| Trading Metrics calculated at close of trading on 31-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2007 |
31-May-2007 |
Change |
Change % |
Previous Week |
| Open |
7,833.0 |
7,931.5 |
98.5 |
1.3% |
7,723.0 |
| High |
7,920.5 |
7,995.0 |
74.5 |
0.9% |
7,876.0 |
| Low |
7,775.0 |
7,929.5 |
154.5 |
2.0% |
7,708.5 |
| Close |
7,863.5 |
7,976.5 |
113.0 |
1.4% |
7,841.0 |
| Range |
145.5 |
65.5 |
-80.0 |
-55.0% |
167.5 |
| ATR |
91.6 |
94.4 |
2.9 |
3.1% |
0.0 |
| Volume |
1,447 |
8,611 |
7,164 |
495.1% |
3,230 |
|
| Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,163.5 |
8,135.5 |
8,012.5 |
|
| R3 |
8,098.0 |
8,070.0 |
7,994.5 |
|
| R2 |
8,032.5 |
8,032.5 |
7,988.5 |
|
| R1 |
8,004.5 |
8,004.5 |
7,982.5 |
8,018.5 |
| PP |
7,967.0 |
7,967.0 |
7,967.0 |
7,974.0 |
| S1 |
7,939.0 |
7,939.0 |
7,970.5 |
7,953.0 |
| S2 |
7,901.5 |
7,901.5 |
7,964.5 |
|
| S3 |
7,836.0 |
7,873.5 |
7,958.5 |
|
| S4 |
7,770.5 |
7,808.0 |
7,940.5 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,311.0 |
8,243.5 |
7,933.1 |
|
| R3 |
8,143.5 |
8,076.0 |
7,887.1 |
|
| R2 |
7,976.0 |
7,976.0 |
7,871.7 |
|
| R1 |
7,908.5 |
7,908.5 |
7,856.4 |
7,942.3 |
| PP |
7,808.5 |
7,808.5 |
7,808.5 |
7,825.4 |
| S1 |
7,741.0 |
7,741.0 |
7,825.6 |
7,774.8 |
| S2 |
7,641.0 |
7,641.0 |
7,810.3 |
|
| S3 |
7,473.5 |
7,573.5 |
7,794.9 |
|
| S4 |
7,306.0 |
7,406.0 |
7,748.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,995.0 |
7,760.0 |
235.0 |
2.9% |
93.7 |
1.2% |
92% |
True |
False |
2,320 |
| 10 |
7,995.0 |
7,589.5 |
405.5 |
5.1% |
84.7 |
1.1% |
95% |
True |
False |
1,487 |
| 20 |
7,995.0 |
7,426.0 |
569.0 |
7.1% |
89.0 |
1.1% |
97% |
True |
False |
1,018 |
| 40 |
7,995.0 |
7,020.0 |
975.0 |
12.2% |
82.8 |
1.0% |
98% |
True |
False |
798 |
| 60 |
7,995.0 |
6,554.0 |
1,441.0 |
18.1% |
83.9 |
1.1% |
99% |
True |
False |
1,680 |
| 80 |
7,995.0 |
6,554.0 |
1,441.0 |
18.1% |
81.3 |
1.0% |
99% |
True |
False |
1,342 |
| 100 |
7,995.0 |
6,554.0 |
1,441.0 |
18.1% |
77.8 |
1.0% |
99% |
True |
False |
1,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,273.4 |
|
2.618 |
8,166.5 |
|
1.618 |
8,101.0 |
|
1.000 |
8,060.5 |
|
0.618 |
8,035.5 |
|
HIGH |
7,995.0 |
|
0.618 |
7,970.0 |
|
0.500 |
7,962.3 |
|
0.382 |
7,954.5 |
|
LOW |
7,929.5 |
|
0.618 |
7,889.0 |
|
1.000 |
7,864.0 |
|
1.618 |
7,823.5 |
|
2.618 |
7,758.0 |
|
4.250 |
7,651.1 |
|
|
| Fisher Pivots for day following 31-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,971.8 |
7,946.0 |
| PP |
7,967.0 |
7,915.5 |
| S1 |
7,962.3 |
7,885.0 |
|