| Trading Metrics calculated at close of trading on 25-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2007 |
25-May-2007 |
Change |
Change % |
Previous Week |
| Open |
13,556 |
13,478 |
-78 |
-0.6% |
13,596 |
| High |
13,653 |
13,539 |
-114 |
-0.8% |
13,653 |
| Low |
13,449 |
13,472 |
23 |
0.2% |
13,449 |
| Close |
13,480 |
13,527 |
47 |
0.3% |
13,527 |
| Range |
204 |
67 |
-137 |
-67.2% |
204 |
| ATR |
108 |
105 |
-3 |
-2.7% |
0 |
| Volume |
139,603 |
232,986 |
93,383 |
66.9% |
710,669 |
|
| Daily Pivots for day following 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,714 |
13,687 |
13,564 |
|
| R3 |
13,647 |
13,620 |
13,546 |
|
| R2 |
13,580 |
13,580 |
13,539 |
|
| R1 |
13,553 |
13,553 |
13,533 |
13,567 |
| PP |
13,513 |
13,513 |
13,513 |
13,519 |
| S1 |
13,486 |
13,486 |
13,521 |
13,500 |
| S2 |
13,446 |
13,446 |
13,515 |
|
| S3 |
13,379 |
13,419 |
13,509 |
|
| S4 |
13,312 |
13,352 |
13,490 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,155 |
14,045 |
13,639 |
|
| R3 |
13,951 |
13,841 |
13,583 |
|
| R2 |
13,747 |
13,747 |
13,565 |
|
| R1 |
13,637 |
13,637 |
13,546 |
13,590 |
| PP |
13,543 |
13,543 |
13,543 |
13,520 |
| S1 |
13,433 |
13,433 |
13,508 |
13,386 |
| S2 |
13,339 |
13,339 |
13,490 |
|
| S3 |
13,135 |
13,229 |
13,471 |
|
| S4 |
12,931 |
13,025 |
13,415 |
|
|
| 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% |
101 |
0.7% |
38% |
False |
False |
142,133 |
| 10 |
13,653 |
13,332 |
321 |
2.4% |
107 |
0.8% |
61% |
False |
False |
148,159 |
| 20 |
13,653 |
13,078 |
575 |
4.3% |
102 |
0.8% |
78% |
False |
False |
133,266 |
| 40 |
13,653 |
12,391 |
1,262 |
9.3% |
100 |
0.7% |
90% |
False |
False |
120,404 |
| 60 |
13,653 |
12,035 |
1,618 |
12.0% |
112 |
0.8% |
92% |
False |
False |
118,763 |
| 80 |
13,653 |
12,035 |
1,618 |
12.0% |
112 |
0.8% |
92% |
False |
False |
89,121 |
| 100 |
13,653 |
12,035 |
1,618 |
12.0% |
101 |
0.7% |
92% |
False |
False |
71,302 |
| 120 |
13,653 |
12,035 |
1,618 |
12.0% |
89 |
0.7% |
92% |
False |
False |
59,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,824 |
|
2.618 |
13,715 |
|
1.618 |
13,648 |
|
1.000 |
13,606 |
|
0.618 |
13,581 |
|
HIGH |
13,539 |
|
0.618 |
13,514 |
|
0.500 |
13,506 |
|
0.382 |
13,498 |
|
LOW |
13,472 |
|
0.618 |
13,431 |
|
1.000 |
13,405 |
|
1.618 |
13,364 |
|
2.618 |
13,297 |
|
4.250 |
13,187 |
|
|
| Fisher Pivots for day following 25-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,520 |
13,551 |
| PP |
13,513 |
13,543 |
| S1 |
13,506 |
13,535 |
|