| Trading Metrics calculated at close of trading on 18-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
18-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,348.0 |
6,370.0 |
22.0 |
0.3% |
6,368.0 |
| High |
6,401.0 |
6,375.0 |
-26.0 |
-0.4% |
6,401.0 |
| Low |
6,335.0 |
6,313.0 |
-22.0 |
-0.3% |
6,275.0 |
| Close |
6,394.0 |
6,337.0 |
-57.0 |
-0.9% |
6,337.0 |
| Range |
66.0 |
62.0 |
-4.0 |
-6.1% |
126.0 |
| ATR |
70.6 |
71.4 |
0.7 |
1.0% |
0.0 |
| Volume |
16,696 |
16,160 |
-536 |
-3.2% |
82,054 |
|
| Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,527.7 |
6,494.3 |
6,371.1 |
|
| R3 |
6,465.7 |
6,432.3 |
6,354.1 |
|
| R2 |
6,403.7 |
6,403.7 |
6,348.4 |
|
| R1 |
6,370.3 |
6,370.3 |
6,342.7 |
6,356.0 |
| PP |
6,341.7 |
6,341.7 |
6,341.7 |
6,334.5 |
| S1 |
6,308.3 |
6,308.3 |
6,331.3 |
6,294.0 |
| S2 |
6,279.7 |
6,279.7 |
6,325.6 |
|
| S3 |
6,217.7 |
6,246.3 |
6,320.0 |
|
| S4 |
6,155.7 |
6,184.3 |
6,302.9 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,715.7 |
6,652.3 |
6,406.3 |
|
| R3 |
6,589.7 |
6,526.3 |
6,371.7 |
|
| R2 |
6,463.7 |
6,463.7 |
6,360.1 |
|
| R1 |
6,400.3 |
6,400.3 |
6,348.6 |
6,369.0 |
| PP |
6,337.7 |
6,337.7 |
6,337.7 |
6,322.0 |
| S1 |
6,274.3 |
6,274.3 |
6,325.5 |
6,243.0 |
| S2 |
6,211.7 |
6,211.7 |
6,313.9 |
|
| S3 |
6,085.7 |
6,148.3 |
6,302.4 |
|
| S4 |
5,959.7 |
6,022.3 |
6,267.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,401.0 |
6,275.0 |
126.0 |
2.0% |
53.8 |
0.8% |
49% |
False |
False |
16,410 |
| 10 |
6,401.0 |
6,275.0 |
126.0 |
2.0% |
57.9 |
0.9% |
49% |
False |
False |
17,353 |
| 20 |
6,401.0 |
6,152.0 |
249.0 |
3.9% |
56.7 |
0.9% |
74% |
False |
False |
17,707 |
| 40 |
6,401.0 |
5,895.0 |
506.0 |
8.0% |
57.8 |
0.9% |
87% |
False |
False |
17,406 |
| 60 |
6,401.0 |
5,665.0 |
736.0 |
11.6% |
59.1 |
0.9% |
91% |
False |
False |
16,510 |
| 80 |
6,401.0 |
5,665.0 |
736.0 |
11.6% |
50.7 |
0.8% |
91% |
False |
False |
12,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,638.5 |
|
2.618 |
6,537.3 |
|
1.618 |
6,475.3 |
|
1.000 |
6,437.0 |
|
0.618 |
6,413.3 |
|
HIGH |
6,375.0 |
|
0.618 |
6,351.3 |
|
0.500 |
6,344.0 |
|
0.382 |
6,336.7 |
|
LOW |
6,313.0 |
|
0.618 |
6,274.7 |
|
1.000 |
6,251.0 |
|
1.618 |
6,212.7 |
|
2.618 |
6,150.7 |
|
4.250 |
6,049.5 |
|
|
| Fisher Pivots for day following 18-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,344.0 |
6,338.0 |
| PP |
6,341.7 |
6,337.7 |
| S1 |
6,339.3 |
6,337.3 |
|