| Trading Metrics calculated at close of trading on 07-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2007 |
07-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,296.0 |
6,326.0 |
30.0 |
0.5% |
6,206.0 |
| High |
6,326.0 |
6,352.0 |
26.0 |
0.4% |
6,326.0 |
| Low |
6,284.0 |
6,304.0 |
20.0 |
0.3% |
6,152.0 |
| Close |
6,319.0 |
6,335.0 |
16.0 |
0.3% |
6,319.0 |
| Range |
42.0 |
48.0 |
6.0 |
14.3% |
174.0 |
| ATR |
66.6 |
65.2 |
-1.3 |
-2.0% |
0.0 |
| Volume |
15,941 |
15,975 |
34 |
0.2% |
94,094 |
|
| Daily Pivots for day following 07-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,474.3 |
6,452.7 |
6,361.4 |
|
| R3 |
6,426.3 |
6,404.7 |
6,348.2 |
|
| R2 |
6,378.3 |
6,378.3 |
6,343.8 |
|
| R1 |
6,356.7 |
6,356.7 |
6,339.4 |
6,367.5 |
| PP |
6,330.3 |
6,330.3 |
6,330.3 |
6,335.8 |
| S1 |
6,308.7 |
6,308.7 |
6,330.6 |
6,319.5 |
| S2 |
6,282.3 |
6,282.3 |
6,326.2 |
|
| S3 |
6,234.3 |
6,260.7 |
6,321.8 |
|
| S4 |
6,186.3 |
6,212.7 |
6,308.6 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,787.7 |
6,727.3 |
6,414.7 |
|
| R3 |
6,613.7 |
6,553.3 |
6,366.9 |
|
| R2 |
6,439.7 |
6,439.7 |
6,350.9 |
|
| R1 |
6,379.3 |
6,379.3 |
6,335.0 |
6,409.5 |
| PP |
6,265.7 |
6,265.7 |
6,265.7 |
6,280.8 |
| S1 |
6,205.3 |
6,205.3 |
6,303.1 |
6,235.5 |
| S2 |
6,091.7 |
6,091.7 |
6,287.1 |
|
| S3 |
5,917.7 |
6,031.3 |
6,271.2 |
|
| S4 |
5,743.7 |
5,857.3 |
6,223.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,352.0 |
6,152.0 |
200.0 |
3.2% |
48.4 |
0.8% |
92% |
True |
False |
17,556 |
| 10 |
6,352.0 |
6,152.0 |
200.0 |
3.2% |
56.2 |
0.9% |
92% |
True |
False |
17,943 |
| 20 |
6,352.0 |
6,100.0 |
252.0 |
4.0% |
57.4 |
0.9% |
93% |
True |
False |
17,313 |
| 40 |
6,352.0 |
5,775.0 |
577.0 |
9.1% |
58.9 |
0.9% |
97% |
True |
False |
20,320 |
| 60 |
6,352.0 |
5,665.0 |
687.0 |
10.8% |
53.9 |
0.9% |
98% |
True |
False |
13,931 |
| 80 |
6,352.0 |
5,560.0 |
792.0 |
12.5% |
46.4 |
0.7% |
98% |
True |
False |
10,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,556.0 |
|
2.618 |
6,477.7 |
|
1.618 |
6,429.7 |
|
1.000 |
6,400.0 |
|
0.618 |
6,381.7 |
|
HIGH |
6,352.0 |
|
0.618 |
6,333.7 |
|
0.500 |
6,328.0 |
|
0.382 |
6,322.3 |
|
LOW |
6,304.0 |
|
0.618 |
6,274.3 |
|
1.000 |
6,256.0 |
|
1.618 |
6,226.3 |
|
2.618 |
6,178.3 |
|
4.250 |
6,100.0 |
|
|
| Fisher Pivots for day following 07-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,332.7 |
6,322.0 |
| PP |
6,330.3 |
6,309.0 |
| S1 |
6,328.0 |
6,296.0 |
|