| Trading Metrics calculated at close of trading on 09-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2007 |
09-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,604.5 |
6,593.0 |
-11.5 |
-0.2% |
6,410.5 |
| High |
6,609.5 |
6,603.0 |
-6.5 |
-0.1% |
6,622.5 |
| Low |
6,543.0 |
6,541.5 |
-1.5 |
0.0% |
6,410.0 |
| Close |
6,558.5 |
6,560.0 |
1.5 |
0.0% |
6,605.0 |
| Range |
66.5 |
61.5 |
-5.0 |
-7.5% |
212.5 |
| ATR |
65.8 |
65.5 |
-0.3 |
-0.5% |
0.0 |
| Volume |
102,366 |
95,581 |
-6,785 |
-6.6% |
329,452 |
|
| Daily Pivots for day following 09-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,752.5 |
6,718.0 |
6,594.0 |
|
| R3 |
6,691.0 |
6,656.5 |
6,577.0 |
|
| R2 |
6,629.5 |
6,629.5 |
6,571.5 |
|
| R1 |
6,595.0 |
6,595.0 |
6,565.5 |
6,581.5 |
| PP |
6,568.0 |
6,568.0 |
6,568.0 |
6,561.5 |
| S1 |
6,533.5 |
6,533.5 |
6,554.5 |
6,520.0 |
| S2 |
6,506.5 |
6,506.5 |
6,548.5 |
|
| S3 |
6,445.0 |
6,472.0 |
6,543.0 |
|
| S4 |
6,383.5 |
6,410.5 |
6,526.0 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,183.5 |
7,106.5 |
6,722.0 |
|
| R3 |
6,971.0 |
6,894.0 |
6,663.5 |
|
| R2 |
6,758.5 |
6,758.5 |
6,644.0 |
|
| R1 |
6,681.5 |
6,681.5 |
6,624.5 |
6,720.0 |
| PP |
6,546.0 |
6,546.0 |
6,546.0 |
6,565.0 |
| S1 |
6,469.0 |
6,469.0 |
6,585.5 |
6,507.5 |
| S2 |
6,333.5 |
6,333.5 |
6,566.0 |
|
| S3 |
6,121.0 |
6,256.5 |
6,546.5 |
|
| S4 |
5,908.5 |
6,044.0 |
6,488.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,622.5 |
6,501.0 |
121.5 |
1.9% |
66.0 |
1.0% |
49% |
False |
False |
76,332 |
| 10 |
6,622.5 |
6,410.0 |
212.5 |
3.2% |
66.0 |
1.0% |
71% |
False |
False |
70,379 |
| 20 |
6,622.5 |
6,388.5 |
234.0 |
3.6% |
60.5 |
0.9% |
73% |
False |
False |
78,510 |
| 40 |
6,622.5 |
5,987.0 |
635.5 |
9.7% |
62.0 |
0.9% |
90% |
False |
False |
86,824 |
| 60 |
6,622.5 |
5,981.5 |
641.0 |
9.8% |
63.5 |
1.0% |
90% |
False |
False |
61,589 |
| 80 |
6,622.5 |
5,981.5 |
641.0 |
9.8% |
57.5 |
0.9% |
90% |
False |
False |
46,239 |
| 100 |
6,622.5 |
5,981.5 |
641.0 |
9.8% |
51.5 |
0.8% |
90% |
False |
False |
37,150 |
| 120 |
6,622.5 |
5,981.5 |
641.0 |
9.8% |
44.0 |
0.7% |
90% |
False |
False |
31,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,864.5 |
|
2.618 |
6,764.0 |
|
1.618 |
6,702.5 |
|
1.000 |
6,664.5 |
|
0.618 |
6,641.0 |
|
HIGH |
6,603.0 |
|
0.618 |
6,579.5 |
|
0.500 |
6,572.0 |
|
0.382 |
6,565.0 |
|
LOW |
6,541.5 |
|
0.618 |
6,503.5 |
|
1.000 |
6,480.0 |
|
1.618 |
6,442.0 |
|
2.618 |
6,380.5 |
|
4.250 |
6,280.0 |
|
|
| Fisher Pivots for day following 09-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,572.0 |
6,582.0 |
| PP |
6,568.0 |
6,574.5 |
| S1 |
6,564.0 |
6,567.5 |
|