| 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 |
6,592.0 |
6,550.0 |
-42.0 |
-0.6% |
6,666.0 |
| High |
6,625.0 |
6,583.5 |
-41.5 |
-0.6% |
6,683.5 |
| Low |
6,561.0 |
6,536.0 |
-25.0 |
-0.4% |
6,536.0 |
| Close |
6,567.0 |
6,567.5 |
0.5 |
0.0% |
6,567.5 |
| Range |
64.0 |
47.5 |
-16.5 |
-25.8% |
147.5 |
| ATR |
62.5 |
61.4 |
-1.1 |
-1.7% |
0.0 |
| Volume |
75,746 |
94,932 |
19,186 |
25.3% |
425,875 |
|
| Daily Pivots for day following 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,705.0 |
6,683.5 |
6,593.5 |
|
| R3 |
6,657.5 |
6,636.0 |
6,580.5 |
|
| R2 |
6,610.0 |
6,610.0 |
6,576.0 |
|
| R1 |
6,588.5 |
6,588.5 |
6,572.0 |
6,599.0 |
| PP |
6,562.5 |
6,562.5 |
6,562.5 |
6,567.5 |
| S1 |
6,541.0 |
6,541.0 |
6,563.0 |
6,552.0 |
| S2 |
6,515.0 |
6,515.0 |
6,559.0 |
|
| S3 |
6,467.5 |
6,493.5 |
6,554.5 |
|
| S4 |
6,420.0 |
6,446.0 |
6,541.5 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,038.0 |
6,950.5 |
6,648.5 |
|
| R3 |
6,890.5 |
6,803.0 |
6,608.0 |
|
| R2 |
6,743.0 |
6,743.0 |
6,594.5 |
|
| R1 |
6,655.5 |
6,655.5 |
6,581.0 |
6,625.5 |
| PP |
6,595.5 |
6,595.5 |
6,595.5 |
6,581.0 |
| S1 |
6,508.0 |
6,508.0 |
6,554.0 |
6,478.0 |
| S2 |
6,448.0 |
6,448.0 |
6,540.5 |
|
| S3 |
6,300.5 |
6,360.5 |
6,527.0 |
|
| S4 |
6,153.0 |
6,213.0 |
6,486.5 |
|
|
| 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 |
6,536.0 |
147.5 |
2.2% |
50.5 |
0.8% |
21% |
False |
True |
85,175 |
| 10 |
6,683.5 |
6,536.0 |
147.5 |
2.2% |
53.0 |
0.8% |
21% |
False |
True |
85,756 |
| 20 |
6,683.5 |
6,410.0 |
273.5 |
4.2% |
63.5 |
1.0% |
58% |
False |
False |
78,463 |
| 40 |
6,683.5 |
6,303.0 |
380.5 |
5.8% |
58.5 |
0.9% |
70% |
False |
False |
79,865 |
| 60 |
6,683.5 |
5,981.5 |
702.0 |
10.7% |
65.0 |
1.0% |
83% |
False |
False |
78,654 |
| 80 |
6,683.5 |
5,981.5 |
702.0 |
10.7% |
60.0 |
0.9% |
83% |
False |
False |
59,230 |
| 100 |
6,683.5 |
5,981.5 |
702.0 |
10.7% |
57.5 |
0.9% |
83% |
False |
False |
47,567 |
| 120 |
6,683.5 |
5,981.5 |
702.0 |
10.7% |
49.5 |
0.8% |
83% |
False |
False |
39,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,785.5 |
|
2.618 |
6,708.0 |
|
1.618 |
6,660.5 |
|
1.000 |
6,631.0 |
|
0.618 |
6,613.0 |
|
HIGH |
6,583.5 |
|
0.618 |
6,565.5 |
|
0.500 |
6,560.0 |
|
0.382 |
6,554.0 |
|
LOW |
6,536.0 |
|
0.618 |
6,506.5 |
|
1.000 |
6,488.5 |
|
1.618 |
6,459.0 |
|
2.618 |
6,411.5 |
|
4.250 |
6,334.0 |
|
|
| Fisher Pivots for day following 25-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,565.0 |
6,592.0 |
| PP |
6,562.5 |
6,584.0 |
| S1 |
6,560.0 |
6,575.5 |
|