| Trading Metrics calculated at close of trading on 07-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2007 |
07-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,507.75 |
1,513.25 |
5.50 |
0.4% |
1,501.00 |
| High |
1,517.00 |
1,516.75 |
-0.25 |
0.0% |
1,517.00 |
| Low |
1,507.00 |
1,512.25 |
5.25 |
0.3% |
1,482.25 |
| Close |
1,514.25 |
1,514.25 |
0.00 |
0.0% |
1,514.25 |
| Range |
10.00 |
4.50 |
-5.50 |
-55.0% |
34.75 |
| ATR |
12.33 |
11.77 |
-0.56 |
-4.5% |
0.00 |
| Volume |
965,288 |
1,130,491 |
165,203 |
17.1% |
5,360,539 |
|
| Daily Pivots for day following 07-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,528.00 |
1,525.50 |
1,516.75 |
|
| R3 |
1,523.50 |
1,521.00 |
1,515.50 |
|
| R2 |
1,519.00 |
1,519.00 |
1,515.00 |
|
| R1 |
1,516.50 |
1,516.50 |
1,514.75 |
1,517.75 |
| PP |
1,514.50 |
1,514.50 |
1,514.50 |
1,515.00 |
| S1 |
1,512.00 |
1,512.00 |
1,513.75 |
1,513.25 |
| S2 |
1,510.00 |
1,510.00 |
1,513.50 |
|
| S3 |
1,505.50 |
1,507.50 |
1,513.00 |
|
| S4 |
1,501.00 |
1,503.00 |
1,511.75 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,608.75 |
1,596.25 |
1,533.25 |
|
| R3 |
1,574.00 |
1,561.50 |
1,523.75 |
|
| R2 |
1,539.25 |
1,539.25 |
1,520.50 |
|
| R1 |
1,526.75 |
1,526.75 |
1,517.50 |
1,533.00 |
| PP |
1,504.50 |
1,504.50 |
1,504.50 |
1,507.50 |
| S1 |
1,492.00 |
1,492.00 |
1,511.00 |
1,498.25 |
| S2 |
1,469.75 |
1,469.75 |
1,508.00 |
|
| S3 |
1,435.00 |
1,457.25 |
1,504.75 |
|
| S4 |
1,400.25 |
1,422.50 |
1,495.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,517.00 |
1,482.25 |
34.75 |
2.3% |
9.75 |
0.6% |
92% |
False |
False |
1,102,077 |
| 10 |
1,517.00 |
1,480.25 |
36.75 |
2.4% |
11.00 |
0.7% |
93% |
False |
False |
1,106,575 |
| 20 |
1,517.00 |
1,442.25 |
74.75 |
4.9% |
11.50 |
0.8% |
96% |
False |
False |
1,090,037 |
| 40 |
1,517.00 |
1,375.25 |
141.75 |
9.4% |
13.25 |
0.9% |
98% |
False |
False |
1,159,787 |
| 60 |
1,517.00 |
1,375.25 |
141.75 |
9.4% |
14.50 |
1.0% |
98% |
False |
False |
827,127 |
| 80 |
1,517.00 |
1,375.25 |
141.75 |
9.4% |
13.50 |
0.9% |
98% |
False |
False |
620,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,536.00 |
|
2.618 |
1,528.50 |
|
1.618 |
1,524.00 |
|
1.000 |
1,521.25 |
|
0.618 |
1,519.50 |
|
HIGH |
1,516.75 |
|
0.618 |
1,515.00 |
|
0.500 |
1,514.50 |
|
0.382 |
1,514.00 |
|
LOW |
1,512.25 |
|
0.618 |
1,509.50 |
|
1.000 |
1,507.75 |
|
1.618 |
1,505.00 |
|
2.618 |
1,500.50 |
|
4.250 |
1,493.00 |
|
|
| Fisher Pivots for day following 07-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,514.50 |
1,512.00 |
| PP |
1,514.50 |
1,510.00 |
| S1 |
1,514.25 |
1,508.00 |
|