| Trading Metrics calculated at close of trading on 16-May-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2006 |
16-May-2006 |
Change |
Change % |
Previous Week |
| Open |
11,380.43 |
11,428.21 |
47.78 |
0.4% |
11,576.37 |
| High |
11,435.34 |
11,460.55 |
25.21 |
0.2% |
11,670.19 |
| Low |
11,333.04 |
11,392.67 |
59.63 |
0.5% |
11,374.74 |
| Close |
11,428.77 |
11,419.89 |
-8.88 |
-0.1% |
11,380.99 |
| Range |
102.30 |
67.88 |
-34.42 |
-33.6% |
295.45 |
| ATR |
97.53 |
95.41 |
-2.12 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,628.01 |
11,591.83 |
11,457.22 |
|
| R3 |
11,560.13 |
11,523.95 |
11,438.56 |
|
| R2 |
11,492.25 |
11,492.25 |
11,432.33 |
|
| R1 |
11,456.07 |
11,456.07 |
11,426.11 |
11,440.22 |
| PP |
11,424.37 |
11,424.37 |
11,424.37 |
11,416.45 |
| S1 |
11,388.19 |
11,388.19 |
11,413.67 |
11,372.34 |
| S2 |
11,356.49 |
11,356.49 |
11,407.45 |
|
| S3 |
11,288.61 |
11,320.31 |
11,401.22 |
|
| S4 |
11,220.73 |
11,252.43 |
11,382.56 |
|
|
| 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% |
106.09 |
0.9% |
26% |
False |
False |
|
| 10 |
11,670.19 |
11,333.04 |
337.15 |
3.0% |
91.04 |
0.8% |
26% |
False |
False |
|
| 20 |
11,670.19 |
11,236.19 |
434.00 |
3.8% |
90.71 |
0.8% |
42% |
False |
False |
|
| 40 |
11,670.19 |
11,039.12 |
631.07 |
5.5% |
97.88 |
0.9% |
60% |
False |
False |
|
| 60 |
11,670.19 |
10,922.73 |
747.46 |
6.5% |
93.53 |
0.8% |
67% |
False |
False |
|
| 80 |
11,670.19 |
10,666.35 |
1,003.84 |
8.8% |
92.94 |
0.8% |
75% |
False |
False |
|
| 100 |
11,670.19 |
10,661.15 |
1,009.04 |
8.8% |
91.46 |
0.8% |
75% |
False |
False |
|
| 120 |
11,670.19 |
10,661.15 |
1,009.04 |
8.8% |
90.71 |
0.8% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,749.04 |
|
2.618 |
11,638.26 |
|
1.618 |
11,570.38 |
|
1.000 |
11,528.43 |
|
0.618 |
11,502.50 |
|
HIGH |
11,460.55 |
|
0.618 |
11,434.62 |
|
0.500 |
11,426.61 |
|
0.382 |
11,418.60 |
|
LOW |
11,392.67 |
|
0.618 |
11,350.72 |
|
1.000 |
11,324.79 |
|
1.618 |
11,282.84 |
|
2.618 |
11,214.96 |
|
4.250 |
11,104.18 |
|
|
| Fisher Pivots for day following 16-May-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,426.61 |
11,418.77 |
| PP |
11,424.37 |
11,417.65 |
| S1 |
11,422.13 |
11,416.53 |
|