| Trading Metrics calculated at close of trading on 11-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2007 |
11-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,523.5 |
1,516.5 |
-7.0 |
-0.5% |
1,529.5 |
| High |
1,523.5 |
1,527.1 |
3.6 |
0.2% |
1,533.2 |
| Low |
1,511.1 |
1,515.0 |
3.9 |
0.3% |
1,511.1 |
| Close |
1,513.6 |
1,526.7 |
13.1 |
0.9% |
1,526.7 |
| Range |
12.4 |
12.1 |
-0.3 |
-2.4% |
22.1 |
| ATR |
9.6 |
9.9 |
0.3 |
2.9% |
0.0 |
| Volume |
2,189 |
1,925 |
-264 |
-12.1% |
16,859 |
|
| Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,559.2 |
1,555.1 |
1,533.4 |
|
| R3 |
1,547.1 |
1,543.0 |
1,530.0 |
|
| R2 |
1,535.0 |
1,535.0 |
1,528.9 |
|
| R1 |
1,530.9 |
1,530.9 |
1,527.8 |
1,533.0 |
| PP |
1,522.9 |
1,522.9 |
1,522.9 |
1,524.0 |
| S1 |
1,518.8 |
1,518.8 |
1,525.6 |
1,520.9 |
| S2 |
1,510.8 |
1,510.8 |
1,524.5 |
|
| S3 |
1,498.7 |
1,506.7 |
1,523.4 |
|
| S4 |
1,486.6 |
1,494.6 |
1,520.0 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,590.0 |
1,580.4 |
1,538.9 |
|
| R3 |
1,567.9 |
1,558.3 |
1,532.8 |
|
| R2 |
1,545.8 |
1,545.8 |
1,530.8 |
|
| R1 |
1,536.2 |
1,536.2 |
1,528.7 |
1,530.0 |
| PP |
1,523.7 |
1,523.7 |
1,523.7 |
1,520.5 |
| S1 |
1,514.1 |
1,514.1 |
1,524.7 |
1,507.9 |
| S2 |
1,501.6 |
1,501.6 |
1,522.6 |
|
| S3 |
1,479.5 |
1,492.0 |
1,520.6 |
|
| S4 |
1,457.4 |
1,469.9 |
1,514.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,533.2 |
1,511.1 |
22.1 |
1.4% |
8.9 |
0.6% |
71% |
False |
False |
3,371 |
| 10 |
1,533.2 |
1,497.4 |
35.8 |
2.3% |
7.3 |
0.5% |
82% |
False |
False |
1,959 |
| 20 |
1,533.2 |
1,481.5 |
51.7 |
3.4% |
7.8 |
0.5% |
87% |
False |
False |
1,203 |
| 40 |
1,533.2 |
1,428.9 |
104.3 |
6.8% |
6.3 |
0.4% |
94% |
False |
False |
756 |
| 60 |
1,533.2 |
1,388.4 |
144.8 |
9.5% |
6.2 |
0.4% |
96% |
False |
False |
522 |
| 80 |
1,533.2 |
1,388.4 |
144.8 |
9.5% |
5.4 |
0.4% |
96% |
False |
False |
499 |
| 100 |
1,533.2 |
1,388.4 |
144.8 |
9.5% |
4.4 |
0.3% |
96% |
False |
False |
503 |
| 120 |
1,533.2 |
1,388.4 |
144.8 |
9.5% |
4.0 |
0.3% |
96% |
False |
False |
474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,578.5 |
|
2.618 |
1,558.8 |
|
1.618 |
1,546.7 |
|
1.000 |
1,539.2 |
|
0.618 |
1,534.6 |
|
HIGH |
1,527.1 |
|
0.618 |
1,522.5 |
|
0.500 |
1,521.1 |
|
0.382 |
1,519.6 |
|
LOW |
1,515.0 |
|
0.618 |
1,507.5 |
|
1.000 |
1,502.9 |
|
1.618 |
1,495.4 |
|
2.618 |
1,483.3 |
|
4.250 |
1,463.6 |
|
|
| Fisher Pivots for day following 11-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,524.8 |
1,525.2 |
| PP |
1,522.9 |
1,523.7 |
| S1 |
1,521.1 |
1,522.2 |
|