| Trading Metrics calculated at close of trading on 19-May-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2006 |
19-May-2006 |
Change |
Change % |
Previous Week |
| Open |
11,206.17 |
11,124.37 |
-81.80 |
-0.7% |
11,380.43 |
| High |
11,247.39 |
11,180.29 |
-67.10 |
-0.6% |
11,460.55 |
| Low |
11,127.09 |
11,075.22 |
-51.87 |
-0.5% |
11,075.22 |
| Close |
11,128.29 |
11,144.06 |
15.77 |
0.1% |
11,144.06 |
| Range |
120.30 |
105.07 |
-15.23 |
-12.7% |
385.33 |
| ATR |
107.14 |
107.00 |
-0.15 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,448.40 |
11,401.30 |
11,201.85 |
|
| R3 |
11,343.33 |
11,296.23 |
11,172.95 |
|
| R2 |
11,238.26 |
11,238.26 |
11,163.32 |
|
| R1 |
11,191.16 |
11,191.16 |
11,153.69 |
11,214.71 |
| PP |
11,133.19 |
11,133.19 |
11,133.19 |
11,144.97 |
| S1 |
11,086.09 |
11,086.09 |
11,134.43 |
11,109.64 |
| S2 |
11,028.12 |
11,028.12 |
11,124.80 |
|
| S3 |
10,923.05 |
10,981.02 |
11,115.17 |
|
| S4 |
10,817.98 |
10,875.95 |
11,086.27 |
|
|
| Weekly Pivots for week ending 19-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,382.60 |
12,148.66 |
11,355.99 |
|
| R3 |
11,997.27 |
11,763.33 |
11,250.03 |
|
| R2 |
11,611.94 |
11,611.94 |
11,214.70 |
|
| R1 |
11,378.00 |
11,378.00 |
11,179.38 |
11,302.31 |
| PP |
11,226.61 |
11,226.61 |
11,226.61 |
11,188.76 |
| S1 |
10,992.67 |
10,992.67 |
11,108.74 |
10,916.98 |
| S2 |
10,841.28 |
10,841.28 |
11,073.42 |
|
| S3 |
10,455.95 |
10,607.34 |
11,038.09 |
|
| S4 |
10,070.62 |
10,222.01 |
10,932.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,460.55 |
11,075.22 |
385.33 |
3.5% |
126.26 |
1.1% |
18% |
False |
True |
|
| 10 |
11,670.19 |
11,075.22 |
594.97 |
5.3% |
110.19 |
1.0% |
12% |
False |
True |
|
| 20 |
11,670.19 |
11,075.22 |
594.97 |
5.3% |
100.53 |
0.9% |
12% |
False |
True |
|
| 40 |
11,670.19 |
11,039.12 |
631.07 |
5.7% |
101.76 |
0.9% |
17% |
False |
False |
|
| 60 |
11,670.19 |
10,922.73 |
747.46 |
6.7% |
96.68 |
0.9% |
30% |
False |
False |
|
| 80 |
11,670.19 |
10,710.94 |
959.25 |
8.6% |
95.92 |
0.9% |
45% |
False |
False |
|
| 100 |
11,670.19 |
10,661.15 |
1,009.04 |
9.1% |
94.15 |
0.8% |
48% |
False |
False |
|
| 120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.1% |
92.66 |
0.8% |
48% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,626.84 |
|
2.618 |
11,455.36 |
|
1.618 |
11,350.29 |
|
1.000 |
11,285.36 |
|
0.618 |
11,245.22 |
|
HIGH |
11,180.29 |
|
0.618 |
11,140.15 |
|
0.500 |
11,127.76 |
|
0.382 |
11,115.36 |
|
LOW |
11,075.22 |
|
0.618 |
11,010.29 |
|
1.000 |
10,970.15 |
|
1.618 |
10,905.22 |
|
2.618 |
10,800.15 |
|
4.250 |
10,628.67 |
|
|
| Fisher Pivots for day following 19-May-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,138.63 |
11,242.68 |
| PP |
11,133.19 |
11,209.80 |
| S1 |
11,127.76 |
11,176.93 |
|