| Trading Metrics calculated at close of trading on 18-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
18-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,517.7 |
1,515.5 |
-2.2 |
-0.1% |
1,511.8 |
| High |
1,521.5 |
1,528.0 |
6.5 |
0.4% |
1,528.0 |
| Low |
1,513.2 |
1,513.7 |
0.5 |
0.0% |
1,502.8 |
| Close |
1,515.2 |
1,527.9 |
12.7 |
0.8% |
1,527.9 |
| Range |
8.3 |
14.3 |
6.0 |
72.3% |
25.2 |
| ATR |
12.2 |
12.4 |
0.1 |
1.2% |
0.0 |
| Volume |
38,344 |
32,141 |
-6,203 |
-16.2% |
187,782 |
|
| Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,566.1 |
1,561.3 |
1,535.8 |
|
| R3 |
1,551.8 |
1,547.0 |
1,531.8 |
|
| R2 |
1,537.5 |
1,537.5 |
1,530.5 |
|
| R1 |
1,532.7 |
1,532.7 |
1,529.2 |
1,535.1 |
| PP |
1,523.2 |
1,523.2 |
1,523.2 |
1,524.4 |
| S1 |
1,518.4 |
1,518.4 |
1,526.6 |
1,520.8 |
| S2 |
1,508.9 |
1,508.9 |
1,525.3 |
|
| S3 |
1,494.6 |
1,504.1 |
1,524.0 |
|
| S4 |
1,480.3 |
1,489.8 |
1,520.0 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,595.2 |
1,586.7 |
1,541.8 |
|
| R3 |
1,570.0 |
1,561.5 |
1,534.8 |
|
| R2 |
1,544.8 |
1,544.8 |
1,532.5 |
|
| R1 |
1,536.3 |
1,536.3 |
1,530.2 |
1,540.6 |
| PP |
1,519.6 |
1,519.6 |
1,519.6 |
1,521.7 |
| S1 |
1,511.1 |
1,511.1 |
1,525.6 |
1,515.4 |
| S2 |
1,494.4 |
1,494.4 |
1,523.3 |
|
| S3 |
1,469.2 |
1,485.9 |
1,521.0 |
|
| S4 |
1,444.0 |
1,460.7 |
1,514.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,528.0 |
1,502.8 |
25.2 |
1.6% |
12.9 |
0.8% |
100% |
True |
False |
37,556 |
| 10 |
1,528.0 |
1,496.1 |
31.9 |
2.1% |
12.3 |
0.8% |
100% |
True |
False |
33,782 |
| 20 |
1,528.0 |
1,480.5 |
47.5 |
3.1% |
11.8 |
0.8% |
100% |
True |
False |
33,536 |
| 40 |
1,528.0 |
1,418.5 |
109.5 |
7.2% |
12.0 |
0.8% |
100% |
True |
False |
31,459 |
| 60 |
1,528.0 |
1,375.9 |
152.1 |
10.0% |
14.3 |
0.9% |
100% |
True |
False |
40,369 |
| 80 |
1,528.0 |
1,375.9 |
152.1 |
10.0% |
12.6 |
0.8% |
100% |
True |
False |
30,852 |
| 100 |
1,528.0 |
1,375.9 |
152.1 |
10.0% |
11.6 |
0.8% |
100% |
True |
False |
24,893 |
| 120 |
1,528.0 |
1,375.9 |
152.1 |
10.0% |
10.3 |
0.7% |
100% |
True |
False |
20,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,588.8 |
|
2.618 |
1,565.4 |
|
1.618 |
1,551.1 |
|
1.000 |
1,542.3 |
|
0.618 |
1,536.8 |
|
HIGH |
1,528.0 |
|
0.618 |
1,522.5 |
|
0.500 |
1,520.9 |
|
0.382 |
1,519.2 |
|
LOW |
1,513.7 |
|
0.618 |
1,504.9 |
|
1.000 |
1,499.4 |
|
1.618 |
1,490.6 |
|
2.618 |
1,476.3 |
|
4.250 |
1,452.9 |
|
|
| Fisher Pivots for day following 18-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,525.6 |
1,524.3 |
| PP |
1,523.2 |
1,520.7 |
| S1 |
1,520.9 |
1,517.1 |
|