| Trading Metrics calculated at close of trading on 02-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2007 |
02-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,489.25 |
1,492.50 |
3.25 |
0.2% |
1,492.75 |
| High |
1,493.00 |
1,504.75 |
11.75 |
0.8% |
1,505.00 |
| Low |
1,482.25 |
1,492.00 |
9.75 |
0.7% |
1,480.25 |
| Close |
1,492.75 |
1,501.00 |
8.25 |
0.6% |
1,502.00 |
| Range |
10.75 |
12.75 |
2.00 |
18.6% |
24.75 |
| ATR |
12.66 |
12.66 |
0.01 |
0.1% |
0.00 |
| Volume |
1,189,781 |
1,240,056 |
50,275 |
4.2% |
5,920,025 |
|
| Daily Pivots for day following 02-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,537.50 |
1,532.00 |
1,508.00 |
|
| R3 |
1,524.75 |
1,519.25 |
1,504.50 |
|
| R2 |
1,512.00 |
1,512.00 |
1,503.25 |
|
| R1 |
1,506.50 |
1,506.50 |
1,502.25 |
1,509.25 |
| PP |
1,499.25 |
1,499.25 |
1,499.25 |
1,500.50 |
| S1 |
1,493.75 |
1,493.75 |
1,499.75 |
1,496.50 |
| S2 |
1,486.50 |
1,486.50 |
1,498.75 |
|
| S3 |
1,473.75 |
1,481.00 |
1,497.50 |
|
| S4 |
1,461.00 |
1,468.25 |
1,494.00 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,570.00 |
1,560.75 |
1,515.50 |
|
| R3 |
1,545.25 |
1,536.00 |
1,508.75 |
|
| R2 |
1,520.50 |
1,520.50 |
1,506.50 |
|
| R1 |
1,511.25 |
1,511.25 |
1,504.25 |
1,516.00 |
| PP |
1,495.75 |
1,495.75 |
1,495.75 |
1,498.00 |
| S1 |
1,486.50 |
1,486.50 |
1,499.75 |
1,491.00 |
| S2 |
1,471.00 |
1,471.00 |
1,497.50 |
|
| S3 |
1,446.25 |
1,461.75 |
1,495.25 |
|
| S4 |
1,421.50 |
1,437.00 |
1,488.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,505.00 |
1,482.25 |
22.75 |
1.5% |
11.50 |
0.8% |
82% |
False |
False |
1,120,748 |
| 10 |
1,505.00 |
1,468.25 |
36.75 |
2.4% |
12.25 |
0.8% |
89% |
False |
False |
1,162,608 |
| 20 |
1,505.00 |
1,442.25 |
62.75 |
4.2% |
11.50 |
0.8% |
94% |
False |
False |
1,002,010 |
| 40 |
1,505.00 |
1,375.25 |
129.75 |
8.6% |
13.75 |
0.9% |
97% |
False |
False |
1,154,321 |
| 60 |
1,505.00 |
1,375.25 |
129.75 |
8.6% |
14.75 |
1.0% |
97% |
False |
False |
775,887 |
| 80 |
1,505.00 |
1,375.25 |
129.75 |
8.6% |
13.75 |
0.9% |
97% |
False |
False |
582,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,559.00 |
|
2.618 |
1,538.25 |
|
1.618 |
1,525.50 |
|
1.000 |
1,517.50 |
|
0.618 |
1,512.75 |
|
HIGH |
1,504.75 |
|
0.618 |
1,500.00 |
|
0.500 |
1,498.50 |
|
0.382 |
1,496.75 |
|
LOW |
1,492.00 |
|
0.618 |
1,484.00 |
|
1.000 |
1,479.25 |
|
1.618 |
1,471.25 |
|
2.618 |
1,458.50 |
|
4.250 |
1,437.75 |
|
|
| Fisher Pivots for day following 02-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,500.00 |
1,498.50 |
| PP |
1,499.25 |
1,496.00 |
| S1 |
1,498.50 |
1,493.50 |
|