| Trading Metrics calculated at close of trading on 10-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2007 |
10-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,512.0 |
1,515.6 |
3.6 |
0.2% |
1,501.1 |
| High |
1,518.8 |
1,515.6 |
-3.2 |
-0.2% |
1,517.0 |
| Low |
1,508.2 |
1,496.2 |
-12.0 |
-0.8% |
1,482.2 |
| Close |
1,515.6 |
1,499.2 |
-16.4 |
-1.1% |
1,514.2 |
| Range |
10.6 |
19.4 |
8.8 |
83.0% |
34.8 |
| ATR |
11.3 |
11.8 |
0.6 |
5.2% |
0.0 |
| Volume |
28,609 |
29,891 |
1,282 |
4.5% |
165,310 |
|
| Daily Pivots for day following 10-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,561.9 |
1,549.9 |
1,509.9 |
|
| R3 |
1,542.5 |
1,530.5 |
1,504.5 |
|
| R2 |
1,523.1 |
1,523.1 |
1,502.8 |
|
| R1 |
1,511.1 |
1,511.1 |
1,501.0 |
1,507.4 |
| PP |
1,503.7 |
1,503.7 |
1,503.7 |
1,501.8 |
| S1 |
1,491.7 |
1,491.7 |
1,497.4 |
1,488.0 |
| S2 |
1,484.3 |
1,484.3 |
1,495.6 |
|
| S3 |
1,464.9 |
1,472.3 |
1,493.9 |
|
| S4 |
1,445.5 |
1,452.9 |
1,488.5 |
|
|
| 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 |
1,496.2 |
22.6 |
1.5% |
10.5 |
0.7% |
13% |
False |
True |
29,186 |
| 10 |
1,518.8 |
1,482.2 |
36.6 |
2.4% |
11.2 |
0.7% |
46% |
False |
False |
30,630 |
| 20 |
1,518.8 |
1,452.0 |
66.8 |
4.5% |
11.5 |
0.8% |
71% |
False |
False |
31,943 |
| 40 |
1,518.8 |
1,394.8 |
124.0 |
8.3% |
12.3 |
0.8% |
84% |
False |
False |
32,307 |
| 60 |
1,518.8 |
1,375.9 |
142.9 |
9.5% |
13.6 |
0.9% |
86% |
False |
False |
36,837 |
| 80 |
1,518.8 |
1,375.9 |
142.9 |
9.5% |
12.0 |
0.8% |
86% |
False |
False |
28,188 |
| 100 |
1,518.8 |
1,375.9 |
142.9 |
9.5% |
11.3 |
0.8% |
86% |
False |
False |
22,729 |
| 120 |
1,518.8 |
1,375.9 |
142.9 |
9.5% |
9.6 |
0.6% |
86% |
False |
False |
19,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,598.1 |
|
2.618 |
1,566.4 |
|
1.618 |
1,547.0 |
|
1.000 |
1,535.0 |
|
0.618 |
1,527.6 |
|
HIGH |
1,515.6 |
|
0.618 |
1,508.2 |
|
0.500 |
1,505.9 |
|
0.382 |
1,503.6 |
|
LOW |
1,496.2 |
|
0.618 |
1,484.2 |
|
1.000 |
1,476.8 |
|
1.618 |
1,464.8 |
|
2.618 |
1,445.4 |
|
4.250 |
1,413.8 |
|
|
| Fisher Pivots for day following 10-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,505.9 |
1,507.5 |
| PP |
1,503.7 |
1,504.7 |
| S1 |
1,501.4 |
1,502.0 |
|