| Trading Metrics calculated at close of trading on 12-May-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2006 |
12-May-2006 |
Change |
Change % |
Previous Week |
| Open |
11,639.29 |
11,500.01 |
-139.28 |
-1.2% |
11,576.37 |
| High |
11,639.45 |
11,500.01 |
-139.44 |
-1.2% |
11,670.19 |
| Low |
11,479.44 |
11,374.74 |
-104.70 |
-0.9% |
11,374.74 |
| Close |
11,500.73 |
11,380.99 |
-119.74 |
-1.0% |
11,380.99 |
| Range |
160.01 |
125.27 |
-34.74 |
-21.7% |
295.45 |
| ATR |
94.94 |
97.16 |
2.22 |
2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,794.39 |
11,712.96 |
11,449.89 |
|
| R3 |
11,669.12 |
11,587.69 |
11,415.44 |
|
| R2 |
11,543.85 |
11,543.85 |
11,403.96 |
|
| R1 |
11,462.42 |
11,462.42 |
11,392.47 |
11,440.50 |
| PP |
11,418.58 |
11,418.58 |
11,418.58 |
11,407.62 |
| S1 |
11,337.15 |
11,337.15 |
11,369.51 |
11,315.23 |
| S2 |
11,293.31 |
11,293.31 |
11,358.02 |
|
| S3 |
11,168.04 |
11,211.88 |
11,346.54 |
|
| S4 |
11,042.77 |
11,086.61 |
11,312.09 |
|
|
| Weekly Pivots for week ending 12-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,361.66 |
12,166.77 |
11,543.49 |
|
| R3 |
12,066.21 |
11,871.32 |
11,462.24 |
|
| R2 |
11,770.76 |
11,770.76 |
11,435.16 |
|
| R1 |
11,575.87 |
11,575.87 |
11,408.07 |
11,525.59 |
| PP |
11,475.31 |
11,475.31 |
11,475.31 |
11,450.17 |
| S1 |
11,280.42 |
11,280.42 |
11,353.91 |
11,230.14 |
| S2 |
11,179.86 |
11,179.86 |
11,326.82 |
|
| S3 |
10,884.41 |
10,984.97 |
11,299.74 |
|
| S4 |
10,588.96 |
10,689.52 |
11,218.49 |
|
|
| 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 |
11,374.74 |
295.45 |
2.6% |
94.12 |
0.8% |
2% |
False |
True |
|
| 10 |
11,670.19 |
11,329.44 |
340.75 |
3.0% |
92.16 |
0.8% |
15% |
False |
False |
|
| 20 |
11,670.19 |
11,039.12 |
631.07 |
5.5% |
98.54 |
0.9% |
54% |
False |
False |
|
| 40 |
11,670.19 |
11,039.12 |
631.07 |
5.5% |
95.74 |
0.8% |
54% |
False |
False |
|
| 60 |
11,670.19 |
10,922.73 |
747.46 |
6.6% |
92.84 |
0.8% |
61% |
False |
False |
|
| 80 |
11,670.19 |
10,661.15 |
1,009.04 |
8.9% |
94.35 |
0.8% |
71% |
False |
False |
|
| 100 |
11,670.19 |
10,661.15 |
1,009.04 |
8.9% |
91.43 |
0.8% |
71% |
False |
False |
|
| 120 |
11,670.19 |
10,661.15 |
1,009.04 |
8.9% |
90.74 |
0.8% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,032.41 |
|
2.618 |
11,827.97 |
|
1.618 |
11,702.70 |
|
1.000 |
11,625.28 |
|
0.618 |
11,577.43 |
|
HIGH |
11,500.01 |
|
0.618 |
11,452.16 |
|
0.500 |
11,437.38 |
|
0.382 |
11,422.59 |
|
LOW |
11,374.74 |
|
0.618 |
11,297.32 |
|
1.000 |
11,249.47 |
|
1.618 |
11,172.05 |
|
2.618 |
11,046.78 |
|
4.250 |
10,842.34 |
|
|
| Fisher Pivots for day following 12-May-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,437.38 |
11,522.47 |
| PP |
11,418.58 |
11,475.31 |
| S1 |
11,399.79 |
11,428.15 |
|