| Trading Metrics calculated at close of trading on 22-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2007 |
22-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,527.6 |
1,527.5 |
-0.1 |
0.0% |
1,511.8 |
| High |
1,533.8 |
1,533.2 |
-0.6 |
0.0% |
1,528.0 |
| Low |
1,526.2 |
1,525.0 |
-1.2 |
-0.1% |
1,502.8 |
| Close |
1,527.9 |
1,525.3 |
-2.6 |
-0.2% |
1,527.9 |
| Range |
7.6 |
8.2 |
0.6 |
7.9% |
25.2 |
| ATR |
12.0 |
11.8 |
-0.3 |
-2.3% |
0.0 |
| Volume |
37,216 |
33,000 |
-4,216 |
-11.3% |
187,782 |
|
| Daily Pivots for day following 22-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,552.4 |
1,547.1 |
1,529.8 |
|
| R3 |
1,544.2 |
1,538.9 |
1,527.6 |
|
| R2 |
1,536.0 |
1,536.0 |
1,526.8 |
|
| R1 |
1,530.7 |
1,530.7 |
1,526.1 |
1,529.3 |
| PP |
1,527.8 |
1,527.8 |
1,527.8 |
1,527.1 |
| S1 |
1,522.5 |
1,522.5 |
1,524.5 |
1,521.1 |
| S2 |
1,519.6 |
1,519.6 |
1,523.8 |
|
| S3 |
1,511.4 |
1,514.3 |
1,523.0 |
|
| S4 |
1,503.2 |
1,506.1 |
1,520.8 |
|
|
| 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 |
1,506.2 |
27.6 |
1.8% |
10.1 |
0.7% |
69% |
False |
False |
36,646 |
| 10 |
1,533.8 |
1,496.1 |
37.7 |
2.5% |
12.7 |
0.8% |
77% |
False |
False |
35,650 |
| 20 |
1,533.8 |
1,482.2 |
51.6 |
3.4% |
11.6 |
0.8% |
84% |
False |
False |
33,553 |
| 40 |
1,533.8 |
1,418.5 |
115.3 |
7.6% |
11.8 |
0.8% |
93% |
False |
False |
31,627 |
| 60 |
1,533.8 |
1,375.9 |
157.9 |
10.4% |
13.5 |
0.9% |
95% |
False |
False |
41,296 |
| 80 |
1,533.8 |
1,375.9 |
157.9 |
10.4% |
12.6 |
0.8% |
95% |
False |
False |
31,632 |
| 100 |
1,533.8 |
1,375.9 |
157.9 |
10.4% |
11.7 |
0.8% |
95% |
False |
False |
25,578 |
| 120 |
1,533.8 |
1,375.9 |
157.9 |
10.4% |
10.4 |
0.7% |
95% |
False |
False |
21,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,568.1 |
|
2.618 |
1,554.7 |
|
1.618 |
1,546.5 |
|
1.000 |
1,541.4 |
|
0.618 |
1,538.3 |
|
HIGH |
1,533.2 |
|
0.618 |
1,530.1 |
|
0.500 |
1,529.1 |
|
0.382 |
1,528.1 |
|
LOW |
1,525.0 |
|
0.618 |
1,519.9 |
|
1.000 |
1,516.8 |
|
1.618 |
1,511.7 |
|
2.618 |
1,503.5 |
|
4.250 |
1,490.2 |
|
|
| Fisher Pivots for day following 22-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,529.1 |
1,524.8 |
| PP |
1,527.8 |
1,524.3 |
| S1 |
1,526.6 |
1,523.8 |
|