| Trading Metrics calculated at close of trading on 15-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2007 |
15-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,368.0 |
6,320.0 |
-48.0 |
-0.8% |
6,326.0 |
| High |
6,381.0 |
6,339.0 |
-42.0 |
-0.7% |
6,397.0 |
| Low |
6,348.0 |
6,290.0 |
-58.0 |
-0.9% |
6,284.0 |
| Close |
6,367.0 |
6,314.0 |
-53.0 |
-0.8% |
6,303.0 |
| Range |
33.0 |
49.0 |
16.0 |
48.5% |
113.0 |
| ATR |
69.0 |
69.6 |
0.6 |
0.8% |
0.0 |
| Volume |
15,259 |
17,158 |
1,899 |
12.4% |
91,482 |
|
| Daily Pivots for day following 15-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,461.3 |
6,436.7 |
6,341.0 |
|
| R3 |
6,412.3 |
6,387.7 |
6,327.5 |
|
| R2 |
6,363.3 |
6,363.3 |
6,323.0 |
|
| R1 |
6,338.7 |
6,338.7 |
6,318.5 |
6,326.5 |
| PP |
6,314.3 |
6,314.3 |
6,314.3 |
6,308.3 |
| S1 |
6,289.7 |
6,289.7 |
6,309.5 |
6,277.5 |
| S2 |
6,265.3 |
6,265.3 |
6,305.0 |
|
| S3 |
6,216.3 |
6,240.7 |
6,300.5 |
|
| S4 |
6,167.3 |
6,191.7 |
6,287.1 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,667.0 |
6,598.0 |
6,365.2 |
|
| R3 |
6,554.0 |
6,485.0 |
6,334.1 |
|
| R2 |
6,441.0 |
6,441.0 |
6,323.7 |
|
| R1 |
6,372.0 |
6,372.0 |
6,313.4 |
6,350.0 |
| PP |
6,328.0 |
6,328.0 |
6,328.0 |
6,317.0 |
| S1 |
6,259.0 |
6,259.0 |
6,292.6 |
6,237.0 |
| S2 |
6,215.0 |
6,215.0 |
6,282.3 |
|
| S3 |
6,102.0 |
6,146.0 |
6,271.9 |
|
| S4 |
5,989.0 |
6,033.0 |
6,240.9 |
|
|
| 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 |
6,284.0 |
113.0 |
1.8% |
58.4 |
0.9% |
27% |
False |
False |
17,993 |
| 10 |
6,397.0 |
6,194.0 |
203.0 |
3.2% |
54.1 |
0.9% |
59% |
False |
False |
17,960 |
| 20 |
6,397.0 |
6,152.0 |
245.0 |
3.9% |
58.0 |
0.9% |
66% |
False |
False |
18,080 |
| 40 |
6,397.0 |
5,851.0 |
546.0 |
8.6% |
58.1 |
0.9% |
85% |
False |
False |
17,455 |
| 60 |
6,397.0 |
5,665.0 |
732.0 |
11.6% |
57.3 |
0.9% |
89% |
False |
False |
15,689 |
| 80 |
6,397.0 |
5,665.0 |
732.0 |
11.6% |
49.0 |
0.8% |
89% |
False |
False |
11,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,547.3 |
|
2.618 |
6,467.3 |
|
1.618 |
6,418.3 |
|
1.000 |
6,388.0 |
|
0.618 |
6,369.3 |
|
HIGH |
6,339.0 |
|
0.618 |
6,320.3 |
|
0.500 |
6,314.5 |
|
0.382 |
6,308.7 |
|
LOW |
6,290.0 |
|
0.618 |
6,259.7 |
|
1.000 |
6,241.0 |
|
1.618 |
6,210.7 |
|
2.618 |
6,161.7 |
|
4.250 |
6,081.8 |
|
|
| Fisher Pivots for day following 15-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,314.5 |
6,332.5 |
| PP |
6,314.3 |
6,326.3 |
| S1 |
6,314.2 |
6,320.2 |
|