| 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 |
1,881.50 |
1,885.50 |
4.00 |
0.2% |
1,862.50 |
| High |
1,887.75 |
1,905.00 |
17.25 |
0.9% |
1,909.00 |
| Low |
1,868.00 |
1,883.50 |
15.50 |
0.8% |
1,855.75 |
| Close |
1,885.75 |
1,898.75 |
13.00 |
0.7% |
1,906.75 |
| Range |
19.75 |
21.50 |
1.75 |
8.9% |
53.25 |
| ATR |
20.99 |
21.03 |
0.04 |
0.2% |
0.00 |
| Volume |
259,708 |
329,322 |
69,614 |
26.8% |
1,421,131 |
|
| Daily Pivots for day following 02-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,960.25 |
1,951.00 |
1,910.50 |
|
| R3 |
1,938.75 |
1,929.50 |
1,904.75 |
|
| R2 |
1,917.25 |
1,917.25 |
1,902.75 |
|
| R1 |
1,908.00 |
1,908.00 |
1,900.75 |
1,912.50 |
| PP |
1,895.75 |
1,895.75 |
1,895.75 |
1,898.00 |
| S1 |
1,886.50 |
1,886.50 |
1,896.75 |
1,891.00 |
| S2 |
1,874.25 |
1,874.25 |
1,894.75 |
|
| S3 |
1,852.75 |
1,865.00 |
1,892.75 |
|
| S4 |
1,831.25 |
1,843.50 |
1,887.00 |
|
|
| 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% |
19.75 |
1.0% |
75% |
False |
False |
281,486 |
| 10 |
1,909.00 |
1,831.25 |
77.75 |
4.1% |
20.50 |
1.1% |
87% |
False |
False |
279,821 |
| 20 |
1,909.00 |
1,802.25 |
106.75 |
5.6% |
19.25 |
1.0% |
90% |
False |
False |
232,227 |
| 40 |
1,909.00 |
1,731.50 |
177.50 |
9.3% |
22.00 |
1.2% |
94% |
False |
False |
266,226 |
| 60 |
1,909.00 |
1,707.00 |
202.00 |
10.6% |
24.50 |
1.3% |
95% |
False |
False |
177,985 |
| 80 |
1,909.00 |
1,707.00 |
202.00 |
10.6% |
24.50 |
1.3% |
95% |
False |
False |
133,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,996.50 |
|
2.618 |
1,961.25 |
|
1.618 |
1,939.75 |
|
1.000 |
1,926.50 |
|
0.618 |
1,918.25 |
|
HIGH |
1,905.00 |
|
0.618 |
1,896.75 |
|
0.500 |
1,894.25 |
|
0.382 |
1,891.75 |
|
LOW |
1,883.50 |
|
0.618 |
1,870.25 |
|
1.000 |
1,862.00 |
|
1.618 |
1,848.75 |
|
2.618 |
1,827.25 |
|
4.250 |
1,792.00 |
|
|
| Fisher Pivots for day following 02-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,897.25 |
1,895.00 |
| PP |
1,895.75 |
1,891.50 |
| S1 |
1,894.25 |
1,888.00 |
|