| Trading Metrics calculated at close of trading on 30-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2007 |
30-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,517.8 |
1,521.9 |
4.1 |
0.3% |
1,527.6 |
| High |
1,524.2 |
1,534.2 |
10.0 |
0.7% |
1,535.7 |
| Low |
1,514.3 |
1,512.6 |
-1.7 |
-0.1% |
1,507.8 |
| Close |
1,522.5 |
1,533.9 |
11.4 |
0.7% |
1,517.3 |
| Range |
9.9 |
21.6 |
11.7 |
118.2% |
27.9 |
| ATR |
12.3 |
12.9 |
0.7 |
5.4% |
0.0 |
| Volume |
27,447 |
49,644 |
22,197 |
80.9% |
189,557 |
|
| Daily Pivots for day following 30-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,591.7 |
1,584.4 |
1,545.8 |
|
| R3 |
1,570.1 |
1,562.8 |
1,539.8 |
|
| R2 |
1,548.5 |
1,548.5 |
1,537.9 |
|
| R1 |
1,541.2 |
1,541.2 |
1,535.9 |
1,544.9 |
| PP |
1,526.9 |
1,526.9 |
1,526.9 |
1,528.7 |
| S1 |
1,519.6 |
1,519.6 |
1,531.9 |
1,523.3 |
| S2 |
1,505.3 |
1,505.3 |
1,529.9 |
|
| S3 |
1,483.7 |
1,498.0 |
1,528.0 |
|
| S4 |
1,462.1 |
1,476.4 |
1,522.0 |
|
|
| 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% |
15.5 |
1.0% |
94% |
False |
False |
39,286 |
| 10 |
1,535.7 |
1,506.2 |
29.5 |
1.9% |
12.8 |
0.8% |
94% |
False |
False |
37,966 |
| 20 |
1,535.7 |
1,492.1 |
43.6 |
2.8% |
12.5 |
0.8% |
96% |
False |
False |
35,348 |
| 40 |
1,535.7 |
1,442.3 |
93.4 |
6.1% |
11.7 |
0.8% |
98% |
False |
False |
31,937 |
| 60 |
1,535.7 |
1,375.9 |
159.8 |
10.4% |
13.0 |
0.8% |
99% |
False |
False |
41,994 |
| 80 |
1,535.7 |
1,375.9 |
159.8 |
10.4% |
13.1 |
0.9% |
99% |
False |
False |
33,939 |
| 100 |
1,535.7 |
1,375.9 |
159.8 |
10.4% |
11.9 |
0.8% |
99% |
False |
False |
27,519 |
| 120 |
1,535.7 |
1,375.9 |
159.8 |
10.4% |
11.0 |
0.7% |
99% |
False |
False |
23,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,626.0 |
|
2.618 |
1,590.7 |
|
1.618 |
1,569.1 |
|
1.000 |
1,555.8 |
|
0.618 |
1,547.5 |
|
HIGH |
1,534.2 |
|
0.618 |
1,525.9 |
|
0.500 |
1,523.4 |
|
0.382 |
1,520.9 |
|
LOW |
1,512.6 |
|
0.618 |
1,499.3 |
|
1.000 |
1,491.0 |
|
1.618 |
1,477.7 |
|
2.618 |
1,456.1 |
|
4.250 |
1,420.8 |
|
|
| Fisher Pivots for day following 30-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,530.4 |
1,530.0 |
| PP |
1,526.9 |
1,526.2 |
| S1 |
1,523.4 |
1,522.3 |
|