| Trading Metrics calculated at close of trading on 21-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,587.5 |
6,666.0 |
78.5 |
1.2% |
6,600.0 |
| High |
6,667.5 |
6,683.5 |
16.0 |
0.2% |
6,667.5 |
| Low |
6,575.0 |
6,627.5 |
52.5 |
0.8% |
6,539.5 |
| Close |
6,647.5 |
6,647.0 |
-0.5 |
0.0% |
6,647.5 |
| Range |
92.5 |
56.0 |
-36.5 |
-39.5% |
128.0 |
| ATR |
66.5 |
65.7 |
-0.7 |
-1.1% |
0.0 |
| Volume |
64,634 |
97,359 |
32,725 |
50.6% |
431,685 |
|
| Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,820.5 |
6,790.0 |
6,678.0 |
|
| R3 |
6,764.5 |
6,734.0 |
6,662.5 |
|
| R2 |
6,708.5 |
6,708.5 |
6,657.5 |
|
| R1 |
6,678.0 |
6,678.0 |
6,652.0 |
6,665.0 |
| PP |
6,652.5 |
6,652.5 |
6,652.5 |
6,646.5 |
| S1 |
6,622.0 |
6,622.0 |
6,642.0 |
6,609.0 |
| S2 |
6,596.5 |
6,596.5 |
6,636.5 |
|
| S3 |
6,540.5 |
6,566.0 |
6,631.5 |
|
| S4 |
6,484.5 |
6,510.0 |
6,616.0 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,002.0 |
6,953.0 |
6,718.0 |
|
| R3 |
6,874.0 |
6,825.0 |
6,682.5 |
|
| R2 |
6,746.0 |
6,746.0 |
6,671.0 |
|
| R1 |
6,697.0 |
6,697.0 |
6,659.0 |
6,721.5 |
| PP |
6,618.0 |
6,618.0 |
6,618.0 |
6,630.5 |
| S1 |
6,569.0 |
6,569.0 |
6,636.0 |
6,593.5 |
| S2 |
6,490.0 |
6,490.0 |
6,624.0 |
|
| S3 |
6,362.0 |
6,441.0 |
6,612.5 |
|
| S4 |
6,234.0 |
6,313.0 |
6,577.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,683.5 |
6,541.0 |
142.5 |
2.1% |
54.5 |
0.8% |
74% |
True |
False |
82,336 |
| 10 |
6,683.5 |
6,460.0 |
223.5 |
3.4% |
67.0 |
1.0% |
84% |
True |
False |
91,131 |
| 20 |
6,683.5 |
6,410.0 |
273.5 |
4.1% |
66.5 |
1.0% |
87% |
True |
False |
79,321 |
| 40 |
6,683.5 |
6,270.0 |
413.5 |
6.2% |
60.0 |
0.9% |
91% |
True |
False |
80,066 |
| 60 |
6,683.5 |
5,981.5 |
702.0 |
10.6% |
67.0 |
1.0% |
95% |
True |
False |
73,438 |
| 80 |
6,683.5 |
5,981.5 |
702.0 |
10.6% |
59.5 |
0.9% |
95% |
True |
False |
55,130 |
| 100 |
6,683.5 |
5,981.5 |
702.0 |
10.6% |
56.0 |
0.8% |
95% |
True |
False |
44,284 |
| 120 |
6,683.5 |
5,981.5 |
702.0 |
10.6% |
48.0 |
0.7% |
95% |
True |
False |
36,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,921.5 |
|
2.618 |
6,830.0 |
|
1.618 |
6,774.0 |
|
1.000 |
6,739.5 |
|
0.618 |
6,718.0 |
|
HIGH |
6,683.5 |
|
0.618 |
6,662.0 |
|
0.500 |
6,655.5 |
|
0.382 |
6,649.0 |
|
LOW |
6,627.5 |
|
0.618 |
6,593.0 |
|
1.000 |
6,571.5 |
|
1.618 |
6,537.0 |
|
2.618 |
6,481.0 |
|
4.250 |
6,389.5 |
|
|
| Fisher Pivots for day following 21-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,655.5 |
6,639.0 |
| PP |
6,652.5 |
6,631.5 |
| S1 |
6,650.0 |
6,623.5 |
|