| Trading Metrics calculated at close of trading on 08-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2007 |
08-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,326.0 |
6,346.0 |
20.0 |
0.3% |
6,206.0 |
| High |
6,352.0 |
6,355.0 |
3.0 |
0.0% |
6,326.0 |
| Low |
6,304.0 |
6,303.0 |
-1.0 |
0.0% |
6,152.0 |
| Close |
6,335.0 |
6,325.0 |
-10.0 |
-0.2% |
6,319.0 |
| Range |
48.0 |
52.0 |
4.0 |
8.3% |
174.0 |
| ATR |
65.2 |
64.3 |
-0.9 |
-1.4% |
0.0 |
| Volume |
15,975 |
17,958 |
1,983 |
12.4% |
94,094 |
|
| Daily Pivots for day following 08-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,483.7 |
6,456.3 |
6,353.6 |
|
| R3 |
6,431.7 |
6,404.3 |
6,339.3 |
|
| R2 |
6,379.7 |
6,379.7 |
6,334.5 |
|
| R1 |
6,352.3 |
6,352.3 |
6,329.8 |
6,340.0 |
| PP |
6,327.7 |
6,327.7 |
6,327.7 |
6,321.5 |
| S1 |
6,300.3 |
6,300.3 |
6,320.2 |
6,288.0 |
| S2 |
6,275.7 |
6,275.7 |
6,315.5 |
|
| S3 |
6,223.7 |
6,248.3 |
6,310.7 |
|
| S4 |
6,171.7 |
6,196.3 |
6,296.4 |
|
|
| 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 |
6,355.0 |
6,194.0 |
161.0 |
2.5% |
49.8 |
0.8% |
81% |
True |
False |
17,927 |
| 10 |
6,355.0 |
6,152.0 |
203.0 |
3.2% |
51.4 |
0.8% |
85% |
True |
False |
17,574 |
| 20 |
6,355.0 |
6,122.0 |
233.0 |
3.7% |
58.6 |
0.9% |
87% |
True |
False |
17,716 |
| 40 |
6,355.0 |
5,775.0 |
580.0 |
9.2% |
59.0 |
0.9% |
95% |
True |
False |
20,240 |
| 60 |
6,355.0 |
5,665.0 |
690.0 |
10.9% |
54.6 |
0.9% |
96% |
True |
False |
14,226 |
| 80 |
6,355.0 |
5,580.0 |
775.0 |
12.3% |
46.8 |
0.7% |
96% |
True |
False |
10,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,576.0 |
|
2.618 |
6,491.1 |
|
1.618 |
6,439.1 |
|
1.000 |
6,407.0 |
|
0.618 |
6,387.1 |
|
HIGH |
6,355.0 |
|
0.618 |
6,335.1 |
|
0.500 |
6,329.0 |
|
0.382 |
6,322.9 |
|
LOW |
6,303.0 |
|
0.618 |
6,270.9 |
|
1.000 |
6,251.0 |
|
1.618 |
6,218.9 |
|
2.618 |
6,166.9 |
|
4.250 |
6,082.0 |
|
|
| Fisher Pivots for day following 08-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,329.0 |
6,323.2 |
| PP |
6,327.7 |
6,321.3 |
| S1 |
6,326.3 |
6,319.5 |
|