| Trading Metrics calculated at close of trading on 09-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2007 |
09-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,513.9 |
1,512.0 |
-1.9 |
-0.1% |
1,501.1 |
| High |
1,514.1 |
1,518.8 |
4.7 |
0.3% |
1,517.0 |
| Low |
1,505.8 |
1,508.2 |
2.4 |
0.2% |
1,482.2 |
| Close |
1,512.2 |
1,515.6 |
3.4 |
0.2% |
1,514.2 |
| Range |
8.3 |
10.6 |
2.3 |
27.7% |
34.8 |
| ATR |
11.3 |
11.3 |
-0.1 |
-0.5% |
0.0 |
| Volume |
22,309 |
28,609 |
6,300 |
28.2% |
165,310 |
|
| Daily Pivots for day following 09-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,546.0 |
1,541.4 |
1,521.4 |
|
| R3 |
1,535.4 |
1,530.8 |
1,518.5 |
|
| R2 |
1,524.8 |
1,524.8 |
1,517.5 |
|
| R1 |
1,520.2 |
1,520.2 |
1,516.6 |
1,522.5 |
| PP |
1,514.2 |
1,514.2 |
1,514.2 |
1,515.4 |
| S1 |
1,509.6 |
1,509.6 |
1,514.6 |
1,511.9 |
| S2 |
1,503.6 |
1,503.6 |
1,513.7 |
|
| S3 |
1,493.0 |
1,499.0 |
1,512.7 |
|
| S4 |
1,482.4 |
1,488.4 |
1,509.8 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,608.9 |
1,596.3 |
1,533.3 |
|
| R3 |
1,574.1 |
1,561.5 |
1,523.8 |
|
| R2 |
1,539.3 |
1,539.3 |
1,520.6 |
|
| R1 |
1,526.7 |
1,526.7 |
1,517.4 |
1,533.0 |
| PP |
1,504.5 |
1,504.5 |
1,504.5 |
1,507.6 |
| S1 |
1,491.9 |
1,491.9 |
1,511.0 |
1,498.2 |
| S2 |
1,469.7 |
1,469.7 |
1,507.8 |
|
| S3 |
1,434.9 |
1,457.1 |
1,504.6 |
|
| S4 |
1,400.1 |
1,422.3 |
1,495.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,518.8 |
1,498.7 |
20.1 |
1.3% |
8.7 |
0.6% |
84% |
True |
False |
29,677 |
| 10 |
1,518.8 |
1,482.2 |
36.6 |
2.4% |
10.0 |
0.7% |
91% |
True |
False |
31,270 |
| 20 |
1,518.8 |
1,442.3 |
76.5 |
5.0% |
11.3 |
0.7% |
96% |
True |
False |
31,851 |
| 40 |
1,518.8 |
1,394.8 |
124.0 |
8.2% |
12.1 |
0.8% |
97% |
True |
False |
34,771 |
| 60 |
1,518.8 |
1,375.9 |
142.9 |
9.4% |
13.4 |
0.9% |
98% |
True |
False |
36,368 |
| 80 |
1,518.8 |
1,375.9 |
142.9 |
9.4% |
11.9 |
0.8% |
98% |
True |
False |
27,828 |
| 100 |
1,518.8 |
1,375.9 |
142.9 |
9.4% |
11.2 |
0.7% |
98% |
True |
False |
22,464 |
| 120 |
1,518.8 |
1,375.9 |
142.9 |
9.4% |
9.4 |
0.6% |
98% |
True |
False |
18,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,563.9 |
|
2.618 |
1,546.6 |
|
1.618 |
1,536.0 |
|
1.000 |
1,529.4 |
|
0.618 |
1,525.4 |
|
HIGH |
1,518.8 |
|
0.618 |
1,514.8 |
|
0.500 |
1,513.5 |
|
0.382 |
1,512.2 |
|
LOW |
1,508.2 |
|
0.618 |
1,501.6 |
|
1.000 |
1,497.6 |
|
1.618 |
1,491.0 |
|
2.618 |
1,480.4 |
|
4.250 |
1,463.2 |
|
|
| Fisher Pivots for day following 09-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,514.9 |
1,514.5 |
| PP |
1,514.2 |
1,513.4 |
| S1 |
1,513.5 |
1,512.3 |
|