| Trading Metrics calculated at close of trading on 22-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2007 |
22-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,666.0 |
6,648.0 |
-18.0 |
-0.3% |
6,600.0 |
| High |
6,683.5 |
6,652.0 |
-31.5 |
-0.5% |
6,667.5 |
| Low |
6,627.5 |
6,601.5 |
-26.0 |
-0.4% |
6,539.5 |
| Close |
6,647.0 |
6,617.0 |
-30.0 |
-0.5% |
6,647.5 |
| Range |
56.0 |
50.5 |
-5.5 |
-9.8% |
128.0 |
| ATR |
65.7 |
64.6 |
-1.1 |
-1.7% |
0.0 |
| Volume |
97,359 |
75,859 |
-21,500 |
-22.1% |
431,685 |
|
| Daily Pivots for day following 22-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,775.0 |
6,746.5 |
6,645.0 |
|
| R3 |
6,724.5 |
6,696.0 |
6,631.0 |
|
| R2 |
6,674.0 |
6,674.0 |
6,626.5 |
|
| R1 |
6,645.5 |
6,645.5 |
6,621.5 |
6,634.5 |
| PP |
6,623.5 |
6,623.5 |
6,623.5 |
6,618.0 |
| S1 |
6,595.0 |
6,595.0 |
6,612.5 |
6,584.0 |
| S2 |
6,573.0 |
6,573.0 |
6,607.5 |
|
| S3 |
6,522.5 |
6,544.5 |
6,603.0 |
|
| S4 |
6,472.0 |
6,494.0 |
6,589.0 |
|
|
| 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 |
6,550.5 |
133.0 |
2.0% |
55.0 |
0.8% |
50% |
False |
False |
83,380 |
| 10 |
6,683.5 |
6,460.0 |
223.5 |
3.4% |
65.5 |
1.0% |
70% |
False |
False |
88,480 |
| 20 |
6,683.5 |
6,410.0 |
273.5 |
4.1% |
64.5 |
1.0% |
76% |
False |
False |
80,130 |
| 40 |
6,683.5 |
6,270.0 |
413.5 |
6.2% |
60.0 |
0.9% |
84% |
False |
False |
79,914 |
| 60 |
6,683.5 |
5,981.5 |
702.0 |
10.6% |
67.0 |
1.0% |
91% |
False |
False |
74,700 |
| 80 |
6,683.5 |
5,981.5 |
702.0 |
10.6% |
59.5 |
0.9% |
91% |
False |
False |
56,077 |
| 100 |
6,683.5 |
5,981.5 |
702.0 |
10.6% |
56.5 |
0.9% |
91% |
False |
False |
45,042 |
| 120 |
6,683.5 |
5,981.5 |
702.0 |
10.6% |
48.5 |
0.7% |
91% |
False |
False |
37,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,866.5 |
|
2.618 |
6,784.0 |
|
1.618 |
6,733.5 |
|
1.000 |
6,702.5 |
|
0.618 |
6,683.0 |
|
HIGH |
6,652.0 |
|
0.618 |
6,632.5 |
|
0.500 |
6,627.0 |
|
0.382 |
6,621.0 |
|
LOW |
6,601.5 |
|
0.618 |
6,570.5 |
|
1.000 |
6,551.0 |
|
1.618 |
6,520.0 |
|
2.618 |
6,469.5 |
|
4.250 |
6,387.0 |
|
|
| Fisher Pivots for day following 22-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,627.0 |
6,629.0 |
| PP |
6,623.5 |
6,625.0 |
| S1 |
6,620.0 |
6,621.0 |
|