| Trading Metrics calculated at close of trading on 03-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2007 |
03-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,492.50 |
1,500.75 |
8.25 |
0.6% |
1,492.75 |
| High |
1,504.75 |
1,509.25 |
4.50 |
0.3% |
1,505.00 |
| Low |
1,492.00 |
1,498.75 |
6.75 |
0.5% |
1,480.25 |
| Close |
1,501.00 |
1,508.25 |
7.25 |
0.5% |
1,502.00 |
| Range |
12.75 |
10.50 |
-2.25 |
-17.6% |
24.75 |
| ATR |
12.66 |
12.51 |
-0.15 |
-1.2% |
0.00 |
| Volume |
1,240,056 |
984,772 |
-255,284 |
-20.6% |
5,920,025 |
|
| Daily Pivots for day following 03-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,537.00 |
1,533.00 |
1,514.00 |
|
| R3 |
1,526.50 |
1,522.50 |
1,511.25 |
|
| R2 |
1,516.00 |
1,516.00 |
1,510.25 |
|
| R1 |
1,512.00 |
1,512.00 |
1,509.25 |
1,514.00 |
| PP |
1,505.50 |
1,505.50 |
1,505.50 |
1,506.50 |
| S1 |
1,501.50 |
1,501.50 |
1,507.25 |
1,503.50 |
| S2 |
1,495.00 |
1,495.00 |
1,506.25 |
|
| S3 |
1,484.50 |
1,491.00 |
1,505.25 |
|
| S4 |
1,474.00 |
1,480.50 |
1,502.50 |
|
|
| 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 |
1,509.25 |
1,482.25 |
27.00 |
1.8% |
12.00 |
0.8% |
96% |
True |
False |
1,073,512 |
| 10 |
1,509.25 |
1,478.75 |
30.50 |
2.0% |
11.75 |
0.8% |
97% |
True |
False |
1,151,349 |
| 20 |
1,509.25 |
1,442.25 |
67.00 |
4.4% |
11.50 |
0.8% |
99% |
True |
False |
1,013,589 |
| 40 |
1,509.25 |
1,375.25 |
134.00 |
8.9% |
13.50 |
0.9% |
99% |
True |
False |
1,174,413 |
| 60 |
1,509.25 |
1,375.25 |
134.00 |
8.9% |
14.75 |
1.0% |
99% |
True |
False |
792,288 |
| 80 |
1,509.25 |
1,375.25 |
134.00 |
8.9% |
13.75 |
0.9% |
99% |
True |
False |
594,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,554.00 |
|
2.618 |
1,536.75 |
|
1.618 |
1,526.25 |
|
1.000 |
1,519.75 |
|
0.618 |
1,515.75 |
|
HIGH |
1,509.25 |
|
0.618 |
1,505.25 |
|
0.500 |
1,504.00 |
|
0.382 |
1,502.75 |
|
LOW |
1,498.75 |
|
0.618 |
1,492.25 |
|
1.000 |
1,488.25 |
|
1.618 |
1,481.75 |
|
2.618 |
1,471.25 |
|
4.250 |
1,454.00 |
|
|
| Fisher Pivots for day following 03-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,506.75 |
1,504.00 |
| PP |
1,505.50 |
1,500.00 |
| S1 |
1,504.00 |
1,495.75 |
|