| Trading Metrics calculated at close of trading on 26-May-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2006 |
26-May-2006 |
Change |
Change % |
Previous Week |
| Open |
11,114.96 |
11,211.69 |
96.73 |
0.9% |
11,143.42 |
| High |
11,214.98 |
11,283.49 |
68.51 |
0.6% |
11,283.49 |
| Low |
11,114.96 |
11,211.54 |
96.58 |
0.9% |
11,030.47 |
| Close |
11,211.05 |
11,278.61 |
67.56 |
0.6% |
11,278.61 |
| Range |
100.02 |
71.95 |
-28.07 |
-28.1% |
253.02 |
| ATR |
110.05 |
107.37 |
-2.69 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,473.73 |
11,448.12 |
11,318.18 |
|
| R3 |
11,401.78 |
11,376.17 |
11,298.40 |
|
| R2 |
11,329.83 |
11,329.83 |
11,291.80 |
|
| R1 |
11,304.22 |
11,304.22 |
11,285.21 |
11,317.03 |
| PP |
11,257.88 |
11,257.88 |
11,257.88 |
11,264.28 |
| S1 |
11,232.27 |
11,232.27 |
11,272.01 |
11,245.08 |
| S2 |
11,185.93 |
11,185.93 |
11,265.42 |
|
| S3 |
11,113.98 |
11,160.32 |
11,258.82 |
|
| S4 |
11,042.03 |
11,088.37 |
11,239.04 |
|
|
| Weekly Pivots for week ending 26-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,956.58 |
11,870.62 |
11,417.77 |
|
| R3 |
11,703.56 |
11,617.60 |
11,348.19 |
|
| R2 |
11,450.54 |
11,450.54 |
11,325.00 |
|
| R1 |
11,364.58 |
11,364.58 |
11,301.80 |
11,407.56 |
| PP |
11,197.52 |
11,197.52 |
11,197.52 |
11,219.02 |
| S1 |
11,111.56 |
11,111.56 |
11,255.42 |
11,154.54 |
| S2 |
10,944.50 |
10,944.50 |
11,232.22 |
|
| S3 |
10,691.48 |
10,858.54 |
11,209.03 |
|
| S4 |
10,438.46 |
10,605.52 |
11,139.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,283.49 |
11,030.47 |
253.02 |
2.2% |
110.07 |
1.0% |
98% |
True |
False |
|
| 10 |
11,460.55 |
11,030.47 |
430.08 |
3.8% |
118.17 |
1.0% |
58% |
False |
False |
|
| 20 |
11,670.19 |
11,030.47 |
639.72 |
5.7% |
105.16 |
0.9% |
39% |
False |
False |
|
| 40 |
11,670.19 |
11,030.47 |
639.72 |
5.7% |
103.26 |
0.9% |
39% |
False |
False |
|
| 60 |
11,670.19 |
10,922.73 |
747.46 |
6.6% |
98.99 |
0.9% |
48% |
False |
False |
|
| 80 |
11,670.19 |
10,737.67 |
932.52 |
8.3% |
97.00 |
0.9% |
58% |
False |
False |
|
| 100 |
11,670.19 |
10,661.15 |
1,009.04 |
8.9% |
94.63 |
0.8% |
61% |
False |
False |
|
| 120 |
11,670.19 |
10,661.15 |
1,009.04 |
8.9% |
93.49 |
0.8% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,589.28 |
|
2.618 |
11,471.86 |
|
1.618 |
11,399.91 |
|
1.000 |
11,355.44 |
|
0.618 |
11,327.96 |
|
HIGH |
11,283.49 |
|
0.618 |
11,256.01 |
|
0.500 |
11,247.52 |
|
0.382 |
11,239.02 |
|
LOW |
11,211.54 |
|
0.618 |
11,167.07 |
|
1.000 |
11,139.59 |
|
1.618 |
11,095.12 |
|
2.618 |
11,023.17 |
|
4.250 |
10,905.75 |
|
|
| Fisher Pivots for day following 26-May-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,268.25 |
11,238.07 |
| PP |
11,257.88 |
11,197.52 |
| S1 |
11,247.52 |
11,156.98 |
|