| Trading Metrics calculated at close of trading on 24-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2007 |
24-May-2007 |
Change |
Change % |
Previous Week |
| Open |
13,560 |
13,556 |
-4 |
0.0% |
13,381 |
| High |
13,635 |
13,653 |
18 |
0.1% |
13,602 |
| Low |
13,531 |
13,449 |
-82 |
-0.6% |
13,332 |
| Close |
13,558 |
13,480 |
-78 |
-0.6% |
13,599 |
| Range |
104 |
204 |
100 |
96.2% |
270 |
| ATR |
101 |
108 |
7 |
7.3% |
0 |
| Volume |
109,781 |
139,603 |
29,822 |
27.2% |
770,928 |
|
| Daily Pivots for day following 24-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,139 |
14,014 |
13,592 |
|
| R3 |
13,935 |
13,810 |
13,536 |
|
| R2 |
13,731 |
13,731 |
13,518 |
|
| R1 |
13,606 |
13,606 |
13,499 |
13,567 |
| PP |
13,527 |
13,527 |
13,527 |
13,508 |
| S1 |
13,402 |
13,402 |
13,461 |
13,363 |
| S2 |
13,323 |
13,323 |
13,443 |
|
| S3 |
13,119 |
13,198 |
13,424 |
|
| S4 |
12,915 |
12,994 |
13,368 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,321 |
14,230 |
13,748 |
|
| R3 |
14,051 |
13,960 |
13,673 |
|
| R2 |
13,781 |
13,781 |
13,649 |
|
| R1 |
13,690 |
13,690 |
13,624 |
13,736 |
| PP |
13,511 |
13,511 |
13,511 |
13,534 |
| S1 |
13,420 |
13,420 |
13,574 |
13,466 |
| S2 |
13,241 |
13,241 |
13,550 |
|
| S3 |
12,971 |
13,150 |
13,525 |
|
| S4 |
12,701 |
12,880 |
13,451 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,653 |
13,449 |
204 |
1.5% |
109 |
0.8% |
15% |
True |
True |
120,709 |
| 10 |
13,653 |
13,235 |
418 |
3.1% |
115 |
0.9% |
59% |
True |
False |
140,402 |
| 20 |
13,653 |
13,078 |
575 |
4.3% |
103 |
0.8% |
70% |
True |
False |
127,171 |
| 40 |
13,653 |
12,315 |
1,338 |
9.9% |
103 |
0.8% |
87% |
True |
False |
118,517 |
| 60 |
13,653 |
12,035 |
1,618 |
12.0% |
114 |
0.8% |
89% |
True |
False |
114,889 |
| 80 |
13,653 |
12,035 |
1,618 |
12.0% |
111 |
0.8% |
89% |
True |
False |
86,209 |
| 100 |
13,653 |
12,035 |
1,618 |
12.0% |
102 |
0.8% |
89% |
True |
False |
68,972 |
| 120 |
13,653 |
12,035 |
1,618 |
12.0% |
88 |
0.7% |
89% |
True |
False |
57,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,520 |
|
2.618 |
14,187 |
|
1.618 |
13,983 |
|
1.000 |
13,857 |
|
0.618 |
13,779 |
|
HIGH |
13,653 |
|
0.618 |
13,575 |
|
0.500 |
13,551 |
|
0.382 |
13,527 |
|
LOW |
13,449 |
|
0.618 |
13,323 |
|
1.000 |
13,245 |
|
1.618 |
13,119 |
|
2.618 |
12,915 |
|
4.250 |
12,582 |
|
|
| Fisher Pivots for day following 24-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,551 |
13,551 |
| PP |
13,527 |
13,527 |
| S1 |
13,504 |
13,504 |
|