| Trading Metrics calculated at close of trading on 14-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,499.0 |
1,511.8 |
12.8 |
0.9% |
1,513.2 |
| High |
1,512.7 |
1,515.7 |
3.0 |
0.2% |
1,518.8 |
| Low |
1,496.1 |
1,502.8 |
6.7 |
0.4% |
1,496.1 |
| Close |
1,512.2 |
1,508.7 |
-3.5 |
-0.2% |
1,512.2 |
| Range |
16.6 |
12.9 |
-3.7 |
-22.3% |
22.7 |
| ATR |
12.2 |
12.2 |
0.1 |
0.4% |
0.0 |
| Volume |
40,003 |
39,673 |
-330 |
-0.8% |
150,038 |
|
| Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,547.8 |
1,541.1 |
1,515.8 |
|
| R3 |
1,534.9 |
1,528.2 |
1,512.2 |
|
| R2 |
1,522.0 |
1,522.0 |
1,511.1 |
|
| R1 |
1,515.3 |
1,515.3 |
1,509.9 |
1,512.2 |
| PP |
1,509.1 |
1,509.1 |
1,509.1 |
1,507.5 |
| S1 |
1,502.4 |
1,502.4 |
1,507.5 |
1,499.3 |
| S2 |
1,496.2 |
1,496.2 |
1,506.3 |
|
| S3 |
1,483.3 |
1,489.5 |
1,505.2 |
|
| S4 |
1,470.4 |
1,476.6 |
1,501.6 |
|
|
| 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% |
13.6 |
0.9% |
56% |
False |
False |
32,097 |
| 10 |
1,518.8 |
1,482.2 |
36.6 |
2.4% |
11.6 |
0.8% |
72% |
False |
False |
32,735 |
| 20 |
1,518.8 |
1,468.2 |
50.6 |
3.4% |
11.7 |
0.8% |
80% |
False |
False |
32,996 |
| 40 |
1,518.8 |
1,412.5 |
106.3 |
7.0% |
12.1 |
0.8% |
90% |
False |
False |
31,444 |
| 60 |
1,518.8 |
1,375.9 |
142.9 |
9.5% |
14.0 |
0.9% |
93% |
False |
False |
38,129 |
| 80 |
1,518.8 |
1,375.9 |
142.9 |
9.5% |
12.2 |
0.8% |
93% |
False |
False |
29,113 |
| 100 |
1,518.8 |
1,375.9 |
142.9 |
9.5% |
11.4 |
0.8% |
93% |
False |
False |
23,433 |
| 120 |
1,518.8 |
1,375.9 |
142.9 |
9.5% |
9.8 |
0.7% |
93% |
False |
False |
19,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,570.5 |
|
2.618 |
1,549.5 |
|
1.618 |
1,536.6 |
|
1.000 |
1,528.6 |
|
0.618 |
1,523.7 |
|
HIGH |
1,515.7 |
|
0.618 |
1,510.8 |
|
0.500 |
1,509.3 |
|
0.382 |
1,507.7 |
|
LOW |
1,502.8 |
|
0.618 |
1,494.8 |
|
1.000 |
1,489.9 |
|
1.618 |
1,481.9 |
|
2.618 |
1,469.0 |
|
4.250 |
1,448.0 |
|
|
| Fisher Pivots for day following 14-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,509.3 |
1,507.8 |
| PP |
1,509.1 |
1,506.8 |
| S1 |
1,508.9 |
1,505.9 |
|