| Trading Metrics calculated at close of trading on 23-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2007 |
23-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,648.0 |
6,618.0 |
-30.0 |
-0.5% |
6,600.0 |
| High |
6,652.0 |
6,648.0 |
-4.0 |
-0.1% |
6,667.5 |
| Low |
6,601.5 |
6,614.5 |
13.0 |
0.2% |
6,539.5 |
| Close |
6,617.0 |
6,624.5 |
7.5 |
0.1% |
6,647.5 |
| Range |
50.5 |
33.5 |
-17.0 |
-33.7% |
128.0 |
| ATR |
64.6 |
62.4 |
-2.2 |
-3.4% |
0.0 |
| Volume |
75,859 |
81,979 |
6,120 |
8.1% |
431,685 |
|
| Daily Pivots for day following 23-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,729.5 |
6,710.5 |
6,643.0 |
|
| R3 |
6,696.0 |
6,677.0 |
6,633.5 |
|
| R2 |
6,662.5 |
6,662.5 |
6,630.5 |
|
| R1 |
6,643.5 |
6,643.5 |
6,627.5 |
6,653.0 |
| PP |
6,629.0 |
6,629.0 |
6,629.0 |
6,634.0 |
| S1 |
6,610.0 |
6,610.0 |
6,621.5 |
6,619.5 |
| S2 |
6,595.5 |
6,595.5 |
6,618.5 |
|
| S3 |
6,562.0 |
6,576.5 |
6,615.5 |
|
| S4 |
6,528.5 |
6,543.0 |
6,606.0 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,002.0 |
6,953.0 |
6,718.0 |
|
| R3 |
6,874.0 |
6,825.0 |
6,682.5 |
|
| R2 |
6,746.0 |
6,746.0 |
6,671.0 |
|
| R1 |
6,697.0 |
6,697.0 |
6,659.0 |
6,721.5 |
| PP |
6,618.0 |
6,618.0 |
6,618.0 |
6,630.5 |
| S1 |
6,569.0 |
6,569.0 |
6,636.0 |
6,593.5 |
| S2 |
6,490.0 |
6,490.0 |
6,624.0 |
|
| S3 |
6,362.0 |
6,441.0 |
6,612.5 |
|
| S4 |
6,234.0 |
6,313.0 |
6,577.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,683.5 |
6,563.5 |
120.0 |
1.8% |
53.5 |
0.8% |
51% |
False |
False |
78,052 |
| 10 |
6,683.5 |
6,460.0 |
223.5 |
3.4% |
62.5 |
0.9% |
74% |
False |
False |
87,120 |
| 20 |
6,683.5 |
6,410.0 |
273.5 |
4.1% |
64.5 |
1.0% |
78% |
False |
False |
78,749 |
| 40 |
6,683.5 |
6,270.0 |
413.5 |
6.2% |
58.5 |
0.9% |
86% |
False |
False |
79,770 |
| 60 |
6,683.5 |
5,981.5 |
702.0 |
10.6% |
67.0 |
1.0% |
92% |
False |
False |
76,051 |
| 80 |
6,683.5 |
5,981.5 |
702.0 |
10.6% |
59.5 |
0.9% |
92% |
False |
False |
57,100 |
| 100 |
6,683.5 |
5,981.5 |
702.0 |
10.6% |
57.0 |
0.9% |
92% |
False |
False |
45,861 |
| 120 |
6,683.5 |
5,981.5 |
702.0 |
10.6% |
48.5 |
0.7% |
92% |
False |
False |
38,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,790.5 |
|
2.618 |
6,735.5 |
|
1.618 |
6,702.0 |
|
1.000 |
6,681.5 |
|
0.618 |
6,668.5 |
|
HIGH |
6,648.0 |
|
0.618 |
6,635.0 |
|
0.500 |
6,631.0 |
|
0.382 |
6,627.5 |
|
LOW |
6,614.5 |
|
0.618 |
6,594.0 |
|
1.000 |
6,581.0 |
|
1.618 |
6,560.5 |
|
2.618 |
6,527.0 |
|
4.250 |
6,472.0 |
|
|
| Fisher Pivots for day following 23-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,631.0 |
6,642.5 |
| PP |
6,629.0 |
6,636.5 |
| S1 |
6,627.0 |
6,630.5 |
|