| Trading Metrics calculated at close of trading on 16-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2007 |
16-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,532.2 |
1,525.7 |
-6.5 |
-0.4% |
1,529.5 |
| High |
1,533.2 |
1,532.9 |
-0.3 |
0.0% |
1,533.2 |
| Low |
1,520.3 |
1,521.0 |
0.7 |
0.0% |
1,511.1 |
| Close |
1,522.9 |
1,532.6 |
9.7 |
0.6% |
1,526.7 |
| Range |
12.9 |
11.9 |
-1.0 |
-7.8% |
22.1 |
| ATR |
10.4 |
10.5 |
0.1 |
1.1% |
0.0 |
| Volume |
4,007 |
3,144 |
-863 |
-21.5% |
16,859 |
|
| Daily Pivots for day following 16-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,564.5 |
1,560.5 |
1,539.1 |
|
| R3 |
1,552.6 |
1,548.6 |
1,535.9 |
|
| R2 |
1,540.7 |
1,540.7 |
1,534.8 |
|
| R1 |
1,536.7 |
1,536.7 |
1,533.7 |
1,538.7 |
| PP |
1,528.8 |
1,528.8 |
1,528.8 |
1,529.9 |
| S1 |
1,524.8 |
1,524.8 |
1,531.5 |
1,526.8 |
| S2 |
1,516.9 |
1,516.9 |
1,530.4 |
|
| S3 |
1,505.0 |
1,512.9 |
1,529.3 |
|
| S4 |
1,493.1 |
1,501.0 |
1,526.1 |
|
|
| 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% |
12.5 |
0.8% |
97% |
False |
False |
2,946 |
| 10 |
1,533.2 |
1,511.1 |
22.1 |
1.4% |
9.7 |
0.6% |
97% |
False |
False |
2,893 |
| 20 |
1,533.2 |
1,485.2 |
48.0 |
3.1% |
8.4 |
0.5% |
99% |
False |
False |
1,717 |
| 40 |
1,533.2 |
1,436.7 |
96.5 |
6.3% |
7.3 |
0.5% |
99% |
False |
False |
1,022 |
| 60 |
1,533.2 |
1,388.4 |
144.8 |
9.4% |
6.9 |
0.4% |
100% |
False |
False |
699 |
| 80 |
1,533.2 |
1,388.4 |
144.8 |
9.4% |
5.8 |
0.4% |
100% |
False |
False |
576 |
| 100 |
1,533.2 |
1,388.4 |
144.8 |
9.4% |
4.8 |
0.3% |
100% |
False |
False |
555 |
| 120 |
1,533.2 |
1,388.4 |
144.8 |
9.4% |
4.3 |
0.3% |
100% |
False |
False |
562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,583.5 |
|
2.618 |
1,564.1 |
|
1.618 |
1,552.2 |
|
1.000 |
1,544.8 |
|
0.618 |
1,540.3 |
|
HIGH |
1,532.9 |
|
0.618 |
1,528.4 |
|
0.500 |
1,527.0 |
|
0.382 |
1,525.5 |
|
LOW |
1,521.0 |
|
0.618 |
1,513.6 |
|
1.000 |
1,509.1 |
|
1.618 |
1,501.7 |
|
2.618 |
1,489.8 |
|
4.250 |
1,470.4 |
|
|
| Fisher Pivots for day following 16-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,530.7 |
1,530.1 |
| PP |
1,528.8 |
1,527.7 |
| S1 |
1,527.0 |
1,525.2 |
|