| 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 |
6,395.0 |
6,346.0 |
-49.0 |
-0.8% |
6,368.0 |
| High |
6,407.0 |
6,398.0 |
-9.0 |
-0.1% |
6,401.0 |
| Low |
6,346.0 |
6,336.0 |
-10.0 |
-0.2% |
6,275.0 |
| Close |
6,371.0 |
6,378.0 |
7.0 |
0.1% |
6,337.0 |
| Range |
61.0 |
62.0 |
1.0 |
1.6% |
126.0 |
| ATR |
70.4 |
69.8 |
-0.6 |
-0.9% |
0.0 |
| Volume |
15,028 |
16,902 |
1,874 |
12.5% |
82,054 |
|
| Daily Pivots for day following 23-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,556.7 |
6,529.3 |
6,412.1 |
|
| R3 |
6,494.7 |
6,467.3 |
6,395.1 |
|
| R2 |
6,432.7 |
6,432.7 |
6,389.4 |
|
| R1 |
6,405.3 |
6,405.3 |
6,383.7 |
6,419.0 |
| PP |
6,370.7 |
6,370.7 |
6,370.7 |
6,377.5 |
| S1 |
6,343.3 |
6,343.3 |
6,372.3 |
6,357.0 |
| S2 |
6,308.7 |
6,308.7 |
6,366.6 |
|
| S3 |
6,246.7 |
6,281.3 |
6,361.0 |
|
| S4 |
6,184.7 |
6,219.3 |
6,343.9 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,715.7 |
6,652.3 |
6,406.3 |
|
| R3 |
6,589.7 |
6,526.3 |
6,371.7 |
|
| R2 |
6,463.7 |
6,463.7 |
6,360.1 |
|
| R1 |
6,400.3 |
6,400.3 |
6,348.6 |
6,369.0 |
| PP |
6,337.7 |
6,337.7 |
6,337.7 |
6,322.0 |
| S1 |
6,274.3 |
6,274.3 |
6,325.5 |
6,243.0 |
| S2 |
6,211.7 |
6,211.7 |
6,313.9 |
|
| S3 |
6,085.7 |
6,148.3 |
6,302.4 |
|
| S4 |
5,959.7 |
6,022.3 |
6,267.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,407.0 |
6,313.0 |
94.0 |
1.5% |
57.6 |
0.9% |
69% |
False |
False |
16,277 |
| 10 |
6,407.0 |
6,275.0 |
132.0 |
2.1% |
53.2 |
0.8% |
78% |
False |
False |
16,291 |
| 20 |
6,407.0 |
6,152.0 |
255.0 |
4.0% |
54.5 |
0.9% |
89% |
False |
False |
17,360 |
| 40 |
6,407.0 |
5,941.0 |
466.0 |
7.3% |
57.7 |
0.9% |
94% |
False |
False |
17,431 |
| 60 |
6,407.0 |
5,665.0 |
742.0 |
11.6% |
60.6 |
0.9% |
96% |
False |
False |
17,300 |
| 80 |
6,407.0 |
5,665.0 |
742.0 |
11.6% |
51.8 |
0.8% |
96% |
False |
False |
13,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,661.5 |
|
2.618 |
6,560.3 |
|
1.618 |
6,498.3 |
|
1.000 |
6,460.0 |
|
0.618 |
6,436.3 |
|
HIGH |
6,398.0 |
|
0.618 |
6,374.3 |
|
0.500 |
6,367.0 |
|
0.382 |
6,359.7 |
|
LOW |
6,336.0 |
|
0.618 |
6,297.7 |
|
1.000 |
6,274.0 |
|
1.618 |
6,235.7 |
|
2.618 |
6,173.7 |
|
4.250 |
6,072.5 |
|
|
| Fisher Pivots for day following 23-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,374.3 |
6,375.8 |
| PP |
6,370.7 |
6,373.7 |
| S1 |
6,367.0 |
6,371.5 |
|