| Trading Metrics calculated at close of trading on 25-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2007 |
25-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,357.0 |
6,251.0 |
-106.0 |
-1.7% |
6,390.0 |
| High |
6,357.0 |
6,282.0 |
-75.0 |
-1.2% |
6,407.0 |
| Low |
6,285.0 |
6,232.0 |
-53.0 |
-0.8% |
6,232.0 |
| Close |
6,298.0 |
6,270.0 |
-28.0 |
-0.4% |
6,270.0 |
| Range |
72.0 |
50.0 |
-22.0 |
-30.6% |
175.0 |
| ATR |
71.5 |
71.1 |
-0.4 |
-0.5% |
0.0 |
| Volume |
26,870 |
19,812 |
-7,058 |
-26.3% |
95,214 |
|
| Daily Pivots for day following 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,411.3 |
6,390.7 |
6,297.5 |
|
| R3 |
6,361.3 |
6,340.7 |
6,283.8 |
|
| R2 |
6,311.3 |
6,311.3 |
6,279.2 |
|
| R1 |
6,290.7 |
6,290.7 |
6,274.6 |
6,301.0 |
| PP |
6,261.3 |
6,261.3 |
6,261.3 |
6,266.5 |
| S1 |
6,240.7 |
6,240.7 |
6,265.4 |
6,251.0 |
| S2 |
6,211.3 |
6,211.3 |
6,260.8 |
|
| S3 |
6,161.3 |
6,190.7 |
6,256.3 |
|
| S4 |
6,111.3 |
6,140.7 |
6,242.5 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,828.0 |
6,724.0 |
6,366.3 |
|
| R3 |
6,653.0 |
6,549.0 |
6,318.1 |
|
| R2 |
6,478.0 |
6,478.0 |
6,302.1 |
|
| R1 |
6,374.0 |
6,374.0 |
6,286.0 |
6,338.5 |
| PP |
6,303.0 |
6,303.0 |
6,303.0 |
6,285.3 |
| S1 |
6,199.0 |
6,199.0 |
6,254.0 |
6,163.5 |
| S2 |
6,128.0 |
6,128.0 |
6,237.9 |
|
| S3 |
5,953.0 |
6,024.0 |
6,221.9 |
|
| S4 |
5,778.0 |
5,849.0 |
6,173.8 |
|
|
| 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 |
6,232.0 |
175.0 |
2.8% |
56.4 |
0.9% |
22% |
False |
True |
19,042 |
| 10 |
6,407.0 |
6,232.0 |
175.0 |
2.8% |
55.1 |
0.9% |
22% |
False |
True |
17,726 |
| 20 |
6,407.0 |
6,152.0 |
255.0 |
4.1% |
56.0 |
0.9% |
46% |
False |
False |
18,142 |
| 40 |
6,407.0 |
5,941.0 |
466.0 |
7.4% |
59.2 |
0.9% |
71% |
False |
False |
17,880 |
| 60 |
6,407.0 |
5,665.0 |
742.0 |
11.8% |
61.1 |
1.0% |
82% |
False |
False |
18,052 |
| 80 |
6,407.0 |
5,665.0 |
742.0 |
11.8% |
52.5 |
0.8% |
82% |
False |
False |
13,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,494.5 |
|
2.618 |
6,412.9 |
|
1.618 |
6,362.9 |
|
1.000 |
6,332.0 |
|
0.618 |
6,312.9 |
|
HIGH |
6,282.0 |
|
0.618 |
6,262.9 |
|
0.500 |
6,257.0 |
|
0.382 |
6,251.1 |
|
LOW |
6,232.0 |
|
0.618 |
6,201.1 |
|
1.000 |
6,182.0 |
|
1.618 |
6,151.1 |
|
2.618 |
6,101.1 |
|
4.250 |
6,019.5 |
|
|
| Fisher Pivots for day following 25-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,265.7 |
6,315.0 |
| PP |
6,261.3 |
6,300.0 |
| S1 |
6,257.0 |
6,285.0 |
|