| Trading Metrics calculated at close of trading on 01-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2007 |
01-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,905.50 |
1,881.50 |
-24.00 |
-1.3% |
1,862.50 |
| High |
1,907.75 |
1,887.75 |
-20.00 |
-1.0% |
1,909.00 |
| Low |
1,878.50 |
1,868.00 |
-10.50 |
-0.6% |
1,855.75 |
| Close |
1,879.25 |
1,885.75 |
6.50 |
0.3% |
1,906.75 |
| Range |
29.25 |
19.75 |
-9.50 |
-32.5% |
53.25 |
| ATR |
21.09 |
20.99 |
-0.10 |
-0.5% |
0.00 |
| Volume |
234,061 |
259,708 |
25,647 |
11.0% |
1,421,131 |
|
| Daily Pivots for day following 01-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,939.75 |
1,932.50 |
1,896.50 |
|
| R3 |
1,920.00 |
1,912.75 |
1,891.25 |
|
| R2 |
1,900.25 |
1,900.25 |
1,889.25 |
|
| R1 |
1,893.00 |
1,893.00 |
1,887.50 |
1,896.50 |
| PP |
1,880.50 |
1,880.50 |
1,880.50 |
1,882.25 |
| S1 |
1,873.25 |
1,873.25 |
1,884.00 |
1,877.00 |
| S2 |
1,860.75 |
1,860.75 |
1,882.25 |
|
| S3 |
1,841.00 |
1,853.50 |
1,880.25 |
|
| S4 |
1,821.25 |
1,833.75 |
1,875.00 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,050.25 |
2,031.75 |
1,936.00 |
|
| R3 |
1,997.00 |
1,978.50 |
1,921.50 |
|
| R2 |
1,943.75 |
1,943.75 |
1,916.50 |
|
| R1 |
1,925.25 |
1,925.25 |
1,911.75 |
1,934.50 |
| PP |
1,890.50 |
1,890.50 |
1,890.50 |
1,895.00 |
| S1 |
1,872.00 |
1,872.00 |
1,901.75 |
1,881.25 |
| S2 |
1,837.25 |
1,837.25 |
1,897.00 |
|
| S3 |
1,784.00 |
1,818.75 |
1,892.00 |
|
| S4 |
1,730.75 |
1,765.50 |
1,877.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,909.00 |
1,868.00 |
41.00 |
2.2% |
21.00 |
1.1% |
43% |
False |
True |
281,014 |
| 10 |
1,909.00 |
1,831.25 |
77.75 |
4.1% |
20.00 |
1.1% |
70% |
False |
False |
270,058 |
| 20 |
1,909.00 |
1,802.25 |
106.75 |
5.7% |
18.75 |
1.0% |
78% |
False |
False |
229,384 |
| 40 |
1,909.00 |
1,731.50 |
177.50 |
9.4% |
22.00 |
1.2% |
87% |
False |
False |
258,273 |
| 60 |
1,909.00 |
1,707.00 |
202.00 |
10.7% |
24.50 |
1.3% |
88% |
False |
False |
172,499 |
| 80 |
1,909.00 |
1,707.00 |
202.00 |
10.7% |
24.50 |
1.3% |
88% |
False |
False |
129,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,971.75 |
|
2.618 |
1,939.50 |
|
1.618 |
1,919.75 |
|
1.000 |
1,907.50 |
|
0.618 |
1,900.00 |
|
HIGH |
1,887.75 |
|
0.618 |
1,880.25 |
|
0.500 |
1,878.00 |
|
0.382 |
1,875.50 |
|
LOW |
1,868.00 |
|
0.618 |
1,855.75 |
|
1.000 |
1,848.25 |
|
1.618 |
1,836.00 |
|
2.618 |
1,816.25 |
|
4.250 |
1,784.00 |
|
|
| Fisher Pivots for day following 01-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,883.00 |
1,888.00 |
| PP |
1,880.50 |
1,887.25 |
| S1 |
1,878.00 |
1,886.50 |
|