| Trading Metrics calculated at close of trading on 24-May-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2006 |
24-May-2006 |
Change |
Change % |
Previous Week |
| Open |
11,126.29 |
11,100.11 |
-26.18 |
-0.2% |
11,380.43 |
| High |
11,202.65 |
11,168.24 |
-34.41 |
-0.3% |
11,460.55 |
| Low |
11,097.31 |
11,030.47 |
-66.84 |
-0.6% |
11,075.22 |
| Close |
11,098.35 |
11,117.32 |
18.97 |
0.2% |
11,144.06 |
| Range |
105.34 |
137.77 |
32.43 |
30.8% |
385.33 |
| ATR |
108.75 |
110.83 |
2.07 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,518.65 |
11,455.76 |
11,193.09 |
|
| R3 |
11,380.88 |
11,317.99 |
11,155.21 |
|
| R2 |
11,243.11 |
11,243.11 |
11,142.58 |
|
| R1 |
11,180.22 |
11,180.22 |
11,129.95 |
11,211.67 |
| PP |
11,105.34 |
11,105.34 |
11,105.34 |
11,121.07 |
| S1 |
11,042.45 |
11,042.45 |
11,104.69 |
11,073.90 |
| S2 |
10,967.57 |
10,967.57 |
11,092.06 |
|
| S3 |
10,829.80 |
10,904.68 |
11,079.43 |
|
| S4 |
10,692.03 |
10,766.91 |
11,041.55 |
|
|
| 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 |
11,247.39 |
11,030.47 |
216.92 |
2.0% |
120.75 |
1.1% |
40% |
False |
True |
|
| 10 |
11,639.45 |
11,030.47 |
608.98 |
5.5% |
129.50 |
1.2% |
14% |
False |
True |
|
| 20 |
11,670.19 |
11,030.47 |
639.72 |
5.8% |
107.17 |
1.0% |
14% |
False |
True |
|
| 40 |
11,670.19 |
11,030.47 |
639.72 |
5.8% |
104.74 |
0.9% |
14% |
False |
True |
|
| 60 |
11,670.19 |
10,922.73 |
747.46 |
6.7% |
98.52 |
0.9% |
26% |
False |
False |
|
| 80 |
11,670.19 |
10,737.67 |
932.52 |
8.4% |
97.05 |
0.9% |
41% |
False |
False |
|
| 100 |
11,670.19 |
10,661.15 |
1,009.04 |
9.1% |
95.44 |
0.9% |
45% |
False |
False |
|
| 120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.1% |
93.63 |
0.8% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,753.76 |
|
2.618 |
11,528.92 |
|
1.618 |
11,391.15 |
|
1.000 |
11,306.01 |
|
0.618 |
11,253.38 |
|
HIGH |
11,168.24 |
|
0.618 |
11,115.61 |
|
0.500 |
11,099.36 |
|
0.382 |
11,083.10 |
|
LOW |
11,030.47 |
|
0.618 |
10,945.33 |
|
1.000 |
10,892.70 |
|
1.618 |
10,807.56 |
|
2.618 |
10,669.79 |
|
4.250 |
10,444.95 |
|
|
| Fisher Pivots for day following 24-May-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,111.33 |
11,117.07 |
| PP |
11,105.34 |
11,116.81 |
| S1 |
11,099.36 |
11,116.56 |
|