| Trading Metrics calculated at close of trading on 29-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2007 |
29-May-2007 |
Change |
Change % |
Previous Week |
| Open |
13,478 |
13,534 |
56 |
0.4% |
13,596 |
| High |
13,539 |
13,595 |
56 |
0.4% |
13,653 |
| Low |
13,472 |
13,488 |
16 |
0.1% |
13,449 |
| Close |
13,527 |
13,558 |
31 |
0.2% |
13,527 |
| Range |
67 |
107 |
40 |
59.7% |
204 |
| ATR |
105 |
105 |
0 |
0.1% |
0 |
| Volume |
232,986 |
100,832 |
-132,154 |
-56.7% |
710,669 |
|
| Daily Pivots for day following 29-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,868 |
13,820 |
13,617 |
|
| R3 |
13,761 |
13,713 |
13,588 |
|
| R2 |
13,654 |
13,654 |
13,578 |
|
| R1 |
13,606 |
13,606 |
13,568 |
13,630 |
| PP |
13,547 |
13,547 |
13,547 |
13,559 |
| S1 |
13,499 |
13,499 |
13,548 |
13,523 |
| S2 |
13,440 |
13,440 |
13,539 |
|
| S3 |
13,333 |
13,392 |
13,529 |
|
| S4 |
13,226 |
13,285 |
13,499 |
|
|
| 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% |
109 |
0.8% |
53% |
False |
False |
138,819 |
| 10 |
13,653 |
13,347 |
306 |
2.3% |
109 |
0.8% |
69% |
False |
False |
145,859 |
| 20 |
13,653 |
13,078 |
575 |
4.2% |
103 |
0.8% |
83% |
False |
False |
132,328 |
| 40 |
13,653 |
12,447 |
1,206 |
8.9% |
101 |
0.7% |
92% |
False |
False |
118,818 |
| 60 |
13,653 |
12,035 |
1,618 |
11.9% |
110 |
0.8% |
94% |
False |
False |
120,436 |
| 80 |
13,653 |
12,035 |
1,618 |
11.9% |
113 |
0.8% |
94% |
False |
False |
90,381 |
| 100 |
13,653 |
12,035 |
1,618 |
11.9% |
102 |
0.8% |
94% |
False |
False |
72,310 |
| 120 |
13,653 |
12,035 |
1,618 |
11.9% |
90 |
0.7% |
94% |
False |
False |
60,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,050 |
|
2.618 |
13,875 |
|
1.618 |
13,768 |
|
1.000 |
13,702 |
|
0.618 |
13,661 |
|
HIGH |
13,595 |
|
0.618 |
13,554 |
|
0.500 |
13,542 |
|
0.382 |
13,529 |
|
LOW |
13,488 |
|
0.618 |
13,422 |
|
1.000 |
13,381 |
|
1.618 |
13,315 |
|
2.618 |
13,208 |
|
4.250 |
13,033 |
|
|
| Fisher Pivots for day following 29-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,553 |
13,556 |
| PP |
13,547 |
13,553 |
| S1 |
13,542 |
13,551 |
|