| 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 |
1,912.50 |
1,886.50 |
-26.00 |
-1.4% |
1,907.25 |
| High |
1,912.50 |
1,911.75 |
-0.75 |
0.0% |
1,918.75 |
| Low |
1,882.00 |
1,882.25 |
0.25 |
0.0% |
1,882.00 |
| Close |
1,886.50 |
1,910.50 |
24.00 |
1.3% |
1,910.50 |
| Range |
30.50 |
29.50 |
-1.00 |
-3.3% |
36.75 |
| ATR |
20.80 |
21.42 |
0.62 |
3.0% |
0.00 |
| Volume |
285,425 |
448,685 |
163,260 |
57.2% |
1,427,368 |
|
| Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,990.00 |
1,979.75 |
1,926.75 |
|
| R3 |
1,960.50 |
1,950.25 |
1,918.50 |
|
| R2 |
1,931.00 |
1,931.00 |
1,916.00 |
|
| R1 |
1,920.75 |
1,920.75 |
1,913.25 |
1,926.00 |
| PP |
1,901.50 |
1,901.50 |
1,901.50 |
1,904.00 |
| S1 |
1,891.25 |
1,891.25 |
1,907.75 |
1,896.50 |
| S2 |
1,872.00 |
1,872.00 |
1,905.00 |
|
| S3 |
1,842.50 |
1,861.75 |
1,902.50 |
|
| S4 |
1,813.00 |
1,832.25 |
1,894.25 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,014.00 |
1,999.00 |
1,930.75 |
|
| R3 |
1,977.25 |
1,962.25 |
1,920.50 |
|
| R2 |
1,940.50 |
1,940.50 |
1,917.25 |
|
| R1 |
1,925.50 |
1,925.50 |
1,913.75 |
1,933.00 |
| PP |
1,903.75 |
1,903.75 |
1,903.75 |
1,907.50 |
| S1 |
1,888.75 |
1,888.75 |
1,907.25 |
1,896.25 |
| S2 |
1,867.00 |
1,867.00 |
1,903.75 |
|
| S3 |
1,830.25 |
1,852.00 |
1,900.50 |
|
| S4 |
1,793.50 |
1,815.25 |
1,890.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,918.75 |
1,882.00 |
36.75 |
1.9% |
22.25 |
1.2% |
78% |
False |
False |
285,473 |
| 10 |
1,922.50 |
1,868.00 |
54.50 |
2.9% |
22.00 |
1.1% |
78% |
False |
False |
271,981 |
| 20 |
1,922.50 |
1,829.50 |
93.00 |
4.9% |
20.00 |
1.1% |
87% |
False |
False |
269,650 |
| 40 |
1,922.50 |
1,757.50 |
165.00 |
8.6% |
21.00 |
1.1% |
93% |
False |
False |
254,795 |
| 60 |
1,922.50 |
1,707.00 |
215.50 |
11.3% |
24.50 |
1.3% |
94% |
False |
False |
209,576 |
| 80 |
1,922.50 |
1,707.00 |
215.50 |
11.3% |
24.25 |
1.3% |
94% |
False |
False |
157,214 |
| 100 |
1,922.50 |
1,707.00 |
215.50 |
11.3% |
24.25 |
1.3% |
94% |
False |
False |
125,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,037.00 |
|
2.618 |
1,989.00 |
|
1.618 |
1,959.50 |
|
1.000 |
1,941.25 |
|
0.618 |
1,930.00 |
|
HIGH |
1,911.75 |
|
0.618 |
1,900.50 |
|
0.500 |
1,897.00 |
|
0.382 |
1,893.50 |
|
LOW |
1,882.25 |
|
0.618 |
1,864.00 |
|
1.000 |
1,852.75 |
|
1.618 |
1,834.50 |
|
2.618 |
1,805.00 |
|
4.250 |
1,757.00 |
|
|
| Fisher Pivots for day following 11-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,906.00 |
1,907.00 |
| PP |
1,901.50 |
1,903.75 |
| S1 |
1,897.00 |
1,900.50 |
|