| Trading Metrics calculated at close of trading on 22-May-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2006 |
22-May-2006 |
Change |
Change % |
Previous Week |
| Open |
11,124.37 |
11,143.42 |
19.05 |
0.2% |
11,380.43 |
| High |
11,180.29 |
11,175.35 |
-4.94 |
0.0% |
11,460.55 |
| Low |
11,075.22 |
11,040.07 |
-35.15 |
-0.3% |
11,075.22 |
| Close |
11,144.06 |
11,125.33 |
-18.73 |
-0.2% |
11,144.06 |
| Range |
105.07 |
135.28 |
30.21 |
28.8% |
385.33 |
| ATR |
107.00 |
109.02 |
2.02 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,519.42 |
11,457.66 |
11,199.73 |
|
| R3 |
11,384.14 |
11,322.38 |
11,162.53 |
|
| R2 |
11,248.86 |
11,248.86 |
11,150.13 |
|
| R1 |
11,187.10 |
11,187.10 |
11,137.73 |
11,150.34 |
| PP |
11,113.58 |
11,113.58 |
11,113.58 |
11,095.21 |
| S1 |
11,051.82 |
11,051.82 |
11,112.93 |
11,015.06 |
| S2 |
10,978.30 |
10,978.30 |
11,100.53 |
|
| S3 |
10,843.02 |
10,916.54 |
11,088.13 |
|
| S4 |
10,707.74 |
10,781.26 |
11,050.93 |
|
|
| 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 |
11,040.07 |
420.48 |
3.8% |
132.86 |
1.2% |
20% |
False |
True |
|
| 10 |
11,670.19 |
11,040.07 |
630.12 |
5.7% |
119.56 |
1.1% |
14% |
False |
True |
|
| 20 |
11,670.19 |
11,040.07 |
630.12 |
5.7% |
104.60 |
0.9% |
14% |
False |
True |
|
| 40 |
11,670.19 |
11,039.12 |
631.07 |
5.7% |
103.34 |
0.9% |
14% |
False |
False |
|
| 60 |
11,670.19 |
10,922.73 |
747.46 |
6.7% |
97.68 |
0.9% |
27% |
False |
False |
|
| 80 |
11,670.19 |
10,737.67 |
932.52 |
8.4% |
96.14 |
0.9% |
42% |
False |
False |
|
| 100 |
11,670.19 |
10,661.15 |
1,009.04 |
9.1% |
93.94 |
0.8% |
46% |
False |
False |
|
| 120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.1% |
93.21 |
0.8% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,750.29 |
|
2.618 |
11,529.51 |
|
1.618 |
11,394.23 |
|
1.000 |
11,310.63 |
|
0.618 |
11,258.95 |
|
HIGH |
11,175.35 |
|
0.618 |
11,123.67 |
|
0.500 |
11,107.71 |
|
0.382 |
11,091.75 |
|
LOW |
11,040.07 |
|
0.618 |
10,956.47 |
|
1.000 |
10,904.79 |
|
1.618 |
10,821.19 |
|
2.618 |
10,685.91 |
|
4.250 |
10,465.13 |
|
|
| Fisher Pivots for day following 22-May-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,119.46 |
11,143.73 |
| PP |
11,113.58 |
11,137.60 |
| S1 |
11,107.71 |
11,131.46 |
|