| Trading Metrics calculated at close of trading on 30-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2007 |
30-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,602.0 |
6,555.0 |
-47.0 |
-0.7% |
6,666.0 |
| High |
6,618.0 |
6,619.5 |
1.5 |
0.0% |
6,683.5 |
| Low |
6,573.0 |
6,535.0 |
-38.0 |
-0.6% |
6,536.0 |
| Close |
6,597.0 |
6,606.0 |
9.0 |
0.1% |
6,567.5 |
| Range |
45.0 |
84.5 |
39.5 |
87.8% |
147.5 |
| ATR |
60.7 |
62.4 |
1.7 |
2.8% |
0.0 |
| Volume |
75,819 |
71,253 |
-4,566 |
-6.0% |
425,875 |
|
| Daily Pivots for day following 30-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,840.5 |
6,807.5 |
6,652.5 |
|
| R3 |
6,756.0 |
6,723.0 |
6,629.0 |
|
| R2 |
6,671.5 |
6,671.5 |
6,621.5 |
|
| R1 |
6,638.5 |
6,638.5 |
6,613.5 |
6,655.0 |
| PP |
6,587.0 |
6,587.0 |
6,587.0 |
6,595.0 |
| S1 |
6,554.0 |
6,554.0 |
6,598.5 |
6,570.5 |
| S2 |
6,502.5 |
6,502.5 |
6,590.5 |
|
| S3 |
6,418.0 |
6,469.5 |
6,583.0 |
|
| S4 |
6,333.5 |
6,385.0 |
6,559.5 |
|
|
| 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 |
6,648.0 |
6,535.0 |
113.0 |
1.7% |
55.0 |
0.8% |
63% |
False |
True |
79,945 |
| 10 |
6,683.5 |
6,535.0 |
148.5 |
2.2% |
55.0 |
0.8% |
48% |
False |
True |
81,663 |
| 20 |
6,683.5 |
6,451.0 |
232.5 |
3.5% |
62.0 |
0.9% |
67% |
False |
False |
81,524 |
| 40 |
6,683.5 |
6,310.5 |
373.0 |
5.6% |
59.0 |
0.9% |
79% |
False |
False |
78,940 |
| 60 |
6,683.5 |
5,981.5 |
702.0 |
10.6% |
62.5 |
0.9% |
89% |
False |
False |
81,073 |
| 80 |
6,683.5 |
5,981.5 |
702.0 |
10.6% |
60.5 |
0.9% |
89% |
False |
False |
61,062 |
| 100 |
6,683.5 |
5,981.5 |
702.0 |
10.6% |
58.0 |
0.9% |
89% |
False |
False |
48,893 |
| 120 |
6,683.5 |
5,981.5 |
702.0 |
10.6% |
50.5 |
0.8% |
89% |
False |
False |
40,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,978.5 |
|
2.618 |
6,840.5 |
|
1.618 |
6,756.0 |
|
1.000 |
6,704.0 |
|
0.618 |
6,671.5 |
|
HIGH |
6,619.5 |
|
0.618 |
6,587.0 |
|
0.500 |
6,577.0 |
|
0.382 |
6,567.5 |
|
LOW |
6,535.0 |
|
0.618 |
6,483.0 |
|
1.000 |
6,450.5 |
|
1.618 |
6,398.5 |
|
2.618 |
6,314.0 |
|
4.250 |
6,176.0 |
|
|
| Fisher Pivots for day following 30-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,596.5 |
6,596.5 |
| PP |
6,587.0 |
6,587.0 |
| S1 |
6,577.0 |
6,577.0 |
|