| Trading Metrics calculated at close of trading on 21-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,370.0 |
6,390.0 |
20.0 |
0.3% |
6,368.0 |
| High |
6,375.0 |
6,405.0 |
30.0 |
0.5% |
6,401.0 |
| Low |
6,313.0 |
6,368.0 |
55.0 |
0.9% |
6,275.0 |
| Close |
6,337.0 |
6,369.0 |
32.0 |
0.5% |
6,337.0 |
| Range |
62.0 |
37.0 |
-25.0 |
-40.3% |
126.0 |
| ATR |
71.4 |
71.1 |
-0.2 |
-0.3% |
0.0 |
| Volume |
16,160 |
16,602 |
442 |
2.7% |
82,054 |
|
| Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,491.7 |
6,467.3 |
6,389.4 |
|
| R3 |
6,454.7 |
6,430.3 |
6,379.2 |
|
| R2 |
6,417.7 |
6,417.7 |
6,375.8 |
|
| R1 |
6,393.3 |
6,393.3 |
6,372.4 |
6,387.0 |
| PP |
6,380.7 |
6,380.7 |
6,380.7 |
6,377.5 |
| S1 |
6,356.3 |
6,356.3 |
6,365.6 |
6,350.0 |
| S2 |
6,343.7 |
6,343.7 |
6,362.2 |
|
| S3 |
6,306.7 |
6,319.3 |
6,358.8 |
|
| S4 |
6,269.7 |
6,282.3 |
6,348.7 |
|
|
| 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 |
6,405.0 |
6,275.0 |
130.0 |
2.0% |
54.6 |
0.9% |
72% |
True |
False |
16,679 |
| 10 |
6,405.0 |
6,275.0 |
130.0 |
2.0% |
56.8 |
0.9% |
72% |
True |
False |
17,416 |
| 20 |
6,405.0 |
6,152.0 |
253.0 |
4.0% |
56.5 |
0.9% |
86% |
True |
False |
17,679 |
| 40 |
6,405.0 |
5,941.0 |
464.0 |
7.3% |
56.9 |
0.9% |
92% |
True |
False |
17,480 |
| 60 |
6,405.0 |
5,665.0 |
740.0 |
11.6% |
59.4 |
0.9% |
95% |
True |
False |
16,779 |
| 80 |
6,405.0 |
5,665.0 |
740.0 |
11.6% |
50.8 |
0.8% |
95% |
True |
False |
12,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,562.3 |
|
2.618 |
6,501.9 |
|
1.618 |
6,464.9 |
|
1.000 |
6,442.0 |
|
0.618 |
6,427.9 |
|
HIGH |
6,405.0 |
|
0.618 |
6,390.9 |
|
0.500 |
6,386.5 |
|
0.382 |
6,382.1 |
|
LOW |
6,368.0 |
|
0.618 |
6,345.1 |
|
1.000 |
6,331.0 |
|
1.618 |
6,308.1 |
|
2.618 |
6,271.1 |
|
4.250 |
6,210.8 |
|
|
| Fisher Pivots for day following 21-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,386.5 |
6,365.7 |
| PP |
6,380.7 |
6,362.3 |
| S1 |
6,374.8 |
6,359.0 |
|