| Trading Metrics calculated at close of trading on 25-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2007 |
25-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,525.3 |
1,511.3 |
-14.0 |
-0.9% |
1,527.6 |
| High |
1,532.5 |
1,520.2 |
-12.3 |
-0.8% |
1,535.7 |
| Low |
1,507.8 |
1,510.4 |
2.6 |
0.2% |
1,507.8 |
| Close |
1,511.6 |
1,517.3 |
5.7 |
0.4% |
1,517.3 |
| Range |
24.7 |
9.8 |
-14.9 |
-60.3% |
27.9 |
| ATR |
12.7 |
12.5 |
-0.2 |
-1.6% |
0.0 |
| Volume |
36,944 |
47,224 |
10,280 |
27.8% |
189,557 |
|
| Daily Pivots for day following 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,545.4 |
1,541.1 |
1,522.7 |
|
| R3 |
1,535.6 |
1,531.3 |
1,520.0 |
|
| R2 |
1,525.8 |
1,525.8 |
1,519.1 |
|
| R1 |
1,521.5 |
1,521.5 |
1,518.2 |
1,523.7 |
| PP |
1,516.0 |
1,516.0 |
1,516.0 |
1,517.0 |
| S1 |
1,511.7 |
1,511.7 |
1,516.4 |
1,513.9 |
| S2 |
1,506.2 |
1,506.2 |
1,515.5 |
|
| S3 |
1,496.4 |
1,501.9 |
1,514.6 |
|
| S4 |
1,486.6 |
1,492.1 |
1,511.9 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,604.0 |
1,588.5 |
1,532.6 |
|
| R3 |
1,576.1 |
1,560.6 |
1,525.0 |
|
| R2 |
1,548.2 |
1,548.2 |
1,522.4 |
|
| R1 |
1,532.7 |
1,532.7 |
1,519.9 |
1,526.5 |
| PP |
1,520.3 |
1,520.3 |
1,520.3 |
1,517.2 |
| S1 |
1,504.8 |
1,504.8 |
1,514.7 |
1,498.6 |
| S2 |
1,492.4 |
1,492.4 |
1,512.2 |
|
| S3 |
1,464.5 |
1,476.9 |
1,509.6 |
|
| S4 |
1,436.6 |
1,449.0 |
1,502.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,535.7 |
1,507.8 |
27.9 |
1.8% |
12.3 |
0.8% |
34% |
False |
False |
37,911 |
| 10 |
1,535.7 |
1,502.8 |
32.9 |
2.2% |
12.6 |
0.8% |
44% |
False |
False |
37,733 |
| 20 |
1,535.7 |
1,482.2 |
53.5 |
3.5% |
12.3 |
0.8% |
66% |
False |
False |
34,634 |
| 40 |
1,535.7 |
1,426.0 |
109.7 |
7.2% |
11.6 |
0.8% |
83% |
False |
False |
32,113 |
| 60 |
1,535.7 |
1,375.9 |
159.8 |
10.5% |
13.1 |
0.9% |
88% |
False |
False |
42,355 |
| 80 |
1,535.7 |
1,375.9 |
159.8 |
10.5% |
12.8 |
0.8% |
88% |
False |
False |
32,990 |
| 100 |
1,535.7 |
1,375.9 |
159.8 |
10.5% |
11.8 |
0.8% |
88% |
False |
False |
26,761 |
| 120 |
1,535.7 |
1,375.9 |
159.8 |
10.5% |
10.8 |
0.7% |
88% |
False |
False |
22,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,561.9 |
|
2.618 |
1,545.9 |
|
1.618 |
1,536.1 |
|
1.000 |
1,530.0 |
|
0.618 |
1,526.3 |
|
HIGH |
1,520.2 |
|
0.618 |
1,516.5 |
|
0.500 |
1,515.3 |
|
0.382 |
1,514.1 |
|
LOW |
1,510.4 |
|
0.618 |
1,504.3 |
|
1.000 |
1,500.6 |
|
1.618 |
1,494.5 |
|
2.618 |
1,484.7 |
|
4.250 |
1,468.8 |
|
|
| Fisher Pivots for day following 25-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,516.6 |
1,521.8 |
| PP |
1,516.0 |
1,520.3 |
| S1 |
1,515.3 |
1,518.8 |
|