| 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 |
13,522.60 |
13,441.94 |
-80.66 |
-0.6% |
13,556.53 |
| High |
13,624.55 |
13,516.14 |
-108.41 |
-0.8% |
13,624.55 |
| Low |
13,423.90 |
13,440.07 |
16.17 |
0.1% |
13,423.90 |
| Close |
13,441.13 |
13,507.28 |
66.15 |
0.5% |
13,507.28 |
| Range |
200.65 |
76.07 |
-124.58 |
-62.1% |
200.65 |
| ATR |
101.76 |
99.93 |
-1.84 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,716.04 |
13,687.73 |
13,549.12 |
|
| R3 |
13,639.97 |
13,611.66 |
13,528.20 |
|
| R2 |
13,563.90 |
13,563.90 |
13,521.23 |
|
| R1 |
13,535.59 |
13,535.59 |
13,514.25 |
13,549.75 |
| PP |
13,487.83 |
13,487.83 |
13,487.83 |
13,494.91 |
| S1 |
13,459.52 |
13,459.52 |
13,500.31 |
13,473.68 |
| S2 |
13,411.76 |
13,411.76 |
13,493.33 |
|
| S3 |
13,335.69 |
13,383.45 |
13,486.36 |
|
| S4 |
13,259.62 |
13,307.38 |
13,465.44 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,120.53 |
14,014.55 |
13,617.64 |
|
| R3 |
13,919.88 |
13,813.90 |
13,562.46 |
|
| R2 |
13,719.23 |
13,719.23 |
13,544.07 |
|
| R1 |
13,613.25 |
13,613.25 |
13,525.67 |
13,565.92 |
| PP |
13,518.58 |
13,518.58 |
13,518.58 |
13,494.91 |
| S1 |
13,412.60 |
13,412.60 |
13,488.89 |
13,365.27 |
| S2 |
13,317.93 |
13,317.93 |
13,470.49 |
|
| S3 |
13,117.28 |
13,211.95 |
13,452.10 |
|
| S4 |
12,916.63 |
13,011.30 |
13,396.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,624.55 |
13,423.90 |
200.65 |
1.5% |
99.18 |
0.7% |
42% |
False |
False |
|
| 10 |
13,624.55 |
13,297.04 |
327.51 |
2.4% |
100.14 |
0.7% |
64% |
False |
False |
|
| 20 |
13,624.55 |
13,041.30 |
583.25 |
4.3% |
96.25 |
0.7% |
80% |
False |
False |
|
| 40 |
13,624.55 |
12,242.60 |
1,381.95 |
10.2% |
96.82 |
0.7% |
92% |
False |
False |
|
| 60 |
13,624.55 |
11,939.61 |
1,684.94 |
12.5% |
106.28 |
0.8% |
93% |
False |
False |
|
| 80 |
13,624.55 |
11,939.61 |
1,684.94 |
12.5% |
107.56 |
0.8% |
93% |
False |
False |
|
| 100 |
13,624.55 |
11,939.61 |
1,684.94 |
12.5% |
105.49 |
0.8% |
93% |
False |
False |
|
| 120 |
13,624.55 |
11,939.61 |
1,684.94 |
12.5% |
101.57 |
0.8% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,839.44 |
|
2.618 |
13,715.29 |
|
1.618 |
13,639.22 |
|
1.000 |
13,592.21 |
|
0.618 |
13,563.15 |
|
HIGH |
13,516.14 |
|
0.618 |
13,487.08 |
|
0.500 |
13,478.11 |
|
0.382 |
13,469.13 |
|
LOW |
13,440.07 |
|
0.618 |
13,393.06 |
|
1.000 |
13,364.00 |
|
1.618 |
13,316.99 |
|
2.618 |
13,240.92 |
|
4.250 |
13,116.77 |
|
|
| Fisher Pivots for day following 25-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,497.56 |
13,524.23 |
| PP |
13,487.83 |
13,518.58 |
| S1 |
13,478.11 |
13,512.93 |
|