| Trading Metrics calculated at close of trading on 31-May-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2006 |
31-May-2006 |
Change |
Change % |
Previous Week |
| Open |
11,277.25 |
11,091.15 |
-186.10 |
-1.7% |
11,143.42 |
| High |
11,278.13 |
11,183.04 |
-95.09 |
-0.8% |
11,283.49 |
| Low |
11,094.35 |
11,085.38 |
-8.97 |
-0.1% |
11,030.47 |
| Close |
11,094.43 |
11,168.31 |
73.88 |
0.7% |
11,278.61 |
| Range |
183.78 |
97.66 |
-86.12 |
-46.9% |
253.02 |
| ATR |
112.86 |
111.77 |
-1.09 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,438.56 |
11,401.09 |
11,222.02 |
|
| R3 |
11,340.90 |
11,303.43 |
11,195.17 |
|
| R2 |
11,243.24 |
11,243.24 |
11,186.21 |
|
| R1 |
11,205.77 |
11,205.77 |
11,177.26 |
11,224.51 |
| PP |
11,145.58 |
11,145.58 |
11,145.58 |
11,154.94 |
| S1 |
11,108.11 |
11,108.11 |
11,159.36 |
11,126.85 |
| S2 |
11,047.92 |
11,047.92 |
11,150.41 |
|
| S3 |
10,950.26 |
11,010.45 |
11,141.45 |
|
| S4 |
10,852.60 |
10,912.79 |
11,114.60 |
|
|
| Weekly Pivots for week ending 26-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,956.58 |
11,870.62 |
11,417.77 |
|
| R3 |
11,703.56 |
11,617.60 |
11,348.19 |
|
| R2 |
11,450.54 |
11,450.54 |
11,325.00 |
|
| R1 |
11,364.58 |
11,364.58 |
11,301.80 |
11,407.56 |
| PP |
11,197.52 |
11,197.52 |
11,197.52 |
11,219.02 |
| S1 |
11,111.56 |
11,111.56 |
11,255.42 |
11,154.54 |
| S2 |
10,944.50 |
10,944.50 |
11,232.22 |
|
| S3 |
10,691.48 |
10,858.54 |
11,209.03 |
|
| S4 |
10,438.46 |
10,605.52 |
11,139.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,283.49 |
11,030.47 |
253.02 |
2.3% |
118.24 |
1.1% |
54% |
False |
False |
|
| 10 |
11,410.13 |
11,030.47 |
379.66 |
3.4% |
129.29 |
1.2% |
36% |
False |
False |
|
| 20 |
11,670.19 |
11,030.47 |
639.72 |
5.7% |
110.16 |
1.0% |
22% |
False |
False |
|
| 40 |
11,670.19 |
11,030.47 |
639.72 |
5.7% |
104.78 |
0.9% |
22% |
False |
False |
|
| 60 |
11,670.19 |
10,922.73 |
747.46 |
6.7% |
99.85 |
0.9% |
33% |
False |
False |
|
| 80 |
11,670.19 |
10,737.67 |
932.52 |
8.3% |
97.92 |
0.9% |
46% |
False |
False |
|
| 100 |
11,670.19 |
10,661.15 |
1,009.04 |
9.0% |
96.21 |
0.9% |
50% |
False |
False |
|
| 120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.0% |
94.54 |
0.8% |
50% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,598.10 |
|
2.618 |
11,438.71 |
|
1.618 |
11,341.05 |
|
1.000 |
11,280.70 |
|
0.618 |
11,243.39 |
|
HIGH |
11,183.04 |
|
0.618 |
11,145.73 |
|
0.500 |
11,134.21 |
|
0.382 |
11,122.69 |
|
LOW |
11,085.38 |
|
0.618 |
11,025.03 |
|
1.000 |
10,987.72 |
|
1.618 |
10,927.37 |
|
2.618 |
10,829.71 |
|
4.250 |
10,670.33 |
|
|
| Fisher Pivots for day following 31-May-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,156.94 |
11,184.44 |
| PP |
11,145.58 |
11,179.06 |
| S1 |
11,134.21 |
11,173.69 |
|