| Trading Metrics calculated at close of trading on 11-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2007 |
11-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,560.0 |
6,507.0 |
-53.0 |
-0.8% |
6,550.0 |
| High |
6,579.5 |
6,590.5 |
11.0 |
0.2% |
6,622.5 |
| Low |
6,502.5 |
6,460.0 |
-42.5 |
-0.7% |
6,460.0 |
| Close |
6,534.0 |
6,578.0 |
44.0 |
0.7% |
6,578.0 |
| Range |
77.0 |
130.5 |
53.5 |
69.5% |
162.5 |
| ATR |
66.3 |
70.9 |
4.6 |
6.9% |
0.0 |
| Volume |
85,460 |
98,860 |
13,400 |
15.7% |
382,267 |
|
| Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,934.5 |
6,886.5 |
6,650.0 |
|
| R3 |
6,804.0 |
6,756.0 |
6,614.0 |
|
| R2 |
6,673.5 |
6,673.5 |
6,602.0 |
|
| R1 |
6,625.5 |
6,625.5 |
6,590.0 |
6,649.5 |
| PP |
6,543.0 |
6,543.0 |
6,543.0 |
6,555.0 |
| S1 |
6,495.0 |
6,495.0 |
6,566.0 |
6,519.0 |
| S2 |
6,412.5 |
6,412.5 |
6,554.0 |
|
| S3 |
6,282.0 |
6,364.5 |
6,542.0 |
|
| S4 |
6,151.5 |
6,234.0 |
6,506.0 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,041.0 |
6,972.0 |
6,667.5 |
|
| R3 |
6,878.5 |
6,809.5 |
6,622.5 |
|
| R2 |
6,716.0 |
6,716.0 |
6,608.0 |
|
| R1 |
6,647.0 |
6,647.0 |
6,593.0 |
6,681.5 |
| PP |
6,553.5 |
6,553.5 |
6,553.5 |
6,571.0 |
| S1 |
6,484.5 |
6,484.5 |
6,563.0 |
6,519.0 |
| S2 |
6,391.0 |
6,391.0 |
6,548.0 |
|
| S3 |
6,228.5 |
6,322.0 |
6,533.5 |
|
| S4 |
6,066.0 |
6,159.5 |
6,488.5 |
|
|
| 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 |
6,460.0 |
162.5 |
2.5% |
82.0 |
1.2% |
73% |
False |
True |
76,453 |
| 10 |
6,622.5 |
6,410.0 |
212.5 |
3.2% |
74.0 |
1.1% |
79% |
False |
False |
71,171 |
| 20 |
6,622.5 |
6,397.5 |
225.0 |
3.4% |
65.5 |
1.0% |
80% |
False |
False |
80,221 |
| 40 |
6,622.5 |
6,083.5 |
539.0 |
8.2% |
62.0 |
0.9% |
92% |
False |
False |
82,580 |
| 60 |
6,622.5 |
5,981.5 |
641.0 |
9.7% |
65.5 |
1.0% |
93% |
False |
False |
64,658 |
| 80 |
6,622.5 |
5,981.5 |
641.0 |
9.7% |
59.0 |
0.9% |
93% |
False |
False |
48,541 |
| 100 |
6,622.5 |
5,981.5 |
641.0 |
9.7% |
53.5 |
0.8% |
93% |
False |
False |
38,994 |
| 120 |
6,622.5 |
5,981.5 |
641.0 |
9.7% |
46.0 |
0.7% |
93% |
False |
False |
32,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,145.0 |
|
2.618 |
6,932.0 |
|
1.618 |
6,801.5 |
|
1.000 |
6,721.0 |
|
0.618 |
6,671.0 |
|
HIGH |
6,590.5 |
|
0.618 |
6,540.5 |
|
0.500 |
6,525.0 |
|
0.382 |
6,510.0 |
|
LOW |
6,460.0 |
|
0.618 |
6,379.5 |
|
1.000 |
6,329.5 |
|
1.618 |
6,249.0 |
|
2.618 |
6,118.5 |
|
4.250 |
5,905.5 |
|
|
| Fisher Pivots for day following 11-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,560.5 |
6,562.5 |
| PP |
6,543.0 |
6,547.0 |
| S1 |
6,525.0 |
6,531.5 |
|