| 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 |
1,885.50 |
1,899.25 |
13.75 |
0.7% |
1,862.50 |
| High |
1,905.00 |
1,910.00 |
5.00 |
0.3% |
1,909.00 |
| Low |
1,883.50 |
1,897.00 |
13.50 |
0.7% |
1,855.75 |
| Close |
1,898.75 |
1,906.50 |
7.75 |
0.4% |
1,906.75 |
| Range |
21.50 |
13.00 |
-8.50 |
-39.5% |
53.25 |
| ATR |
21.03 |
20.46 |
-0.57 |
-2.7% |
0.00 |
| Volume |
329,322 |
248,405 |
-80,917 |
-24.6% |
1,421,131 |
|
| Daily Pivots for day following 03-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,943.50 |
1,938.00 |
1,913.75 |
|
| R3 |
1,930.50 |
1,925.00 |
1,910.00 |
|
| R2 |
1,917.50 |
1,917.50 |
1,909.00 |
|
| R1 |
1,912.00 |
1,912.00 |
1,907.75 |
1,914.75 |
| PP |
1,904.50 |
1,904.50 |
1,904.50 |
1,906.00 |
| S1 |
1,899.00 |
1,899.00 |
1,905.25 |
1,901.75 |
| S2 |
1,891.50 |
1,891.50 |
1,904.00 |
|
| S3 |
1,878.50 |
1,886.00 |
1,903.00 |
|
| S4 |
1,865.50 |
1,873.00 |
1,899.25 |
|
|
| 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 |
1,910.00 |
1,868.00 |
42.00 |
2.2% |
19.25 |
1.0% |
92% |
True |
False |
266,789 |
| 10 |
1,910.00 |
1,846.75 |
63.25 |
3.3% |
19.50 |
1.0% |
94% |
True |
False |
278,264 |
| 20 |
1,910.00 |
1,802.25 |
107.75 |
5.7% |
19.00 |
1.0% |
97% |
True |
False |
244,647 |
| 40 |
1,910.00 |
1,731.50 |
178.50 |
9.4% |
21.75 |
1.1% |
98% |
True |
False |
272,436 |
| 60 |
1,910.00 |
1,707.00 |
203.00 |
10.6% |
24.50 |
1.3% |
98% |
True |
False |
182,124 |
| 80 |
1,910.00 |
1,707.00 |
203.00 |
10.6% |
24.25 |
1.3% |
98% |
True |
False |
136,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,965.25 |
|
2.618 |
1,944.00 |
|
1.618 |
1,931.00 |
|
1.000 |
1,923.00 |
|
0.618 |
1,918.00 |
|
HIGH |
1,910.00 |
|
0.618 |
1,905.00 |
|
0.500 |
1,903.50 |
|
0.382 |
1,902.00 |
|
LOW |
1,897.00 |
|
0.618 |
1,889.00 |
|
1.000 |
1,884.00 |
|
1.618 |
1,876.00 |
|
2.618 |
1,863.00 |
|
4.250 |
1,841.75 |
|
|
| Fisher Pivots for day following 03-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,905.50 |
1,900.75 |
| PP |
1,904.50 |
1,894.75 |
| S1 |
1,903.50 |
1,889.00 |
|