| Trading Metrics calculated at close of trading on 31-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2007 |
31-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,555.0 |
6,641.5 |
86.5 |
1.3% |
6,666.0 |
| High |
6,619.5 |
6,650.0 |
30.5 |
0.5% |
6,683.5 |
| Low |
6,535.0 |
6,606.0 |
71.0 |
1.1% |
6,536.0 |
| Close |
6,606.0 |
6,609.0 |
3.0 |
0.0% |
6,567.5 |
| Range |
84.5 |
44.0 |
-40.5 |
-47.9% |
147.5 |
| ATR |
62.4 |
61.0 |
-1.3 |
-2.1% |
0.0 |
| Volume |
71,253 |
96,377 |
25,124 |
35.3% |
425,875 |
|
| Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,753.5 |
6,725.5 |
6,633.0 |
|
| R3 |
6,709.5 |
6,681.5 |
6,621.0 |
|
| R2 |
6,665.5 |
6,665.5 |
6,617.0 |
|
| R1 |
6,637.5 |
6,637.5 |
6,613.0 |
6,629.5 |
| PP |
6,621.5 |
6,621.5 |
6,621.5 |
6,618.0 |
| S1 |
6,593.5 |
6,593.5 |
6,605.0 |
6,585.5 |
| S2 |
6,577.5 |
6,577.5 |
6,601.0 |
|
| S3 |
6,533.5 |
6,549.5 |
6,597.0 |
|
| S4 |
6,489.5 |
6,505.5 |
6,585.0 |
|
|
| 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 |
6,650.0 |
6,535.0 |
115.0 |
1.7% |
57.0 |
0.9% |
64% |
True |
False |
82,825 |
| 10 |
6,683.5 |
6,535.0 |
148.5 |
2.2% |
55.5 |
0.8% |
50% |
False |
False |
80,438 |
| 20 |
6,683.5 |
6,460.0 |
223.5 |
3.4% |
62.0 |
0.9% |
67% |
False |
False |
83,349 |
| 40 |
6,683.5 |
6,350.0 |
333.5 |
5.0% |
59.0 |
0.9% |
78% |
False |
False |
79,379 |
| 60 |
6,683.5 |
5,987.0 |
696.5 |
10.5% |
62.0 |
0.9% |
89% |
False |
False |
82,635 |
| 80 |
6,683.5 |
5,981.5 |
702.0 |
10.6% |
60.5 |
0.9% |
89% |
False |
False |
62,267 |
| 100 |
6,683.5 |
5,981.5 |
702.0 |
10.6% |
58.0 |
0.9% |
89% |
False |
False |
49,854 |
| 120 |
6,683.5 |
5,981.5 |
702.0 |
10.6% |
50.5 |
0.8% |
89% |
False |
False |
41,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,837.0 |
|
2.618 |
6,765.0 |
|
1.618 |
6,721.0 |
|
1.000 |
6,694.0 |
|
0.618 |
6,677.0 |
|
HIGH |
6,650.0 |
|
0.618 |
6,633.0 |
|
0.500 |
6,628.0 |
|
0.382 |
6,623.0 |
|
LOW |
6,606.0 |
|
0.618 |
6,579.0 |
|
1.000 |
6,562.0 |
|
1.618 |
6,535.0 |
|
2.618 |
6,491.0 |
|
4.250 |
6,419.0 |
|
|
| Fisher Pivots for day following 31-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,628.0 |
6,603.5 |
| PP |
6,621.5 |
6,598.0 |
| S1 |
6,615.5 |
6,592.5 |
|