| Trading Metrics calculated at close of trading on 11-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2007 |
11-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,515.50 |
1,499.00 |
-16.50 |
-1.1% |
1,513.25 |
| High |
1,515.75 |
1,512.75 |
-3.00 |
-0.2% |
1,519.00 |
| Low |
1,496.00 |
1,496.00 |
0.00 |
0.0% |
1,496.00 |
| Close |
1,499.25 |
1,512.25 |
13.00 |
0.9% |
1,512.25 |
| Range |
19.75 |
16.75 |
-3.00 |
-15.2% |
23.00 |
| ATR |
12.10 |
12.44 |
0.33 |
2.7% |
0.00 |
| Volume |
1,119,541 |
1,655,852 |
536,311 |
47.9% |
5,309,351 |
|
| Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,557.25 |
1,551.50 |
1,521.50 |
|
| R3 |
1,540.50 |
1,534.75 |
1,516.75 |
|
| R2 |
1,523.75 |
1,523.75 |
1,515.25 |
|
| R1 |
1,518.00 |
1,518.00 |
1,513.75 |
1,521.00 |
| PP |
1,507.00 |
1,507.00 |
1,507.00 |
1,508.50 |
| S1 |
1,501.25 |
1,501.25 |
1,510.75 |
1,504.00 |
| S2 |
1,490.25 |
1,490.25 |
1,509.25 |
|
| S3 |
1,473.50 |
1,484.50 |
1,507.75 |
|
| S4 |
1,456.75 |
1,467.75 |
1,503.00 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,578.00 |
1,568.25 |
1,525.00 |
|
| R3 |
1,555.00 |
1,545.25 |
1,518.50 |
|
| R2 |
1,532.00 |
1,532.00 |
1,516.50 |
|
| R1 |
1,522.25 |
1,522.25 |
1,514.25 |
1,515.50 |
| PP |
1,509.00 |
1,509.00 |
1,509.00 |
1,505.75 |
| S1 |
1,499.25 |
1,499.25 |
1,510.25 |
1,492.50 |
| S2 |
1,486.00 |
1,486.00 |
1,508.00 |
|
| S3 |
1,463.00 |
1,476.25 |
1,506.00 |
|
| S4 |
1,440.00 |
1,453.25 |
1,499.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,519.00 |
1,496.00 |
23.00 |
1.5% |
12.00 |
0.8% |
71% |
False |
True |
1,061,870 |
| 10 |
1,519.00 |
1,482.25 |
36.75 |
2.4% |
12.25 |
0.8% |
82% |
False |
False |
1,066,989 |
| 20 |
1,519.00 |
1,461.00 |
58.00 |
3.8% |
12.00 |
0.8% |
88% |
False |
False |
1,118,282 |
| 40 |
1,519.00 |
1,394.75 |
124.25 |
8.2% |
12.50 |
0.8% |
95% |
False |
False |
1,059,460 |
| 60 |
1,519.00 |
1,375.25 |
143.75 |
9.5% |
15.00 |
1.0% |
95% |
False |
False |
896,632 |
| 80 |
1,519.00 |
1,375.25 |
143.75 |
9.5% |
13.75 |
0.9% |
95% |
False |
False |
672,984 |
| 100 |
1,519.00 |
1,375.25 |
143.75 |
9.5% |
13.25 |
0.9% |
95% |
False |
False |
538,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,584.00 |
|
2.618 |
1,556.50 |
|
1.618 |
1,539.75 |
|
1.000 |
1,529.50 |
|
0.618 |
1,523.00 |
|
HIGH |
1,512.75 |
|
0.618 |
1,506.25 |
|
0.500 |
1,504.50 |
|
0.382 |
1,502.50 |
|
LOW |
1,496.00 |
|
0.618 |
1,485.75 |
|
1.000 |
1,479.25 |
|
1.618 |
1,469.00 |
|
2.618 |
1,452.25 |
|
4.250 |
1,424.75 |
|
|
| Fisher Pivots for day following 11-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,509.50 |
1,510.75 |
| PP |
1,507.00 |
1,509.00 |
| S1 |
1,504.50 |
1,507.50 |
|