| Trading Metrics calculated at close of trading on 29-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2007 |
29-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,588.0 |
6,631.0 |
43.0 |
0.7% |
6,701.5 |
| High |
6,611.0 |
6,641.0 |
30.0 |
0.5% |
6,721.0 |
| Low |
6,579.5 |
6,612.0 |
32.5 |
0.5% |
6,579.5 |
| Close |
6,606.0 |
6,635.5 |
29.5 |
0.4% |
6,606.0 |
| Range |
31.5 |
29.0 |
-2.5 |
-7.9% |
141.5 |
| ATR |
47.7 |
46.8 |
-0.9 |
-1.9% |
0.0 |
| Volume |
36 |
3,073 |
3,037 |
8,436.1% |
3,550 |
|
| Daily Pivots for day following 29-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,716.5 |
6,705.0 |
6,651.5 |
|
| R3 |
6,687.5 |
6,676.0 |
6,643.5 |
|
| R2 |
6,658.5 |
6,658.5 |
6,641.0 |
|
| R1 |
6,647.0 |
6,647.0 |
6,638.0 |
6,653.0 |
| PP |
6,629.5 |
6,629.5 |
6,629.5 |
6,632.5 |
| S1 |
6,618.0 |
6,618.0 |
6,633.0 |
6,624.0 |
| S2 |
6,600.5 |
6,600.5 |
6,630.0 |
|
| S3 |
6,571.5 |
6,589.0 |
6,627.5 |
|
| S4 |
6,542.5 |
6,560.0 |
6,619.5 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,060.0 |
6,974.5 |
6,684.0 |
|
| R3 |
6,918.5 |
6,833.0 |
6,645.0 |
|
| R2 |
6,777.0 |
6,777.0 |
6,632.0 |
|
| R1 |
6,691.5 |
6,691.5 |
6,619.0 |
6,663.5 |
| PP |
6,635.5 |
6,635.5 |
6,635.5 |
6,621.5 |
| S1 |
6,550.0 |
6,550.0 |
6,593.0 |
6,522.0 |
| S2 |
6,494.0 |
6,494.0 |
6,580.0 |
|
| S3 |
6,352.5 |
6,408.5 |
6,567.0 |
|
| S4 |
6,211.0 |
6,267.0 |
6,528.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,685.0 |
6,579.5 |
105.5 |
1.6% |
34.5 |
0.5% |
53% |
False |
False |
1,285 |
| 10 |
6,721.0 |
6,579.5 |
141.5 |
2.1% |
35.5 |
0.5% |
40% |
False |
False |
1,222 |
| 20 |
6,721.0 |
6,451.5 |
269.5 |
4.1% |
39.0 |
0.6% |
68% |
False |
False |
641 |
| 40 |
6,721.0 |
6,348.0 |
373.0 |
5.6% |
36.5 |
0.5% |
77% |
False |
False |
434 |
| 60 |
6,721.0 |
6,062.5 |
658.5 |
9.9% |
35.0 |
0.5% |
87% |
False |
False |
379 |
| 80 |
6,721.0 |
6,062.5 |
658.5 |
9.9% |
28.5 |
0.4% |
87% |
False |
False |
301 |
| 100 |
6,721.0 |
6,062.5 |
658.5 |
9.9% |
25.5 |
0.4% |
87% |
False |
False |
263 |
| 120 |
6,721.0 |
6,062.5 |
658.5 |
9.9% |
21.5 |
0.3% |
87% |
False |
False |
219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,764.0 |
|
2.618 |
6,717.0 |
|
1.618 |
6,688.0 |
|
1.000 |
6,670.0 |
|
0.618 |
6,659.0 |
|
HIGH |
6,641.0 |
|
0.618 |
6,630.0 |
|
0.500 |
6,626.5 |
|
0.382 |
6,623.0 |
|
LOW |
6,612.0 |
|
0.618 |
6,594.0 |
|
1.000 |
6,583.0 |
|
1.618 |
6,565.0 |
|
2.618 |
6,536.0 |
|
4.250 |
6,489.0 |
|
|
| Fisher Pivots for day following 29-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,632.5 |
6,629.5 |
| PP |
6,629.5 |
6,623.5 |
| S1 |
6,626.5 |
6,617.5 |
|