| Trading Metrics calculated at close of trading on 10-May-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2006 |
10-May-2006 |
Change |
Change % |
Previous Week |
| Open |
11,584.62 |
11,630.48 |
45.86 |
0.4% |
11,367.78 |
| High |
11,640.73 |
11,670.19 |
29.46 |
0.3% |
11,586.38 |
| Low |
11,572.05 |
11,595.18 |
23.13 |
0.2% |
11,329.44 |
| Close |
11,639.77 |
11,642.65 |
2.88 |
0.0% |
11,577.74 |
| Range |
68.68 |
75.01 |
6.33 |
9.2% |
256.94 |
| ATR |
90.82 |
89.69 |
-1.13 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,861.04 |
11,826.85 |
11,683.91 |
|
| R3 |
11,786.03 |
11,751.84 |
11,663.28 |
|
| R2 |
11,711.02 |
11,711.02 |
11,656.40 |
|
| R1 |
11,676.83 |
11,676.83 |
11,649.53 |
11,693.93 |
| PP |
11,636.01 |
11,636.01 |
11,636.01 |
11,644.55 |
| S1 |
11,601.82 |
11,601.82 |
11,635.77 |
11,618.92 |
| S2 |
11,561.00 |
11,561.00 |
11,628.90 |
|
| S3 |
11,485.99 |
11,526.81 |
11,622.02 |
|
| S4 |
11,410.98 |
11,451.80 |
11,601.39 |
|
|
| Weekly Pivots for week ending 05-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,268.67 |
12,180.15 |
11,719.06 |
|
| R3 |
12,011.73 |
11,923.21 |
11,648.40 |
|
| R2 |
11,754.79 |
11,754.79 |
11,624.85 |
|
| R1 |
11,666.27 |
11,666.27 |
11,601.29 |
11,710.53 |
| PP |
11,497.85 |
11,497.85 |
11,497.85 |
11,519.99 |
| S1 |
11,409.33 |
11,409.33 |
11,554.19 |
11,453.59 |
| S2 |
11,240.91 |
11,240.91 |
11,530.63 |
|
| S3 |
10,983.97 |
11,152.39 |
11,507.08 |
|
| S4 |
10,727.03 |
10,895.45 |
11,436.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,670.19 |
11,401.80 |
268.39 |
2.3% |
78.48 |
0.7% |
90% |
True |
False |
|
| 10 |
11,670.19 |
11,275.30 |
394.89 |
3.4% |
84.84 |
0.7% |
93% |
True |
False |
|
| 20 |
11,670.19 |
11,039.12 |
631.07 |
5.4% |
90.74 |
0.8% |
96% |
True |
False |
|
| 40 |
11,670.19 |
11,039.12 |
631.07 |
5.4% |
92.60 |
0.8% |
96% |
True |
False |
|
| 60 |
11,670.19 |
10,890.72 |
779.47 |
6.7% |
92.01 |
0.8% |
96% |
True |
False |
|
| 80 |
11,670.19 |
10,661.15 |
1,009.04 |
8.7% |
92.73 |
0.8% |
97% |
True |
False |
|
| 100 |
11,670.19 |
10,661.15 |
1,009.04 |
8.7% |
90.02 |
0.8% |
97% |
True |
False |
|
| 120 |
11,670.19 |
10,652.30 |
1,017.89 |
8.7% |
89.38 |
0.8% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,988.98 |
|
2.618 |
11,866.57 |
|
1.618 |
11,791.56 |
|
1.000 |
11,745.20 |
|
0.618 |
11,716.55 |
|
HIGH |
11,670.19 |
|
0.618 |
11,641.54 |
|
0.500 |
11,632.69 |
|
0.382 |
11,623.83 |
|
LOW |
11,595.18 |
|
0.618 |
11,548.82 |
|
1.000 |
11,520.17 |
|
1.618 |
11,473.81 |
|
2.618 |
11,398.80 |
|
4.250 |
11,276.39 |
|
|
| Fisher Pivots for day following 10-May-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,639.33 |
11,633.79 |
| PP |
11,636.01 |
11,624.94 |
| S1 |
11,632.69 |
11,616.08 |
|