| Trading Metrics calculated at close of trading on 14-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,507.0 |
6,600.0 |
93.0 |
1.4% |
6,550.0 |
| High |
6,590.5 |
6,600.5 |
10.0 |
0.2% |
6,622.5 |
| Low |
6,460.0 |
6,539.5 |
79.5 |
1.2% |
6,460.0 |
| Close |
6,578.0 |
6,563.5 |
-14.5 |
-0.2% |
6,578.0 |
| Range |
130.5 |
61.0 |
-69.5 |
-53.3% |
162.5 |
| ATR |
70.9 |
70.2 |
-0.7 |
-1.0% |
0.0 |
| Volume |
98,860 |
117,361 |
18,501 |
18.7% |
382,267 |
|
| Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,751.0 |
6,718.0 |
6,597.0 |
|
| R3 |
6,690.0 |
6,657.0 |
6,580.5 |
|
| R2 |
6,629.0 |
6,629.0 |
6,574.5 |
|
| R1 |
6,596.0 |
6,596.0 |
6,569.0 |
6,582.0 |
| PP |
6,568.0 |
6,568.0 |
6,568.0 |
6,561.0 |
| S1 |
6,535.0 |
6,535.0 |
6,558.0 |
6,521.0 |
| S2 |
6,507.0 |
6,507.0 |
6,552.5 |
|
| S3 |
6,446.0 |
6,474.0 |
6,546.5 |
|
| S4 |
6,385.0 |
6,413.0 |
6,530.0 |
|
|
| 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 |
6,609.5 |
6,460.0 |
149.5 |
2.3% |
79.5 |
1.2% |
69% |
False |
False |
99,925 |
| 10 |
6,622.5 |
6,410.0 |
212.5 |
3.2% |
72.0 |
1.1% |
72% |
False |
False |
74,321 |
| 20 |
6,622.5 |
6,397.5 |
225.0 |
3.4% |
66.5 |
1.0% |
74% |
False |
False |
82,719 |
| 40 |
6,622.5 |
6,107.0 |
515.5 |
7.9% |
61.5 |
0.9% |
89% |
False |
False |
82,390 |
| 60 |
6,622.5 |
5,981.5 |
641.0 |
9.8% |
66.0 |
1.0% |
91% |
False |
False |
66,611 |
| 80 |
6,622.5 |
5,981.5 |
641.0 |
9.8% |
59.5 |
0.9% |
91% |
False |
False |
50,007 |
| 100 |
6,622.5 |
5,981.5 |
641.0 |
9.8% |
54.0 |
0.8% |
91% |
False |
False |
40,167 |
| 120 |
6,622.5 |
5,981.5 |
641.0 |
9.8% |
46.5 |
0.7% |
91% |
False |
False |
33,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,860.0 |
|
2.618 |
6,760.0 |
|
1.618 |
6,699.0 |
|
1.000 |
6,661.5 |
|
0.618 |
6,638.0 |
|
HIGH |
6,600.5 |
|
0.618 |
6,577.0 |
|
0.500 |
6,570.0 |
|
0.382 |
6,563.0 |
|
LOW |
6,539.5 |
|
0.618 |
6,502.0 |
|
1.000 |
6,478.5 |
|
1.618 |
6,441.0 |
|
2.618 |
6,380.0 |
|
4.250 |
6,280.0 |
|
|
| Fisher Pivots for day following 14-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,570.0 |
6,552.5 |
| PP |
6,568.0 |
6,541.5 |
| S1 |
6,565.5 |
6,530.0 |
|