| 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 |
6,346.0 |
6,357.0 |
11.0 |
0.2% |
6,368.0 |
| High |
6,398.0 |
6,357.0 |
-41.0 |
-0.6% |
6,401.0 |
| Low |
6,336.0 |
6,285.0 |
-51.0 |
-0.8% |
6,275.0 |
| Close |
6,378.0 |
6,298.0 |
-80.0 |
-1.3% |
6,337.0 |
| Range |
62.0 |
72.0 |
10.0 |
16.1% |
126.0 |
| ATR |
69.8 |
71.5 |
1.7 |
2.4% |
0.0 |
| Volume |
16,902 |
26,870 |
9,968 |
59.0% |
82,054 |
|
| Daily Pivots for day following 24-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,529.3 |
6,485.7 |
6,337.6 |
|
| R3 |
6,457.3 |
6,413.7 |
6,317.8 |
|
| R2 |
6,385.3 |
6,385.3 |
6,311.2 |
|
| R1 |
6,341.7 |
6,341.7 |
6,304.6 |
6,327.5 |
| PP |
6,313.3 |
6,313.3 |
6,313.3 |
6,306.3 |
| S1 |
6,269.7 |
6,269.7 |
6,291.4 |
6,255.5 |
| S2 |
6,241.3 |
6,241.3 |
6,284.8 |
|
| S3 |
6,169.3 |
6,197.7 |
6,278.2 |
|
| S4 |
6,097.3 |
6,125.7 |
6,258.4 |
|
|
| 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 |
6,285.0 |
122.0 |
1.9% |
58.8 |
0.9% |
11% |
False |
True |
18,312 |
| 10 |
6,407.0 |
6,275.0 |
132.0 |
2.1% |
54.7 |
0.9% |
17% |
False |
False |
17,519 |
| 20 |
6,407.0 |
6,152.0 |
255.0 |
4.0% |
56.3 |
0.9% |
57% |
False |
False |
17,938 |
| 40 |
6,407.0 |
5,941.0 |
466.0 |
7.4% |
58.8 |
0.9% |
77% |
False |
False |
17,712 |
| 60 |
6,407.0 |
5,665.0 |
742.0 |
11.8% |
61.0 |
1.0% |
85% |
False |
False |
17,729 |
| 80 |
6,407.0 |
5,665.0 |
742.0 |
11.8% |
52.6 |
0.8% |
85% |
False |
False |
13,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,663.0 |
|
2.618 |
6,545.5 |
|
1.618 |
6,473.5 |
|
1.000 |
6,429.0 |
|
0.618 |
6,401.5 |
|
HIGH |
6,357.0 |
|
0.618 |
6,329.5 |
|
0.500 |
6,321.0 |
|
0.382 |
6,312.5 |
|
LOW |
6,285.0 |
|
0.618 |
6,240.5 |
|
1.000 |
6,213.0 |
|
1.618 |
6,168.5 |
|
2.618 |
6,096.5 |
|
4.250 |
5,979.0 |
|
|
| Fisher Pivots for day following 24-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,321.0 |
6,346.0 |
| PP |
6,313.3 |
6,330.0 |
| S1 |
6,305.7 |
6,314.0 |
|