| Trading Metrics calculated at close of trading on 16-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2007 |
16-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,550.0 |
6,561.0 |
11.0 |
0.2% |
6,550.0 |
| High |
6,589.0 |
6,592.0 |
3.0 |
0.0% |
6,622.5 |
| Low |
6,541.0 |
6,550.5 |
9.5 |
0.1% |
6,460.0 |
| Close |
6,565.0 |
6,568.0 |
3.0 |
0.0% |
6,578.0 |
| Range |
48.0 |
41.5 |
-6.5 |
-13.5% |
162.5 |
| ATR |
68.6 |
66.7 |
-1.9 |
-2.8% |
0.0 |
| Volume |
70,639 |
108,622 |
37,983 |
53.8% |
382,267 |
|
| Daily Pivots for day following 16-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,694.5 |
6,673.0 |
6,591.0 |
|
| R3 |
6,653.0 |
6,631.5 |
6,579.5 |
|
| R2 |
6,611.5 |
6,611.5 |
6,575.5 |
|
| R1 |
6,590.0 |
6,590.0 |
6,572.0 |
6,601.0 |
| PP |
6,570.0 |
6,570.0 |
6,570.0 |
6,575.5 |
| S1 |
6,548.5 |
6,548.5 |
6,564.0 |
6,559.0 |
| S2 |
6,528.5 |
6,528.5 |
6,560.5 |
|
| S3 |
6,487.0 |
6,507.0 |
6,556.5 |
|
| S4 |
6,445.5 |
6,465.5 |
6,545.0 |
|
|
| 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 |
6,600.5 |
6,460.0 |
140.5 |
2.1% |
71.5 |
1.1% |
77% |
False |
False |
96,188 |
| 10 |
6,622.5 |
6,460.0 |
162.5 |
2.5% |
69.0 |
1.0% |
66% |
False |
False |
86,260 |
| 20 |
6,622.5 |
6,397.5 |
225.0 |
3.4% |
65.5 |
1.0% |
76% |
False |
False |
82,756 |
| 40 |
6,622.5 |
6,172.0 |
450.5 |
6.9% |
61.0 |
0.9% |
88% |
False |
False |
81,751 |
| 60 |
6,622.5 |
5,981.5 |
641.0 |
9.8% |
66.5 |
1.0% |
91% |
False |
False |
69,596 |
| 80 |
6,622.5 |
5,981.5 |
641.0 |
9.8% |
59.0 |
0.9% |
91% |
False |
False |
52,239 |
| 100 |
6,622.5 |
5,981.5 |
641.0 |
9.8% |
55.0 |
0.8% |
91% |
False |
False |
41,960 |
| 120 |
6,622.5 |
5,981.5 |
641.0 |
9.8% |
47.0 |
0.7% |
91% |
False |
False |
34,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,768.5 |
|
2.618 |
6,700.5 |
|
1.618 |
6,659.0 |
|
1.000 |
6,633.5 |
|
0.618 |
6,617.5 |
|
HIGH |
6,592.0 |
|
0.618 |
6,576.0 |
|
0.500 |
6,571.0 |
|
0.382 |
6,566.5 |
|
LOW |
6,550.5 |
|
0.618 |
6,525.0 |
|
1.000 |
6,509.0 |
|
1.618 |
6,483.5 |
|
2.618 |
6,442.0 |
|
4.250 |
6,374.0 |
|
|
| Fisher Pivots for day following 16-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,571.0 |
6,570.0 |
| PP |
6,570.0 |
6,569.5 |
| S1 |
6,569.0 |
6,568.5 |
|