| Trading Metrics calculated at close of trading on 09-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2007 |
09-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,346.0 |
6,309.0 |
-37.0 |
-0.6% |
6,206.0 |
| High |
6,355.0 |
6,397.0 |
42.0 |
0.7% |
6,326.0 |
| Low |
6,303.0 |
6,290.0 |
-13.0 |
-0.2% |
6,152.0 |
| Close |
6,325.0 |
6,331.0 |
6.0 |
0.1% |
6,319.0 |
| Range |
52.0 |
107.0 |
55.0 |
105.8% |
174.0 |
| ATR |
64.3 |
67.3 |
3.1 |
4.7% |
0.0 |
| Volume |
17,958 |
25,223 |
7,265 |
40.5% |
94,094 |
|
| Daily Pivots for day following 09-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,660.3 |
6,602.7 |
6,389.9 |
|
| R3 |
6,553.3 |
6,495.7 |
6,360.4 |
|
| R2 |
6,446.3 |
6,446.3 |
6,350.6 |
|
| R1 |
6,388.7 |
6,388.7 |
6,340.8 |
6,417.5 |
| PP |
6,339.3 |
6,339.3 |
6,339.3 |
6,353.8 |
| S1 |
6,281.7 |
6,281.7 |
6,321.2 |
6,310.5 |
| S2 |
6,232.3 |
6,232.3 |
6,311.4 |
|
| S3 |
6,125.3 |
6,174.7 |
6,301.6 |
|
| S4 |
6,018.3 |
6,067.7 |
6,272.2 |
|
|
| 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 |
6,397.0 |
6,240.0 |
157.0 |
2.5% |
57.8 |
0.9% |
58% |
True |
False |
18,422 |
| 10 |
6,397.0 |
6,152.0 |
245.0 |
3.9% |
55.8 |
0.9% |
73% |
True |
False |
18,429 |
| 20 |
6,397.0 |
6,152.0 |
245.0 |
3.9% |
60.2 |
1.0% |
73% |
True |
False |
18,212 |
| 40 |
6,397.0 |
5,775.0 |
622.0 |
9.8% |
60.5 |
1.0% |
89% |
True |
False |
20,100 |
| 60 |
6,397.0 |
5,665.0 |
732.0 |
11.6% |
55.7 |
0.9% |
91% |
True |
False |
14,641 |
| 80 |
6,397.0 |
5,631.0 |
766.0 |
12.1% |
48.0 |
0.8% |
91% |
True |
False |
11,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,851.8 |
|
2.618 |
6,677.1 |
|
1.618 |
6,570.1 |
|
1.000 |
6,504.0 |
|
0.618 |
6,463.1 |
|
HIGH |
6,397.0 |
|
0.618 |
6,356.1 |
|
0.500 |
6,343.5 |
|
0.382 |
6,330.9 |
|
LOW |
6,290.0 |
|
0.618 |
6,223.9 |
|
1.000 |
6,183.0 |
|
1.618 |
6,116.9 |
|
2.618 |
6,009.9 |
|
4.250 |
5,835.3 |
|
|
| Fisher Pivots for day following 09-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,343.5 |
6,343.5 |
| PP |
6,339.3 |
6,339.3 |
| S1 |
6,335.2 |
6,335.2 |
|