| Trading Metrics calculated at close of trading on 14-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,516.5 |
1,527.0 |
10.5 |
0.7% |
1,529.5 |
| High |
1,527.1 |
1,530.5 |
3.4 |
0.2% |
1,533.2 |
| Low |
1,515.0 |
1,517.2 |
2.2 |
0.1% |
1,511.1 |
| Close |
1,526.7 |
1,523.2 |
-3.5 |
-0.2% |
1,526.7 |
| Range |
12.1 |
13.3 |
1.2 |
9.9% |
22.1 |
| ATR |
9.9 |
10.2 |
0.2 |
2.4% |
0.0 |
| Volume |
1,925 |
3,469 |
1,544 |
80.2% |
16,859 |
|
| Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,563.5 |
1,556.7 |
1,530.5 |
|
| R3 |
1,550.2 |
1,543.4 |
1,526.9 |
|
| R2 |
1,536.9 |
1,536.9 |
1,525.6 |
|
| R1 |
1,530.1 |
1,530.1 |
1,524.4 |
1,526.9 |
| PP |
1,523.6 |
1,523.6 |
1,523.6 |
1,522.0 |
| S1 |
1,516.8 |
1,516.8 |
1,522.0 |
1,513.6 |
| S2 |
1,510.3 |
1,510.3 |
1,520.8 |
|
| S3 |
1,497.0 |
1,503.5 |
1,519.5 |
|
| S4 |
1,483.7 |
1,490.2 |
1,515.9 |
|
|
| 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 |
1.5% |
11.1 |
0.7% |
55% |
False |
False |
3,402 |
| 10 |
1,533.2 |
1,497.4 |
35.8 |
2.4% |
8.7 |
0.6% |
72% |
False |
False |
2,304 |
| 20 |
1,533.2 |
1,485.2 |
48.0 |
3.2% |
8.0 |
0.5% |
79% |
False |
False |
1,372 |
| 40 |
1,533.2 |
1,436.5 |
96.7 |
6.3% |
6.6 |
0.4% |
90% |
False |
False |
843 |
| 60 |
1,533.2 |
1,388.4 |
144.8 |
9.5% |
6.5 |
0.4% |
93% |
False |
False |
579 |
| 80 |
1,533.2 |
1,388.4 |
144.8 |
9.5% |
5.5 |
0.4% |
93% |
False |
False |
529 |
| 100 |
1,533.2 |
1,388.4 |
144.8 |
9.5% |
4.6 |
0.3% |
93% |
False |
False |
520 |
| 120 |
1,533.2 |
1,388.4 |
144.8 |
9.5% |
4.1 |
0.3% |
93% |
False |
False |
503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,587.0 |
|
2.618 |
1,565.3 |
|
1.618 |
1,552.0 |
|
1.000 |
1,543.8 |
|
0.618 |
1,538.7 |
|
HIGH |
1,530.5 |
|
0.618 |
1,525.4 |
|
0.500 |
1,523.9 |
|
0.382 |
1,522.3 |
|
LOW |
1,517.2 |
|
0.618 |
1,509.0 |
|
1.000 |
1,503.9 |
|
1.618 |
1,495.7 |
|
2.618 |
1,482.4 |
|
4.250 |
1,460.7 |
|
|
| Fisher Pivots for day following 14-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,523.9 |
1,522.4 |
| PP |
1,523.6 |
1,521.6 |
| S1 |
1,523.4 |
1,520.8 |
|