| Trading Metrics calculated at close of trading on 23-May-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2006 |
23-May-2006 |
Change |
Change % |
Previous Week |
| Open |
11,143.42 |
11,126.29 |
-17.13 |
-0.2% |
11,380.43 |
| High |
11,175.35 |
11,202.65 |
27.30 |
0.2% |
11,460.55 |
| Low |
11,040.07 |
11,097.31 |
57.24 |
0.5% |
11,075.22 |
| Close |
11,125.33 |
11,098.35 |
-26.98 |
-0.2% |
11,144.06 |
| Range |
135.28 |
105.34 |
-29.94 |
-22.1% |
385.33 |
| ATR |
109.02 |
108.75 |
-0.26 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,448.79 |
11,378.91 |
11,156.29 |
|
| R3 |
11,343.45 |
11,273.57 |
11,127.32 |
|
| R2 |
11,238.11 |
11,238.11 |
11,117.66 |
|
| R1 |
11,168.23 |
11,168.23 |
11,108.01 |
11,150.50 |
| PP |
11,132.77 |
11,132.77 |
11,132.77 |
11,123.91 |
| S1 |
11,062.89 |
11,062.89 |
11,088.69 |
11,045.16 |
| S2 |
11,027.43 |
11,027.43 |
11,079.04 |
|
| S3 |
10,922.09 |
10,957.55 |
11,069.38 |
|
| S4 |
10,816.75 |
10,852.21 |
11,040.41 |
|
|
| 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 |
11,410.13 |
11,040.07 |
370.06 |
3.3% |
140.35 |
1.3% |
16% |
False |
False |
|
| 10 |
11,670.19 |
11,040.07 |
630.12 |
5.7% |
123.22 |
1.1% |
9% |
False |
False |
|
| 20 |
11,670.19 |
11,040.07 |
630.12 |
5.7% |
105.14 |
0.9% |
9% |
False |
False |
|
| 40 |
11,670.19 |
11,039.12 |
631.07 |
5.7% |
104.71 |
0.9% |
9% |
False |
False |
|
| 60 |
11,670.19 |
10,922.73 |
747.46 |
6.7% |
98.25 |
0.9% |
23% |
False |
False |
|
| 80 |
11,670.19 |
10,737.67 |
932.52 |
8.4% |
95.87 |
0.9% |
39% |
False |
False |
|
| 100 |
11,670.19 |
10,661.15 |
1,009.04 |
9.1% |
94.52 |
0.9% |
43% |
False |
False |
|
| 120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.1% |
93.49 |
0.8% |
43% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,650.35 |
|
2.618 |
11,478.43 |
|
1.618 |
11,373.09 |
|
1.000 |
11,307.99 |
|
0.618 |
11,267.75 |
|
HIGH |
11,202.65 |
|
0.618 |
11,162.41 |
|
0.500 |
11,149.98 |
|
0.382 |
11,137.55 |
|
LOW |
11,097.31 |
|
0.618 |
11,032.21 |
|
1.000 |
10,991.97 |
|
1.618 |
10,926.87 |
|
2.618 |
10,821.53 |
|
4.250 |
10,649.62 |
|
|
| Fisher Pivots for day following 23-May-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,149.98 |
11,121.36 |
| PP |
11,132.77 |
11,113.69 |
| S1 |
11,115.56 |
11,106.02 |
|