| 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 |
6,603.0 |
6,592.0 |
-11.0 |
-0.2% |
6,646.0 |
| High |
6,628.0 |
6,603.0 |
-25.0 |
-0.4% |
6,646.0 |
| Low |
6,581.0 |
6,590.5 |
9.5 |
0.1% |
6,498.5 |
| Close |
6,604.0 |
6,607.0 |
3.0 |
0.0% |
6,617.5 |
| Range |
47.0 |
12.5 |
-34.5 |
-73.4% |
147.5 |
| ATR |
53.8 |
50.9 |
-2.9 |
-5.4% |
0.0 |
| Volume |
5,519 |
6 |
-5,513 |
-99.9% |
266 |
|
| Daily Pivots for day following 16-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,637.5 |
6,635.0 |
6,614.0 |
|
| R3 |
6,625.0 |
6,622.5 |
6,610.5 |
|
| R2 |
6,612.5 |
6,612.5 |
6,609.5 |
|
| R1 |
6,610.0 |
6,610.0 |
6,608.0 |
6,611.0 |
| PP |
6,600.0 |
6,600.0 |
6,600.0 |
6,601.0 |
| S1 |
6,597.5 |
6,597.5 |
6,606.0 |
6,599.0 |
| S2 |
6,587.5 |
6,587.5 |
6,604.5 |
|
| S3 |
6,575.0 |
6,585.0 |
6,603.5 |
|
| S4 |
6,562.5 |
6,572.5 |
6,600.0 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,030.0 |
6,971.0 |
6,698.5 |
|
| R3 |
6,882.5 |
6,823.5 |
6,658.0 |
|
| R2 |
6,735.0 |
6,735.0 |
6,644.5 |
|
| R1 |
6,676.0 |
6,676.0 |
6,631.0 |
6,632.0 |
| PP |
6,587.5 |
6,587.5 |
6,587.5 |
6,565.0 |
| S1 |
6,528.5 |
6,528.5 |
6,604.0 |
6,484.0 |
| S2 |
6,440.0 |
6,440.0 |
6,590.5 |
|
| S3 |
6,292.5 |
6,381.0 |
6,577.0 |
|
| S4 |
6,145.0 |
6,233.5 |
6,536.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,638.0 |
6,498.5 |
139.5 |
2.1% |
58.0 |
0.9% |
78% |
False |
False |
1,144 |
| 10 |
6,650.0 |
6,498.5 |
151.5 |
2.3% |
45.5 |
0.7% |
72% |
False |
False |
609 |
| 20 |
6,650.0 |
6,451.5 |
198.5 |
3.0% |
34.5 |
0.5% |
78% |
False |
False |
332 |
| 40 |
6,650.0 |
6,286.5 |
363.5 |
5.5% |
37.0 |
0.6% |
88% |
False |
False |
363 |
| 60 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
33.0 |
0.5% |
93% |
False |
False |
290 |
| 80 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
26.5 |
0.4% |
93% |
False |
False |
244 |
| 100 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
23.0 |
0.3% |
93% |
False |
False |
196 |
| 120 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
19.0 |
0.3% |
93% |
False |
False |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,656.0 |
|
2.618 |
6,635.5 |
|
1.618 |
6,623.0 |
|
1.000 |
6,615.5 |
|
0.618 |
6,610.5 |
|
HIGH |
6,603.0 |
|
0.618 |
6,598.0 |
|
0.500 |
6,597.0 |
|
0.382 |
6,595.5 |
|
LOW |
6,590.5 |
|
0.618 |
6,583.0 |
|
1.000 |
6,578.0 |
|
1.618 |
6,570.5 |
|
2.618 |
6,558.0 |
|
4.250 |
6,537.5 |
|
|
| Fisher Pivots for day following 16-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,603.5 |
6,609.0 |
| PP |
6,600.0 |
6,608.5 |
| S1 |
6,597.0 |
6,608.0 |
|