| Trading Metrics calculated at close of trading on 29-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2007 |
29-May-2007 |
Change |
Change % |
Previous Week |
| Open |
7,694.0 |
7,694.0 |
0.0 |
0.0% |
7,642.5 |
| High |
7,779.0 |
7,779.0 |
0.0 |
0.0% |
7,795.0 |
| Low |
7,675.5 |
7,675.5 |
0.0 |
0.0% |
7,618.5 |
| Close |
7,755.0 |
7,755.0 |
0.0 |
0.0% |
7,755.0 |
| Range |
103.5 |
103.5 |
0.0 |
0.0% |
176.5 |
| ATR |
95.1 |
95.7 |
0.6 |
0.6% |
0.0 |
| Volume |
161,045 |
0 |
-161,045 |
-100.0% |
873,860 |
|
| Daily Pivots for day following 29-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,047.0 |
8,004.5 |
7,811.9 |
|
| R3 |
7,943.5 |
7,901.0 |
7,783.5 |
|
| R2 |
7,840.0 |
7,840.0 |
7,774.0 |
|
| R1 |
7,797.5 |
7,797.5 |
7,764.5 |
7,818.8 |
| PP |
7,736.5 |
7,736.5 |
7,736.5 |
7,747.1 |
| S1 |
7,694.0 |
7,694.0 |
7,745.5 |
7,715.3 |
| S2 |
7,633.0 |
7,633.0 |
7,736.0 |
|
| S3 |
7,529.5 |
7,590.5 |
7,726.5 |
|
| S4 |
7,426.0 |
7,487.0 |
7,698.1 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,252.3 |
8,180.2 |
7,852.1 |
|
| R3 |
8,075.8 |
8,003.7 |
7,803.5 |
|
| R2 |
7,899.3 |
7,899.3 |
7,787.4 |
|
| R1 |
7,827.2 |
7,827.2 |
7,771.2 |
7,863.3 |
| PP |
7,722.8 |
7,722.8 |
7,722.8 |
7,740.9 |
| S1 |
7,650.7 |
7,650.7 |
7,738.8 |
7,686.8 |
| S2 |
7,546.3 |
7,546.3 |
7,722.6 |
|
| S3 |
7,369.8 |
7,474.2 |
7,706.5 |
|
| S4 |
7,193.3 |
7,297.7 |
7,657.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,795.0 |
7,626.5 |
168.5 |
2.2% |
99.5 |
1.3% |
76% |
False |
False |
148,477 |
| 10 |
7,795.0 |
7,442.0 |
353.0 |
4.6% |
90.8 |
1.2% |
89% |
False |
False |
160,701 |
| 20 |
7,795.0 |
7,333.0 |
462.0 |
6.0% |
93.9 |
1.2% |
91% |
False |
False |
160,985 |
| 40 |
7,795.0 |
6,937.0 |
858.0 |
11.1% |
88.1 |
1.1% |
95% |
False |
False |
165,686 |
| 60 |
7,795.0 |
6,483.0 |
1,312.0 |
16.9% |
90.2 |
1.2% |
97% |
False |
False |
149,890 |
| 80 |
7,795.0 |
6,483.0 |
1,312.0 |
16.9% |
85.9 |
1.1% |
97% |
False |
False |
112,821 |
| 100 |
7,795.0 |
6,483.0 |
1,312.0 |
16.9% |
82.9 |
1.1% |
97% |
False |
False |
90,426 |
| 120 |
7,795.0 |
6,412.0 |
1,383.0 |
17.8% |
78.9 |
1.0% |
97% |
False |
False |
75,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,218.9 |
|
2.618 |
8,050.0 |
|
1.618 |
7,946.5 |
|
1.000 |
7,882.5 |
|
0.618 |
7,843.0 |
|
HIGH |
7,779.0 |
|
0.618 |
7,739.5 |
|
0.500 |
7,727.3 |
|
0.382 |
7,715.0 |
|
LOW |
7,675.5 |
|
0.618 |
7,611.5 |
|
1.000 |
7,572.0 |
|
1.618 |
7,508.0 |
|
2.618 |
7,404.5 |
|
4.250 |
7,235.6 |
|
|
| Fisher Pivots for day following 29-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,745.8 |
7,748.2 |
| PP |
7,736.5 |
7,741.3 |
| S1 |
7,727.3 |
7,734.5 |
|