| Trading Metrics calculated at close of trading on 14-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,499.00 |
1,512.00 |
13.00 |
0.9% |
1,513.25 |
| High |
1,512.75 |
1,516.25 |
3.50 |
0.2% |
1,519.00 |
| Low |
1,496.00 |
1,502.75 |
6.75 |
0.5% |
1,496.00 |
| Close |
1,512.25 |
1,508.75 |
-3.50 |
-0.2% |
1,512.25 |
| Range |
16.75 |
13.50 |
-3.25 |
-19.4% |
23.00 |
| ATR |
12.44 |
12.51 |
0.08 |
0.6% |
0.00 |
| Volume |
1,655,852 |
1,218,503 |
-437,349 |
-26.4% |
5,309,351 |
|
| Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,549.75 |
1,542.75 |
1,516.25 |
|
| R3 |
1,536.25 |
1,529.25 |
1,512.50 |
|
| R2 |
1,522.75 |
1,522.75 |
1,511.25 |
|
| R1 |
1,515.75 |
1,515.75 |
1,510.00 |
1,512.50 |
| PP |
1,509.25 |
1,509.25 |
1,509.25 |
1,507.50 |
| S1 |
1,502.25 |
1,502.25 |
1,507.50 |
1,499.00 |
| S2 |
1,495.75 |
1,495.75 |
1,506.25 |
|
| S3 |
1,482.25 |
1,488.75 |
1,505.00 |
|
| S4 |
1,468.75 |
1,475.25 |
1,501.25 |
|
|
| 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% |
14.00 |
0.9% |
55% |
False |
False |
1,079,472 |
| 10 |
1,519.00 |
1,482.25 |
36.75 |
2.4% |
11.75 |
0.8% |
72% |
False |
False |
1,090,775 |
| 20 |
1,519.00 |
1,468.25 |
50.75 |
3.4% |
12.00 |
0.8% |
80% |
False |
False |
1,130,438 |
| 40 |
1,519.00 |
1,412.50 |
106.50 |
7.1% |
12.25 |
0.8% |
90% |
False |
False |
1,058,622 |
| 60 |
1,519.00 |
1,375.25 |
143.75 |
9.5% |
15.25 |
1.0% |
93% |
False |
False |
916,927 |
| 80 |
1,519.00 |
1,375.25 |
143.75 |
9.5% |
13.75 |
0.9% |
93% |
False |
False |
688,198 |
| 100 |
1,519.00 |
1,375.25 |
143.75 |
9.5% |
13.25 |
0.9% |
93% |
False |
False |
550,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,573.50 |
|
2.618 |
1,551.50 |
|
1.618 |
1,538.00 |
|
1.000 |
1,529.75 |
|
0.618 |
1,524.50 |
|
HIGH |
1,516.25 |
|
0.618 |
1,511.00 |
|
0.500 |
1,509.50 |
|
0.382 |
1,508.00 |
|
LOW |
1,502.75 |
|
0.618 |
1,494.50 |
|
1.000 |
1,489.25 |
|
1.618 |
1,481.00 |
|
2.618 |
1,467.50 |
|
4.250 |
1,445.50 |
|
|
| Fisher Pivots for day following 14-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,509.50 |
1,508.00 |
| PP |
1,509.25 |
1,507.00 |
| S1 |
1,509.00 |
1,506.00 |
|