| Trading Metrics calculated at close of trading on 10-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2007 |
10-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,593.0 |
6,560.0 |
-33.0 |
-0.5% |
6,410.5 |
| High |
6,603.0 |
6,579.5 |
-23.5 |
-0.4% |
6,622.5 |
| Low |
6,541.5 |
6,502.5 |
-39.0 |
-0.6% |
6,410.0 |
| Close |
6,560.0 |
6,534.0 |
-26.0 |
-0.4% |
6,605.0 |
| Range |
61.5 |
77.0 |
15.5 |
25.2% |
212.5 |
| ATR |
65.5 |
66.3 |
0.8 |
1.3% |
0.0 |
| Volume |
95,581 |
85,460 |
-10,121 |
-10.6% |
329,452 |
|
| Daily Pivots for day following 10-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,769.5 |
6,729.0 |
6,576.5 |
|
| R3 |
6,692.5 |
6,652.0 |
6,555.0 |
|
| R2 |
6,615.5 |
6,615.5 |
6,548.0 |
|
| R1 |
6,575.0 |
6,575.0 |
6,541.0 |
6,557.0 |
| PP |
6,538.5 |
6,538.5 |
6,538.5 |
6,529.5 |
| S1 |
6,498.0 |
6,498.0 |
6,527.0 |
6,480.0 |
| S2 |
6,461.5 |
6,461.5 |
6,520.0 |
|
| S3 |
6,384.5 |
6,421.0 |
6,513.0 |
|
| S4 |
6,307.5 |
6,344.0 |
6,491.5 |
|
|
| 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 |
6,502.5 |
120.0 |
1.8% |
71.0 |
1.1% |
26% |
False |
True |
76,664 |
| 10 |
6,622.5 |
6,410.0 |
212.5 |
3.3% |
66.5 |
1.0% |
58% |
False |
False |
70,026 |
| 20 |
6,622.5 |
6,397.5 |
225.0 |
3.4% |
61.5 |
0.9% |
61% |
False |
False |
78,649 |
| 40 |
6,622.5 |
5,987.0 |
635.5 |
9.7% |
61.5 |
0.9% |
86% |
False |
False |
84,582 |
| 60 |
6,622.5 |
5,981.5 |
641.0 |
9.8% |
64.0 |
1.0% |
86% |
False |
False |
63,012 |
| 80 |
6,622.5 |
5,981.5 |
641.0 |
9.8% |
58.0 |
0.9% |
86% |
False |
False |
47,306 |
| 100 |
6,622.5 |
5,981.5 |
641.0 |
9.8% |
52.0 |
0.8% |
86% |
False |
False |
38,005 |
| 120 |
6,622.5 |
5,981.5 |
641.0 |
9.8% |
44.5 |
0.7% |
86% |
False |
False |
31,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,907.0 |
|
2.618 |
6,781.0 |
|
1.618 |
6,704.0 |
|
1.000 |
6,656.5 |
|
0.618 |
6,627.0 |
|
HIGH |
6,579.5 |
|
0.618 |
6,550.0 |
|
0.500 |
6,541.0 |
|
0.382 |
6,532.0 |
|
LOW |
6,502.5 |
|
0.618 |
6,455.0 |
|
1.000 |
6,425.5 |
|
1.618 |
6,378.0 |
|
2.618 |
6,301.0 |
|
4.250 |
6,175.0 |
|
|
| Fisher Pivots for day following 10-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,541.0 |
6,556.0 |
| PP |
6,538.5 |
6,548.5 |
| S1 |
6,536.5 |
6,541.5 |
|