| Trading Metrics calculated at close of trading on 29-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2007 |
29-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,300.0 |
6,271.0 |
-29.0 |
-0.5% |
6,390.0 |
| High |
6,309.0 |
6,335.0 |
26.0 |
0.4% |
6,407.0 |
| Low |
6,246.0 |
6,249.0 |
3.0 |
0.0% |
6,232.0 |
| Close |
6,271.0 |
6,324.0 |
53.0 |
0.8% |
6,270.0 |
| Range |
63.0 |
86.0 |
23.0 |
36.5% |
175.0 |
| ATR |
70.5 |
71.6 |
1.1 |
1.6% |
0.0 |
| Volume |
14,056 |
17,832 |
3,776 |
26.9% |
95,214 |
|
| Daily Pivots for day following 29-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,560.7 |
6,528.3 |
6,371.3 |
|
| R3 |
6,474.7 |
6,442.3 |
6,347.7 |
|
| R2 |
6,388.7 |
6,388.7 |
6,339.8 |
|
| R1 |
6,356.3 |
6,356.3 |
6,331.9 |
6,372.5 |
| PP |
6,302.7 |
6,302.7 |
6,302.7 |
6,310.8 |
| S1 |
6,270.3 |
6,270.3 |
6,316.1 |
6,286.5 |
| S2 |
6,216.7 |
6,216.7 |
6,308.2 |
|
| S3 |
6,130.7 |
6,184.3 |
6,300.4 |
|
| S4 |
6,044.7 |
6,098.3 |
6,276.7 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,828.0 |
6,724.0 |
6,366.3 |
|
| R3 |
6,653.0 |
6,549.0 |
6,318.1 |
|
| R2 |
6,478.0 |
6,478.0 |
6,302.1 |
|
| R1 |
6,374.0 |
6,374.0 |
6,286.0 |
6,338.5 |
| PP |
6,303.0 |
6,303.0 |
6,303.0 |
6,285.3 |
| S1 |
6,199.0 |
6,199.0 |
6,254.0 |
6,163.5 |
| S2 |
6,128.0 |
6,128.0 |
6,237.9 |
|
| S3 |
5,953.0 |
6,024.0 |
6,221.9 |
|
| S4 |
5,778.0 |
5,849.0 |
6,173.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,398.0 |
6,232.0 |
166.0 |
2.6% |
66.6 |
1.1% |
55% |
False |
False |
19,094 |
| 10 |
6,407.0 |
6,232.0 |
175.0 |
2.8% |
61.8 |
1.0% |
53% |
False |
False |
17,673 |
| 20 |
6,407.0 |
6,194.0 |
213.0 |
3.4% |
58.0 |
0.9% |
61% |
False |
False |
17,817 |
| 40 |
6,407.0 |
5,941.0 |
466.0 |
7.4% |
59.6 |
0.9% |
82% |
False |
False |
17,800 |
| 60 |
6,407.0 |
5,665.0 |
742.0 |
11.7% |
60.9 |
1.0% |
89% |
False |
False |
18,565 |
| 80 |
6,407.0 |
5,665.0 |
742.0 |
11.7% |
53.6 |
0.8% |
89% |
False |
False |
14,013 |
| 100 |
6,407.0 |
5,541.0 |
866.0 |
13.7% |
48.7 |
0.8% |
90% |
False |
False |
11,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,700.5 |
|
2.618 |
6,560.1 |
|
1.618 |
6,474.1 |
|
1.000 |
6,421.0 |
|
0.618 |
6,388.1 |
|
HIGH |
6,335.0 |
|
0.618 |
6,302.1 |
|
0.500 |
6,292.0 |
|
0.382 |
6,281.9 |
|
LOW |
6,249.0 |
|
0.618 |
6,195.9 |
|
1.000 |
6,163.0 |
|
1.618 |
6,109.9 |
|
2.618 |
6,023.9 |
|
4.250 |
5,883.5 |
|
|
| Fisher Pivots for day following 29-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,313.3 |
6,310.5 |
| PP |
6,302.7 |
6,297.0 |
| S1 |
6,292.0 |
6,283.5 |
|