| 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 |
6,594.0 |
6,684.0 |
90.0 |
1.4% |
6,701.5 |
| High |
6,648.0 |
6,686.5 |
38.5 |
0.6% |
6,721.0 |
| Low |
6,575.0 |
6,647.0 |
72.0 |
1.1% |
6,579.5 |
| Close |
6,644.5 |
6,648.5 |
4.0 |
0.1% |
6,606.0 |
| Range |
73.0 |
39.5 |
-33.5 |
-45.9% |
141.5 |
| ATR |
48.6 |
48.2 |
-0.5 |
-1.0% |
0.0 |
| Volume |
229 |
5,346 |
5,117 |
2,234.5% |
3,550 |
|
| Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,779.0 |
6,753.5 |
6,670.0 |
|
| R3 |
6,739.5 |
6,714.0 |
6,659.5 |
|
| R2 |
6,700.0 |
6,700.0 |
6,655.5 |
|
| R1 |
6,674.5 |
6,674.5 |
6,652.0 |
6,667.5 |
| PP |
6,660.5 |
6,660.5 |
6,660.5 |
6,657.0 |
| S1 |
6,635.0 |
6,635.0 |
6,645.0 |
6,628.0 |
| S2 |
6,621.0 |
6,621.0 |
6,641.5 |
|
| S3 |
6,581.5 |
6,595.5 |
6,637.5 |
|
| S4 |
6,542.0 |
6,556.0 |
6,627.0 |
|
|
| 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 |
6,686.5 |
6,575.0 |
111.5 |
1.7% |
44.0 |
0.7% |
66% |
True |
False |
1,739 |
| 10 |
6,721.0 |
6,575.0 |
146.0 |
2.2% |
41.0 |
0.6% |
50% |
False |
False |
1,227 |
| 20 |
6,721.0 |
6,498.5 |
222.5 |
3.3% |
43.0 |
0.7% |
67% |
False |
False |
918 |
| 40 |
6,721.0 |
6,402.0 |
319.0 |
4.8% |
37.0 |
0.6% |
77% |
False |
False |
561 |
| 60 |
6,721.0 |
6,062.5 |
658.5 |
9.9% |
37.0 |
0.6% |
89% |
False |
False |
469 |
| 80 |
6,721.0 |
6,062.5 |
658.5 |
9.9% |
30.0 |
0.5% |
89% |
False |
False |
371 |
| 100 |
6,721.0 |
6,062.5 |
658.5 |
9.9% |
27.0 |
0.4% |
89% |
False |
False |
318 |
| 120 |
6,721.0 |
6,062.5 |
658.5 |
9.9% |
22.5 |
0.3% |
89% |
False |
False |
266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,854.5 |
|
2.618 |
6,790.0 |
|
1.618 |
6,750.5 |
|
1.000 |
6,726.0 |
|
0.618 |
6,711.0 |
|
HIGH |
6,686.5 |
|
0.618 |
6,671.5 |
|
0.500 |
6,667.0 |
|
0.382 |
6,662.0 |
|
LOW |
6,647.0 |
|
0.618 |
6,622.5 |
|
1.000 |
6,607.5 |
|
1.618 |
6,583.0 |
|
2.618 |
6,543.5 |
|
4.250 |
6,479.0 |
|
|
| Fisher Pivots for day following 31-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,667.0 |
6,642.5 |
| PP |
6,660.5 |
6,636.5 |
| S1 |
6,654.5 |
6,631.0 |
|