| 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 |
1,539.3 |
1,530.0 |
-9.3 |
-0.6% |
1,542.7 |
| High |
1,546.8 |
1,534.0 |
-12.8 |
-0.8% |
1,550.5 |
| Low |
1,523.3 |
1,528.2 |
4.9 |
0.3% |
1,523.3 |
| Close |
1,526.2 |
1,532.0 |
5.8 |
0.4% |
1,532.0 |
| Range |
23.5 |
5.8 |
-17.7 |
-75.3% |
27.2 |
| ATR |
11.0 |
10.8 |
-0.2 |
-2.1% |
0.0 |
| Volume |
756 |
6,677 |
5,921 |
783.2% |
19,449 |
|
| Daily Pivots for day following 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,548.8 |
1,546.2 |
1,535.2 |
|
| R3 |
1,543.0 |
1,540.4 |
1,533.6 |
|
| R2 |
1,537.2 |
1,537.2 |
1,533.1 |
|
| R1 |
1,534.6 |
1,534.6 |
1,532.5 |
1,535.9 |
| PP |
1,531.4 |
1,531.4 |
1,531.4 |
1,532.1 |
| S1 |
1,528.8 |
1,528.8 |
1,531.5 |
1,530.1 |
| S2 |
1,525.6 |
1,525.6 |
1,530.9 |
|
| S3 |
1,519.8 |
1,523.0 |
1,530.4 |
|
| S4 |
1,514.0 |
1,517.2 |
1,528.8 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,616.9 |
1,601.6 |
1,547.0 |
|
| R3 |
1,589.7 |
1,574.4 |
1,539.5 |
|
| R2 |
1,562.5 |
1,562.5 |
1,537.0 |
|
| R1 |
1,547.2 |
1,547.2 |
1,534.5 |
1,541.3 |
| PP |
1,535.3 |
1,535.3 |
1,535.3 |
1,532.3 |
| S1 |
1,520.0 |
1,520.0 |
1,529.5 |
1,514.1 |
| S2 |
1,508.1 |
1,508.1 |
1,527.0 |
|
| S3 |
1,480.9 |
1,492.8 |
1,524.5 |
|
| S4 |
1,453.7 |
1,465.6 |
1,517.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,550.5 |
1,523.3 |
27.2 |
1.8% |
11.0 |
0.7% |
32% |
False |
False |
3,889 |
| 10 |
1,550.5 |
1,517.2 |
33.3 |
2.2% |
10.8 |
0.7% |
44% |
False |
False |
3,562 |
| 20 |
1,550.5 |
1,497.4 |
53.1 |
3.5% |
9.0 |
0.6% |
65% |
False |
False |
2,761 |
| 40 |
1,550.5 |
1,446.6 |
103.9 |
6.8% |
7.5 |
0.5% |
82% |
False |
False |
1,578 |
| 60 |
1,550.5 |
1,388.4 |
162.1 |
10.6% |
7.5 |
0.5% |
89% |
False |
False |
1,109 |
| 80 |
1,550.5 |
1,388.4 |
162.1 |
10.6% |
6.4 |
0.4% |
89% |
False |
False |
882 |
| 100 |
1,550.5 |
1,388.4 |
162.1 |
10.6% |
5.5 |
0.4% |
89% |
False |
False |
780 |
| 120 |
1,550.5 |
1,388.4 |
162.1 |
10.6% |
4.8 |
0.3% |
89% |
False |
False |
771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,558.7 |
|
2.618 |
1,549.2 |
|
1.618 |
1,543.4 |
|
1.000 |
1,539.8 |
|
0.618 |
1,537.6 |
|
HIGH |
1,534.0 |
|
0.618 |
1,531.8 |
|
0.500 |
1,531.1 |
|
0.382 |
1,530.4 |
|
LOW |
1,528.2 |
|
0.618 |
1,524.6 |
|
1.000 |
1,522.4 |
|
1.618 |
1,518.8 |
|
2.618 |
1,513.0 |
|
4.250 |
1,503.6 |
|
|
| Fisher Pivots for day following 25-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,531.7 |
1,536.9 |
| PP |
1,531.4 |
1,535.3 |
| S1 |
1,531.1 |
1,533.6 |
|