| Trading Metrics calculated at close of trading on 25-May-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2006 |
25-May-2006 |
Change |
Change % |
Previous Week |
| Open |
11,100.11 |
11,114.96 |
14.85 |
0.1% |
11,380.43 |
| High |
11,168.24 |
11,214.98 |
46.74 |
0.4% |
11,460.55 |
| Low |
11,030.47 |
11,114.96 |
84.49 |
0.8% |
11,075.22 |
| Close |
11,117.32 |
11,211.05 |
93.73 |
0.8% |
11,144.06 |
| Range |
137.77 |
100.02 |
-37.75 |
-27.4% |
385.33 |
| ATR |
110.83 |
110.05 |
-0.77 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,480.39 |
11,445.74 |
11,266.06 |
|
| R3 |
11,380.37 |
11,345.72 |
11,238.56 |
|
| R2 |
11,280.35 |
11,280.35 |
11,229.39 |
|
| R1 |
11,245.70 |
11,245.70 |
11,220.22 |
11,263.03 |
| PP |
11,180.33 |
11,180.33 |
11,180.33 |
11,188.99 |
| S1 |
11,145.68 |
11,145.68 |
11,201.88 |
11,163.01 |
| S2 |
11,080.31 |
11,080.31 |
11,192.71 |
|
| S3 |
10,980.29 |
11,045.66 |
11,183.54 |
|
| S4 |
10,880.27 |
10,945.64 |
11,156.04 |
|
|
| 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 |
11,214.98 |
11,030.47 |
184.51 |
1.6% |
116.70 |
1.0% |
98% |
True |
False |
|
| 10 |
11,500.01 |
11,030.47 |
469.54 |
4.2% |
123.50 |
1.1% |
38% |
False |
False |
|
| 20 |
11,670.19 |
11,030.47 |
639.72 |
5.7% |
105.09 |
0.9% |
28% |
False |
False |
|
| 40 |
11,670.19 |
11,030.47 |
639.72 |
5.7% |
105.00 |
0.9% |
28% |
False |
False |
|
| 60 |
11,670.19 |
10,922.73 |
747.46 |
6.7% |
98.90 |
0.9% |
39% |
False |
False |
|
| 80 |
11,670.19 |
10,737.67 |
932.52 |
8.3% |
97.53 |
0.9% |
51% |
False |
False |
|
| 100 |
11,670.19 |
10,661.15 |
1,009.04 |
9.0% |
95.69 |
0.9% |
54% |
False |
False |
|
| 120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.0% |
93.39 |
0.8% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,640.07 |
|
2.618 |
11,476.83 |
|
1.618 |
11,376.81 |
|
1.000 |
11,315.00 |
|
0.618 |
11,276.79 |
|
HIGH |
11,214.98 |
|
0.618 |
11,176.77 |
|
0.500 |
11,164.97 |
|
0.382 |
11,153.17 |
|
LOW |
11,114.96 |
|
0.618 |
11,053.15 |
|
1.000 |
11,014.94 |
|
1.618 |
10,953.13 |
|
2.618 |
10,853.11 |
|
4.250 |
10,689.88 |
|
|
| Fisher Pivots for day following 25-May-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,195.69 |
11,181.61 |
| PP |
11,180.33 |
11,152.17 |
| S1 |
11,164.97 |
11,122.73 |
|