62 |
-104.14 |
-71.4% |
256.94 |
| ATR |
96.44 |
92.53 |
-3.92 |
-4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,708.23 |
11,688.00 |
11,607.43 |
|
| R3 |
11,666.61 |
11,646.38 |
11,595.99 |
|
| R2 |
11,624.99 |
11,624.99 |
11,592.17 |
|
| R1 |
11,604.76 |
11,604.76 |
11,588.36 |
11,614.88 |
| PP |
11,583.37 |
11,583.37 |
11,583.37 |
11,588.42 |
| S1 |
11,563.14 |
11,563.14 |
11,580.72 |
11,573.26 |
| S2 |
11,541.75 |
11,541.75 |
11,576.91 |
|
| S3 |
11,500.13 |
11,521.52 |
11,573.09 |
|
| S4 |
11,458.51 |
11,479.90 |
11,561.65 |
|
|
| Weekly Pivots for week ending 05-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,268.67 |
12,180.15 |
11,719.06 |
|
| R3 |
12,011.73 |
11,923.21 |
11,648.40 |
|
| R2 |
11,754.79 |
11,754.79 |
11,624.85 |
|
| R1 |
11,666.27 |
11,666.27 |
11,601.29 |
11,710.53 |
| PP |
11,497.85 |
11,497.85 |
11,497.85 |
11,519.99 |
| S1 |
11,409.33 |
11,409.33 |
11,554.19 |
11,453.59 |
| S2 |
11,240.91 |
11,240.91 |
11,530.63 |
|
| S3 |
10,983.97 |
11,152.39 |
11,507.08 |
|
| S4 |
10,727.03 |
10,895.45 |
11,436.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,603.59 |
11,345.13 |
258.46 |
2.2% |
78.74 |
0.7% |
93% |
True |
False |
|
| 10 |
11,603.59 |
11,260.84 |
342.75 |
3.0% |
89.64 |
0.8% |
94% |
True |
False |
|
| 20 |
11,603.59 |
11,039.12 |
564.47 |
4.9% |
93.65 |
0.8% |
97% |
True |
False |
|
| 40 |
11,603.59 |
11,039.12 |
564.47 |
4.9% |
93.08 |
0.8% |
97% |
True |
False |
|
| 60 |
11,603.59 |
10,820.20 |
783.39 |
6.8% |
93.20 |
0.8% |
98% |
True |
False |
|
| 80 |
11,603.59 |
10,661.15 |
942.44 |
8.1% |
93.00 |
0.8% |
98% |
True |
False |
|
| 100 |
11,603.59 |
10,661.15 |
942.44 |
8.1% |
90.78 |
0.8% |
98% |
True |
False |
|
| 120 |
11,603.59 |
10,652.30 |
951.29 |
8.2% |
89.12 |
0.8% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,780.48 |
|
2.618 |
11,712.55 |
|
1.618 |
11,670.93 |
|
1.000 |
11,645.21 |
|
0.618 |
11,629.31 |
|
HIGH |
11,603.59 |
|
0.618 |
11,587.69 |
|
0.500 |
11,582.78 |
|
0.382 |
11,577.87 |
|
LOW |
11,561.97 |
|
0.618 |
11,536.25 |
|
1.000 |
11,520.35 |
|
1.618 |
11,494.63 |
|
2.618 |
11,453.01 |
|
4.250 |
11,385.09 |
|
|