| Trading Metrics calculated at close of trading on 21-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,515.5 |
1,527.6 |
12.1 |
0.8% |
1,511.8 |
| High |
1,528.0 |
1,533.8 |
5.8 |
0.4% |
1,528.0 |
| Low |
1,513.7 |
1,526.2 |
12.5 |
0.8% |
1,502.8 |
| Close |
1,527.9 |
1,527.9 |
0.0 |
0.0% |
1,527.9 |
| Range |
14.3 |
7.6 |
-6.7 |
-46.9% |
25.2 |
| ATR |
12.4 |
12.0 |
-0.3 |
-2.8% |
0.0 |
| Volume |
32,141 |
37,216 |
5,075 |
15.8% |
187,782 |
|
| Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,552.1 |
1,547.6 |
1,532.1 |
|
| R3 |
1,544.5 |
1,540.0 |
1,530.0 |
|
| R2 |
1,536.9 |
1,536.9 |
1,529.3 |
|
| R1 |
1,532.4 |
1,532.4 |
1,528.6 |
1,534.7 |
| PP |
1,529.3 |
1,529.3 |
1,529.3 |
1,530.4 |
| S1 |
1,524.8 |
1,524.8 |
1,527.2 |
1,527.1 |
| S2 |
1,521.7 |
1,521.7 |
1,526.5 |
|
| S3 |
1,514.1 |
1,517.2 |
1,525.8 |
|
| S4 |
1,506.5 |
1,509.6 |
1,523.7 |
|
|
| 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 |
1,533.8 |
1,502.8 |
31.0 |
2.0% |
11.8 |
0.8% |
81% |
True |
False |
37,065 |
| 10 |
1,533.8 |
1,496.1 |
37.7 |
2.5% |
12.7 |
0.8% |
84% |
True |
False |
34,581 |
| 20 |
1,533.8 |
1,480.5 |
53.3 |
3.5% |
11.8 |
0.8% |
89% |
True |
False |
33,425 |
| 40 |
1,533.8 |
1,418.5 |
115.3 |
7.5% |
11.8 |
0.8% |
95% |
True |
False |
31,561 |
| 60 |
1,533.8 |
1,375.9 |
157.9 |
10.3% |
14.2 |
0.9% |
96% |
True |
False |
40,894 |
| 80 |
1,533.8 |
1,375.9 |
157.9 |
10.3% |
12.6 |
0.8% |
96% |
True |
False |
31,309 |
| 100 |
1,533.8 |
1,375.9 |
157.9 |
10.3% |
11.7 |
0.8% |
96% |
True |
False |
25,263 |
| 120 |
1,533.8 |
1,375.9 |
157.9 |
10.3% |
10.3 |
0.7% |
96% |
True |
False |
21,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,566.1 |
|
2.618 |
1,553.7 |
|
1.618 |
1,546.1 |
|
1.000 |
1,541.4 |
|
0.618 |
1,538.5 |
|
HIGH |
1,533.8 |
|
0.618 |
1,530.9 |
|
0.500 |
1,530.0 |
|
0.382 |
1,529.1 |
|
LOW |
1,526.2 |
|
0.618 |
1,521.5 |
|
1.000 |
1,518.6 |
|
1.618 |
1,513.9 |
|
2.618 |
1,506.3 |
|
4.250 |
1,493.9 |
|
|
| Fisher Pivots for day following 21-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,530.0 |
1,526.4 |
| PP |
1,529.3 |
1,525.0 |
| S1 |
1,528.6 |
1,523.5 |
|