| Trading Metrics calculated at close of trading on 28-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2007 |
28-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,251.0 |
6,300.0 |
49.0 |
0.8% |
6,390.0 |
| High |
6,282.0 |
6,309.0 |
27.0 |
0.4% |
6,407.0 |
| Low |
6,232.0 |
6,246.0 |
14.0 |
0.2% |
6,232.0 |
| Close |
6,270.0 |
6,271.0 |
1.0 |
0.0% |
6,270.0 |
| Range |
50.0 |
63.0 |
13.0 |
26.0% |
175.0 |
| ATR |
71.1 |
70.5 |
-0.6 |
-0.8% |
0.0 |
| Volume |
19,812 |
14,056 |
-5,756 |
-29.1% |
95,214 |
|
| Daily Pivots for day following 28-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,464.3 |
6,430.7 |
6,305.7 |
|
| R3 |
6,401.3 |
6,367.7 |
6,288.3 |
|
| R2 |
6,338.3 |
6,338.3 |
6,282.6 |
|
| R1 |
6,304.7 |
6,304.7 |
6,276.8 |
6,290.0 |
| PP |
6,275.3 |
6,275.3 |
6,275.3 |
6,268.0 |
| S1 |
6,241.7 |
6,241.7 |
6,265.2 |
6,227.0 |
| S2 |
6,212.3 |
6,212.3 |
6,259.5 |
|
| S3 |
6,149.3 |
6,178.7 |
6,253.7 |
|
| S4 |
6,086.3 |
6,115.7 |
6,236.4 |
|
|
| 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% |
61.6 |
1.0% |
22% |
False |
False |
18,533 |
| 10 |
6,407.0 |
6,232.0 |
175.0 |
2.8% |
58.1 |
0.9% |
22% |
False |
False |
17,606 |
| 20 |
6,407.0 |
6,152.0 |
255.0 |
4.1% |
55.9 |
0.9% |
47% |
False |
False |
17,730 |
| 40 |
6,407.0 |
5,941.0 |
466.0 |
7.4% |
58.9 |
0.9% |
71% |
False |
False |
17,753 |
| 60 |
6,407.0 |
5,665.0 |
742.0 |
11.8% |
60.4 |
1.0% |
82% |
False |
False |
18,271 |
| 80 |
6,407.0 |
5,665.0 |
742.0 |
11.8% |
52.9 |
0.8% |
82% |
False |
False |
13,790 |
| 100 |
6,407.0 |
5,541.0 |
866.0 |
13.8% |
47.9 |
0.8% |
84% |
False |
False |
11,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,576.8 |
|
2.618 |
6,473.9 |
|
1.618 |
6,410.9 |
|
1.000 |
6,372.0 |
|
0.618 |
6,347.9 |
|
HIGH |
6,309.0 |
|
0.618 |
6,284.9 |
|
0.500 |
6,277.5 |
|
0.382 |
6,270.1 |
|
LOW |
6,246.0 |
|
0.618 |
6,207.1 |
|
1.000 |
6,183.0 |
|
1.618 |
6,144.1 |
|
2.618 |
6,081.1 |
|
4.250 |
5,978.3 |
|
|
| Fisher Pivots for day following 28-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,277.5 |
6,294.5 |
| PP |
6,275.3 |
6,286.7 |
| S1 |
6,273.2 |
6,278.8 |
|