| 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 |
1,515.6 |
1,499.0 |
-16.6 |
-1.1% |
1,513.2 |
| High |
1,515.6 |
1,512.7 |
-2.9 |
-0.2% |
1,518.8 |
| Low |
1,496.2 |
1,496.1 |
-0.1 |
0.0% |
1,496.1 |
| Close |
1,499.2 |
1,512.2 |
13.0 |
0.9% |
1,512.2 |
| Range |
19.4 |
16.6 |
-2.8 |
-14.4% |
22.7 |
| ATR |
11.8 |
12.2 |
0.3 |
2.9% |
0.0 |
| Volume |
29,891 |
40,003 |
10,112 |
33.8% |
150,038 |
|
| Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,556.8 |
1,551.1 |
1,521.3 |
|
| R3 |
1,540.2 |
1,534.5 |
1,516.8 |
|
| R2 |
1,523.6 |
1,523.6 |
1,515.2 |
|
| R1 |
1,517.9 |
1,517.9 |
1,513.7 |
1,520.8 |
| PP |
1,507.0 |
1,507.0 |
1,507.0 |
1,508.4 |
| S1 |
1,501.3 |
1,501.3 |
1,510.7 |
1,504.2 |
| S2 |
1,490.4 |
1,490.4 |
1,509.2 |
|
| S3 |
1,473.8 |
1,484.7 |
1,507.6 |
|
| S4 |
1,457.2 |
1,468.1 |
1,503.1 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,577.1 |
1,567.4 |
1,524.7 |
|
| R3 |
1,554.4 |
1,544.7 |
1,518.4 |
|
| R2 |
1,531.7 |
1,531.7 |
1,516.4 |
|
| R1 |
1,522.0 |
1,522.0 |
1,514.3 |
1,515.5 |
| PP |
1,509.0 |
1,509.0 |
1,509.0 |
1,505.8 |
| S1 |
1,499.3 |
1,499.3 |
1,510.1 |
1,492.8 |
| S2 |
1,486.3 |
1,486.3 |
1,508.0 |
|
| S3 |
1,463.6 |
1,476.6 |
1,506.0 |
|
| S4 |
1,440.9 |
1,453.9 |
1,499.7 |
|
|
| 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 |
1,496.1 |
22.7 |
1.5% |
11.8 |
0.8% |
71% |
False |
True |
30,007 |
| 10 |
1,518.8 |
1,482.2 |
36.6 |
2.4% |
11.9 |
0.8% |
82% |
False |
False |
31,534 |
| 20 |
1,518.8 |
1,461.2 |
57.6 |
3.8% |
11.9 |
0.8% |
89% |
False |
False |
32,521 |
| 40 |
1,518.8 |
1,394.8 |
124.0 |
8.2% |
12.3 |
0.8% |
95% |
False |
False |
31,405 |
| 60 |
1,518.8 |
1,375.9 |
142.9 |
9.4% |
13.8 |
0.9% |
95% |
False |
False |
37,473 |
| 80 |
1,518.8 |
1,375.9 |
142.9 |
9.4% |
12.2 |
0.8% |
95% |
False |
False |
28,661 |
| 100 |
1,518.8 |
1,375.9 |
142.9 |
9.4% |
11.4 |
0.8% |
95% |
False |
False |
23,079 |
| 120 |
1,518.8 |
1,375.9 |
142.9 |
9.4% |
9.7 |
0.6% |
95% |
False |
False |
19,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,583.3 |
|
2.618 |
1,556.2 |
|
1.618 |
1,539.6 |
|
1.000 |
1,529.3 |
|
0.618 |
1,523.0 |
|
HIGH |
1,512.7 |
|
0.618 |
1,506.4 |
|
0.500 |
1,504.4 |
|
0.382 |
1,502.4 |
|
LOW |
1,496.1 |
|
0.618 |
1,485.8 |
|
1.000 |
1,479.5 |
|
1.618 |
1,469.2 |
|
2.618 |
1,452.6 |
|
4.250 |
1,425.6 |
|
|
| Fisher Pivots for day following 11-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,509.6 |
1,510.6 |
| PP |
1,507.0 |
1,509.0 |
| S1 |
1,504.4 |
1,507.5 |
|