| Trading Metrics calculated at close of trading on 15-May-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2006 |
15-May-2006 |
Change |
Change % |
Previous Week |
| Open |
11,500.01 |
11,380.43 |
-119.58 |
-1.0% |
11,576.37 |
| High |
11,500.01 |
11,435.34 |
-64.67 |
-0.6% |
11,670.19 |
| Low |
11,374.74 |
11,333.04 |
-41.70 |
-0.4% |
11,374.74 |
| Close |
11,380.99 |
11,428.77 |
47.78 |
0.4% |
11,380.99 |
| Range |
125.27 |
102.30 |
-22.97 |
-18.3% |
295.45 |
| ATR |
97.16 |
97.53 |
0.37 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,705.95 |
11,669.66 |
11,485.04 |
|
| R3 |
11,603.65 |
11,567.36 |
11,456.90 |
|
| R2 |
11,501.35 |
11,501.35 |
11,447.53 |
|
| R1 |
11,465.06 |
11,465.06 |
11,438.15 |
11,483.21 |
| PP |
11,399.05 |
11,399.05 |
11,399.05 |
11,408.12 |
| S1 |
11,362.76 |
11,362.76 |
11,419.39 |
11,380.91 |
| S2 |
11,296.75 |
11,296.75 |
11,410.02 |
|
| S3 |
11,194.45 |
11,260.46 |
11,400.64 |
|
| S4 |
11,092.15 |
11,158.16 |
11,372.51 |
|
|
| 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 |
11,333.04 |
337.15 |
3.0% |
106.25 |
0.9% |
28% |
False |
True |
|
| 10 |
11,670.19 |
11,333.04 |
337.15 |
3.0% |
92.50 |
0.8% |
28% |
False |
True |
|
| 20 |
11,670.19 |
11,074.58 |
595.61 |
5.2% |
97.61 |
0.9% |
59% |
False |
False |
|
| 40 |
11,670.19 |
11,039.12 |
631.07 |
5.5% |
97.40 |
0.9% |
62% |
False |
False |
|
| 60 |
11,670.19 |
10,922.73 |
747.46 |
6.5% |
93.30 |
0.8% |
68% |
False |
False |
|
| 80 |
11,670.19 |
10,661.15 |
1,009.04 |
8.8% |
94.84 |
0.8% |
76% |
False |
False |
|
| 100 |
11,670.19 |
10,661.15 |
1,009.04 |
8.8% |
91.48 |
0.8% |
76% |
False |
False |
|
| 120 |
11,670.19 |
10,661.15 |
1,009.04 |
8.8% |
90.76 |
0.8% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,870.12 |
|
2.618 |
11,703.16 |
|
1.618 |
11,600.86 |
|
1.000 |
11,537.64 |
|
0.618 |
11,498.56 |
|
HIGH |
11,435.34 |
|
0.618 |
11,396.26 |
|
0.500 |
11,384.19 |
|
0.382 |
11,372.12 |
|
LOW |
11,333.04 |
|
0.618 |
11,269.82 |
|
1.000 |
11,230.74 |
|
1.618 |
11,167.52 |
|
2.618 |
11,065.22 |
|
4.250 |
10,898.27 |
|
|
| Fisher Pivots for day following 15-May-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,413.91 |
11,486.25 |
| PP |
11,399.05 |
11,467.09 |
| S1 |
11,384.19 |
11,447.93 |
|