| Trading Metrics calculated at close of trading on 17-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,561.0 |
6,594.0 |
33.0 |
0.5% |
6,550.0 |
| High |
6,592.0 |
6,599.0 |
7.0 |
0.1% |
6,622.5 |
| Low |
6,550.5 |
6,563.5 |
13.0 |
0.2% |
6,460.0 |
| Close |
6,568.0 |
6,586.0 |
18.0 |
0.3% |
6,578.0 |
| Range |
41.5 |
35.5 |
-6.0 |
-14.5% |
162.5 |
| ATR |
66.7 |
64.4 |
-2.2 |
-3.3% |
0.0 |
| Volume |
108,622 |
70,429 |
-38,193 |
-35.2% |
382,267 |
|
| Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,689.5 |
6,673.0 |
6,605.5 |
|
| R3 |
6,654.0 |
6,637.5 |
6,596.0 |
|
| R2 |
6,618.5 |
6,618.5 |
6,592.5 |
|
| R1 |
6,602.0 |
6,602.0 |
6,589.5 |
6,592.5 |
| PP |
6,583.0 |
6,583.0 |
6,583.0 |
6,578.0 |
| S1 |
6,566.5 |
6,566.5 |
6,582.5 |
6,557.0 |
| S2 |
6,547.5 |
6,547.5 |
6,579.5 |
|
| S3 |
6,512.0 |
6,531.0 |
6,576.0 |
|
| S4 |
6,476.5 |
6,495.5 |
6,566.5 |
|
|
| 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% |
63.5 |
1.0% |
90% |
False |
False |
93,182 |
| 10 |
6,622.5 |
6,460.0 |
162.5 |
2.5% |
67.0 |
1.0% |
78% |
False |
False |
84,923 |
| 20 |
6,622.5 |
6,410.0 |
212.5 |
3.2% |
63.5 |
1.0% |
83% |
False |
False |
81,595 |
| 40 |
6,622.5 |
6,225.0 |
397.5 |
6.0% |
60.0 |
0.9% |
91% |
False |
False |
81,513 |
| 60 |
6,622.5 |
5,981.5 |
641.0 |
9.7% |
66.0 |
1.0% |
94% |
False |
False |
70,768 |
| 80 |
6,622.5 |
5,981.5 |
641.0 |
9.7% |
59.5 |
0.9% |
94% |
False |
False |
53,119 |
| 100 |
6,622.5 |
5,981.5 |
641.0 |
9.7% |
55.0 |
0.8% |
94% |
False |
False |
42,664 |
| 120 |
6,622.5 |
5,981.5 |
641.0 |
9.7% |
47.0 |
0.7% |
94% |
False |
False |
35,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,750.0 |
|
2.618 |
6,692.0 |
|
1.618 |
6,656.5 |
|
1.000 |
6,634.5 |
|
0.618 |
6,621.0 |
|
HIGH |
6,599.0 |
|
0.618 |
6,585.5 |
|
0.500 |
6,581.0 |
|
0.382 |
6,577.0 |
|
LOW |
6,563.5 |
|
0.618 |
6,541.5 |
|
1.000 |
6,528.0 |
|
1.618 |
6,506.0 |
|
2.618 |
6,470.5 |
|
4.250 |
6,412.5 |
|
|
| Fisher Pivots for day following 17-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,584.5 |
6,580.5 |
| PP |
6,583.0 |
6,575.5 |
| S1 |
6,581.0 |
6,570.0 |
|