| Trading Metrics calculated at close of trading on 24-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2007 |
24-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,618.0 |
6,592.0 |
-26.0 |
-0.4% |
6,600.0 |
| High |
6,648.0 |
6,625.0 |
-23.0 |
-0.3% |
6,667.5 |
| Low |
6,614.5 |
6,561.0 |
-53.5 |
-0.8% |
6,539.5 |
| Close |
6,624.5 |
6,567.0 |
-57.5 |
-0.9% |
6,647.5 |
| Range |
33.5 |
64.0 |
30.5 |
91.0% |
128.0 |
| ATR |
62.4 |
62.5 |
0.1 |
0.2% |
0.0 |
| Volume |
81,979 |
75,746 |
-6,233 |
-7.6% |
431,685 |
|
| Daily Pivots for day following 24-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,776.5 |
6,735.5 |
6,602.0 |
|
| R3 |
6,712.5 |
6,671.5 |
6,584.5 |
|
| R2 |
6,648.5 |
6,648.5 |
6,578.5 |
|
| R1 |
6,607.5 |
6,607.5 |
6,573.0 |
6,596.0 |
| PP |
6,584.5 |
6,584.5 |
6,584.5 |
6,578.5 |
| S1 |
6,543.5 |
6,543.5 |
6,561.0 |
6,532.0 |
| S2 |
6,520.5 |
6,520.5 |
6,555.5 |
|
| S3 |
6,456.5 |
6,479.5 |
6,549.5 |
|
| S4 |
6,392.5 |
6,415.5 |
6,532.0 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,002.0 |
6,953.0 |
6,718.0 |
|
| R3 |
6,874.0 |
6,825.0 |
6,682.5 |
|
| R2 |
6,746.0 |
6,746.0 |
6,671.0 |
|
| R1 |
6,697.0 |
6,697.0 |
6,659.0 |
6,721.5 |
| PP |
6,618.0 |
6,618.0 |
6,618.0 |
6,630.5 |
| S1 |
6,569.0 |
6,569.0 |
6,636.0 |
6,593.5 |
| S2 |
6,490.0 |
6,490.0 |
6,624.0 |
|
| S3 |
6,362.0 |
6,441.0 |
6,612.5 |
|
| S4 |
6,234.0 |
6,313.0 |
6,577.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,683.5 |
6,561.0 |
122.5 |
1.9% |
59.5 |
0.9% |
5% |
False |
True |
79,115 |
| 10 |
6,683.5 |
6,460.0 |
223.5 |
3.4% |
61.5 |
0.9% |
48% |
False |
False |
86,148 |
| 20 |
6,683.5 |
6,410.0 |
273.5 |
4.2% |
64.0 |
1.0% |
57% |
False |
False |
78,087 |
| 40 |
6,683.5 |
6,270.0 |
413.5 |
6.3% |
58.5 |
0.9% |
72% |
False |
False |
79,870 |
| 60 |
6,683.5 |
5,981.5 |
702.0 |
10.7% |
65.5 |
1.0% |
83% |
False |
False |
77,085 |
| 80 |
6,683.5 |
5,981.5 |
702.0 |
10.7% |
60.0 |
0.9% |
83% |
False |
False |
58,044 |
| 100 |
6,683.5 |
5,981.5 |
702.0 |
10.7% |
57.5 |
0.9% |
83% |
False |
False |
46,619 |
| 120 |
6,683.5 |
5,981.5 |
702.0 |
10.7% |
49.0 |
0.7% |
83% |
False |
False |
38,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,897.0 |
|
2.618 |
6,792.5 |
|
1.618 |
6,728.5 |
|
1.000 |
6,689.0 |
|
0.618 |
6,664.5 |
|
HIGH |
6,625.0 |
|
0.618 |
6,600.5 |
|
0.500 |
6,593.0 |
|
0.382 |
6,585.5 |
|
LOW |
6,561.0 |
|
0.618 |
6,521.5 |
|
1.000 |
6,497.0 |
|
1.618 |
6,457.5 |
|
2.618 |
6,393.5 |
|
4.250 |
6,289.0 |
|
|
| Fisher Pivots for day following 24-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,593.0 |
6,606.5 |
| PP |
6,584.5 |
6,593.5 |
| S1 |
6,575.5 |
6,580.0 |
|