| Trading Metrics calculated at close of trading on 18-May-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2006 |
18-May-2006 |
Change |
Change % |
Previous Week |
| Open |
11,410.13 |
11,206.17 |
-203.96 |
-1.8% |
11,576.37 |
| High |
11,410.13 |
11,247.39 |
-162.74 |
-1.4% |
11,670.19 |
| Low |
11,174.38 |
11,127.09 |
-47.29 |
-0.4% |
11,374.74 |
| Close |
11,205.61 |
11,128.29 |
-77.32 |
-0.7% |
11,380.99 |
| Range |
235.75 |
120.30 |
-115.45 |
-49.0% |
295.45 |
| ATR |
106.13 |
107.14 |
1.01 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,528.49 |
11,448.69 |
11,194.46 |
|
| R3 |
11,408.19 |
11,328.39 |
11,161.37 |
|
| R2 |
11,287.89 |
11,287.89 |
11,150.35 |
|
| R1 |
11,208.09 |
11,208.09 |
11,139.32 |
11,187.84 |
| PP |
11,167.59 |
11,167.59 |
11,167.59 |
11,157.47 |
| S1 |
11,087.79 |
11,087.79 |
11,117.26 |
11,067.54 |
| S2 |
11,047.29 |
11,047.29 |
11,106.24 |
|
| S3 |
10,926.99 |
10,967.49 |
11,095.21 |
|
| S4 |
10,806.69 |
10,847.19 |
11,062.13 |
|
|
| 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 |
11,500.01 |
11,127.09 |
372.92 |
3.4% |
130.30 |
1.2% |
0% |
False |
True |
|
| 10 |
11,670.19 |
11,127.09 |
543.10 |
4.9% |
114.26 |
1.0% |
0% |
False |
True |
|
| 20 |
11,670.19 |
11,127.09 |
543.10 |
4.9% |
99.73 |
0.9% |
0% |
False |
True |
|
| 40 |
11,670.19 |
11,039.12 |
631.07 |
5.7% |
101.39 |
0.9% |
14% |
False |
False |
|
| 60 |
11,670.19 |
10,922.73 |
747.46 |
6.7% |
96.32 |
0.9% |
28% |
False |
False |
|
| 80 |
11,670.19 |
10,672.60 |
997.59 |
9.0% |
95.70 |
0.9% |
46% |
False |
False |
|
| 100 |
11,670.19 |
10,661.15 |
1,009.04 |
9.1% |
93.45 |
0.8% |
46% |
False |
False |
|
| 120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.1% |
92.13 |
0.8% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,758.67 |
|
2.618 |
11,562.34 |
|
1.618 |
11,442.04 |
|
1.000 |
11,367.69 |
|
0.618 |
11,321.74 |
|
HIGH |
11,247.39 |
|
0.618 |
11,201.44 |
|
0.500 |
11,187.24 |
|
0.382 |
11,173.04 |
|
LOW |
11,127.09 |
|
0.618 |
11,052.74 |
|
1.000 |
11,006.79 |
|
1.618 |
10,932.44 |
|
2.618 |
10,812.14 |
|
4.250 |
10,615.82 |
|
|
| Fisher Pivots for day following 18-May-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,187.24 |
11,293.82 |
| PP |
11,167.59 |
11,238.64 |
| S1 |
11,147.94 |
11,183.47 |
|