| 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 |
6,615.5 |
6,588.0 |
-27.5 |
-0.4% |
6,701.5 |
| High |
6,655.5 |
6,611.0 |
-44.5 |
-0.7% |
6,721.0 |
| Low |
6,607.5 |
6,579.5 |
-28.0 |
-0.4% |
6,579.5 |
| Close |
6,605.5 |
6,606.0 |
0.5 |
0.0% |
6,606.0 |
| Range |
48.0 |
31.5 |
-16.5 |
-34.4% |
141.5 |
| ATR |
48.9 |
47.7 |
-1.2 |
-2.5% |
0.0 |
| Volume |
12 |
36 |
24 |
200.0% |
3,550 |
|
| Daily Pivots for day following 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,693.5 |
6,681.0 |
6,623.5 |
|
| R3 |
6,662.0 |
6,649.5 |
6,614.5 |
|
| R2 |
6,630.5 |
6,630.5 |
6,612.0 |
|
| R1 |
6,618.0 |
6,618.0 |
6,609.0 |
6,624.0 |
| PP |
6,599.0 |
6,599.0 |
6,599.0 |
6,602.0 |
| S1 |
6,586.5 |
6,586.5 |
6,603.0 |
6,593.0 |
| S2 |
6,567.5 |
6,567.5 |
6,600.0 |
|
| S3 |
6,536.0 |
6,555.0 |
6,597.5 |
|
| S4 |
6,504.5 |
6,523.5 |
6,588.5 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,060.0 |
6,974.5 |
6,684.0 |
|
| R3 |
6,918.5 |
6,833.0 |
6,645.0 |
|
| R2 |
6,777.0 |
6,777.0 |
6,632.0 |
|
| R1 |
6,691.5 |
6,691.5 |
6,619.0 |
6,663.5 |
| PP |
6,635.5 |
6,635.5 |
6,635.5 |
6,621.5 |
| S1 |
6,550.0 |
6,550.0 |
6,593.0 |
6,522.0 |
| S2 |
6,494.0 |
6,494.0 |
6,580.0 |
|
| S3 |
6,352.5 |
6,408.5 |
6,567.0 |
|
| S4 |
6,211.0 |
6,267.0 |
6,528.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,721.0 |
6,579.5 |
141.5 |
2.1% |
37.5 |
0.6% |
19% |
False |
True |
710 |
| 10 |
6,721.0 |
6,579.5 |
141.5 |
2.1% |
38.5 |
0.6% |
19% |
False |
True |
928 |
| 20 |
6,721.0 |
6,451.5 |
269.5 |
4.1% |
38.0 |
0.6% |
57% |
False |
False |
488 |
| 40 |
6,721.0 |
6,348.0 |
373.0 |
5.6% |
36.5 |
0.5% |
69% |
False |
False |
371 |
| 60 |
6,721.0 |
6,062.5 |
658.5 |
10.0% |
34.5 |
0.5% |
83% |
False |
False |
329 |
| 80 |
6,721.0 |
6,062.5 |
658.5 |
10.0% |
28.5 |
0.4% |
83% |
False |
False |
263 |
| 100 |
6,721.0 |
6,062.5 |
658.5 |
10.0% |
25.5 |
0.4% |
83% |
False |
False |
232 |
| 120 |
6,721.0 |
6,062.5 |
658.5 |
10.0% |
21.5 |
0.3% |
83% |
False |
False |
194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,745.0 |
|
2.618 |
6,693.5 |
|
1.618 |
6,662.0 |
|
1.000 |
6,642.5 |
|
0.618 |
6,630.5 |
|
HIGH |
6,611.0 |
|
0.618 |
6,599.0 |
|
0.500 |
6,595.0 |
|
0.382 |
6,591.5 |
|
LOW |
6,579.5 |
|
0.618 |
6,560.0 |
|
1.000 |
6,548.0 |
|
1.618 |
6,528.5 |
|
2.618 |
6,497.0 |
|
4.250 |
6,445.5 |
|
|
| Fisher Pivots for day following 25-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,602.5 |
6,632.0 |
| PP |
6,599.0 |
6,623.5 |
| S1 |
6,595.0 |
6,615.0 |
|