| Trading Metrics calculated at close of trading on 22-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2007 |
22-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,390.0 |
6,395.0 |
5.0 |
0.1% |
6,368.0 |
| High |
6,405.0 |
6,407.0 |
2.0 |
0.0% |
6,401.0 |
| Low |
6,368.0 |
6,346.0 |
-22.0 |
-0.3% |
6,275.0 |
| Close |
6,369.0 |
6,371.0 |
2.0 |
0.0% |
6,337.0 |
| Range |
37.0 |
61.0 |
24.0 |
64.9% |
126.0 |
| ATR |
71.1 |
70.4 |
-0.7 |
-1.0% |
0.0 |
| Volume |
16,602 |
15,028 |
-1,574 |
-9.5% |
82,054 |
|
| Daily Pivots for day following 22-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,557.7 |
6,525.3 |
6,404.6 |
|
| R3 |
6,496.7 |
6,464.3 |
6,387.8 |
|
| R2 |
6,435.7 |
6,435.7 |
6,382.2 |
|
| R1 |
6,403.3 |
6,403.3 |
6,376.6 |
6,389.0 |
| PP |
6,374.7 |
6,374.7 |
6,374.7 |
6,367.5 |
| S1 |
6,342.3 |
6,342.3 |
6,365.4 |
6,328.0 |
| S2 |
6,313.7 |
6,313.7 |
6,359.8 |
|
| S3 |
6,252.7 |
6,281.3 |
6,354.2 |
|
| S4 |
6,191.7 |
6,220.3 |
6,337.5 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,715.7 |
6,652.3 |
6,406.3 |
|
| R3 |
6,589.7 |
6,526.3 |
6,371.7 |
|
| R2 |
6,463.7 |
6,463.7 |
6,360.1 |
|
| R1 |
6,400.3 |
6,400.3 |
6,348.6 |
6,369.0 |
| PP |
6,337.7 |
6,337.7 |
6,337.7 |
6,322.0 |
| S1 |
6,274.3 |
6,274.3 |
6,325.5 |
6,243.0 |
| S2 |
6,211.7 |
6,211.7 |
6,313.9 |
|
| S3 |
6,085.7 |
6,148.3 |
6,302.4 |
|
| S4 |
5,959.7 |
6,022.3 |
6,267.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,407.0 |
6,275.0 |
132.0 |
2.1% |
57.0 |
0.9% |
73% |
True |
False |
16,253 |
| 10 |
6,407.0 |
6,275.0 |
132.0 |
2.1% |
57.7 |
0.9% |
73% |
True |
False |
17,123 |
| 20 |
6,407.0 |
6,152.0 |
255.0 |
4.0% |
54.6 |
0.9% |
86% |
True |
False |
17,348 |
| 40 |
6,407.0 |
5,941.0 |
466.0 |
7.3% |
57.3 |
0.9% |
92% |
True |
False |
17,367 |
| 60 |
6,407.0 |
5,665.0 |
742.0 |
11.6% |
59.9 |
0.9% |
95% |
True |
False |
17,026 |
| 80 |
6,407.0 |
5,665.0 |
742.0 |
11.6% |
51.3 |
0.8% |
95% |
True |
False |
12,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,666.3 |
|
2.618 |
6,566.7 |
|
1.618 |
6,505.7 |
|
1.000 |
6,468.0 |
|
0.618 |
6,444.7 |
|
HIGH |
6,407.0 |
|
0.618 |
6,383.7 |
|
0.500 |
6,376.5 |
|
0.382 |
6,369.3 |
|
LOW |
6,346.0 |
|
0.618 |
6,308.3 |
|
1.000 |
6,285.0 |
|
1.618 |
6,247.3 |
|
2.618 |
6,186.3 |
|
4.250 |
6,086.8 |
|
|
| Fisher Pivots for day following 22-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,376.5 |
6,367.3 |
| PP |
6,374.7 |
6,363.7 |
| S1 |
6,372.8 |
6,360.0 |
|