| Trading Metrics calculated at close of trading on 31-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2007 |
31-May-2007 |
Change |
Change % |
Previous Week |
| Open |
13,553 |
13,657 |
104 |
0.8% |
13,596 |
| High |
13,663 |
13,695 |
32 |
0.2% |
13,653 |
| Low |
13,470 |
13,631 |
161 |
1.2% |
13,449 |
| Close |
13,656 |
13,650 |
-6 |
0.0% |
13,527 |
| Range |
193 |
64 |
-129 |
-66.8% |
204 |
| ATR |
112 |
108 |
-3 |
-3.0% |
0 |
| Volume |
129,611 |
172,862 |
43,251 |
33.4% |
710,669 |
|
| Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,851 |
13,814 |
13,685 |
|
| R3 |
13,787 |
13,750 |
13,668 |
|
| R2 |
13,723 |
13,723 |
13,662 |
|
| R1 |
13,686 |
13,686 |
13,656 |
13,673 |
| PP |
13,659 |
13,659 |
13,659 |
13,652 |
| S1 |
13,622 |
13,622 |
13,644 |
13,609 |
| S2 |
13,595 |
13,595 |
13,638 |
|
| S3 |
13,531 |
13,558 |
13,633 |
|
| S4 |
13,467 |
13,494 |
13,615 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,155 |
14,045 |
13,639 |
|
| R3 |
13,951 |
13,841 |
13,583 |
|
| R2 |
13,747 |
13,747 |
13,565 |
|
| R1 |
13,637 |
13,637 |
13,546 |
13,590 |
| PP |
13,543 |
13,543 |
13,543 |
13,520 |
| S1 |
13,433 |
13,433 |
13,508 |
13,386 |
| S2 |
13,339 |
13,339 |
13,490 |
|
| S3 |
13,135 |
13,229 |
13,471 |
|
| S4 |
12,931 |
13,025 |
13,415 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,695 |
13,449 |
246 |
1.8% |
127 |
0.9% |
82% |
True |
False |
155,178 |
| 10 |
13,695 |
13,449 |
246 |
1.8% |
105 |
0.8% |
82% |
True |
False |
139,935 |
| 20 |
13,695 |
13,230 |
465 |
3.4% |
104 |
0.8% |
90% |
True |
False |
134,081 |
| 40 |
13,695 |
12,487 |
1,208 |
8.8% |
101 |
0.7% |
96% |
True |
False |
120,403 |
| 60 |
13,695 |
12,035 |
1,660 |
12.2% |
110 |
0.8% |
97% |
True |
False |
125,419 |
| 80 |
13,695 |
12,035 |
1,660 |
12.2% |
115 |
0.8% |
97% |
True |
False |
94,161 |
| 100 |
13,695 |
12,035 |
1,660 |
12.2% |
104 |
0.8% |
97% |
True |
False |
75,335 |
| 120 |
13,695 |
12,035 |
1,660 |
12.2% |
92 |
0.7% |
97% |
True |
False |
62,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,967 |
|
2.618 |
13,863 |
|
1.618 |
13,799 |
|
1.000 |
13,759 |
|
0.618 |
13,735 |
|
HIGH |
13,695 |
|
0.618 |
13,671 |
|
0.500 |
13,663 |
|
0.382 |
13,656 |
|
LOW |
13,631 |
|
0.618 |
13,592 |
|
1.000 |
13,567 |
|
1.618 |
13,528 |
|
2.618 |
13,464 |
|
4.250 |
13,359 |
|
|
| Fisher Pivots for day following 31-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,663 |
13,628 |
| PP |
13,659 |
13,605 |
| S1 |
13,654 |
13,583 |
|