| Trading Metrics calculated at close of trading on 21-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,515.50 |
1,527.50 |
12.00 |
0.8% |
1,512.00 |
| High |
1,528.25 |
1,534.00 |
5.75 |
0.4% |
1,528.25 |
| Low |
1,513.75 |
1,526.25 |
12.50 |
0.8% |
1,502.75 |
| Close |
1,528.00 |
1,528.00 |
0.00 |
0.0% |
1,528.00 |
| Range |
14.50 |
7.75 |
-6.75 |
-46.6% |
25.50 |
| ATR |
12.65 |
12.30 |
-0.35 |
-2.8% |
0.00 |
| Volume |
1,120,458 |
1,197,238 |
76,780 |
6.9% |
6,439,523 |
|
| Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,552.75 |
1,548.00 |
1,532.25 |
|
| R3 |
1,545.00 |
1,540.25 |
1,530.25 |
|
| R2 |
1,537.25 |
1,537.25 |
1,529.50 |
|
| R1 |
1,532.50 |
1,532.50 |
1,528.75 |
1,535.00 |
| PP |
1,529.50 |
1,529.50 |
1,529.50 |
1,530.50 |
| S1 |
1,524.75 |
1,524.75 |
1,527.25 |
1,527.00 |
| S2 |
1,521.75 |
1,521.75 |
1,526.50 |
|
| S3 |
1,514.00 |
1,517.00 |
1,525.75 |
|
| S4 |
1,506.25 |
1,509.25 |
1,523.75 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,596.25 |
1,587.50 |
1,542.00 |
|
| R3 |
1,570.75 |
1,562.00 |
1,535.00 |
|
| R2 |
1,545.25 |
1,545.25 |
1,532.75 |
|
| R1 |
1,536.50 |
1,536.50 |
1,530.25 |
1,541.00 |
| PP |
1,519.75 |
1,519.75 |
1,519.75 |
1,521.75 |
| S1 |
1,511.00 |
1,511.00 |
1,525.75 |
1,515.50 |
| S2 |
1,494.25 |
1,494.25 |
1,523.25 |
|
| S3 |
1,468.75 |
1,485.50 |
1,521.00 |
|
| S4 |
1,443.25 |
1,460.00 |
1,514.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,534.00 |
1,503.00 |
31.00 |
2.0% |
12.00 |
0.8% |
81% |
True |
False |
1,283,651 |
| 10 |
1,534.00 |
1,496.00 |
38.00 |
2.5% |
13.00 |
0.8% |
84% |
True |
False |
1,181,562 |
| 20 |
1,534.00 |
1,480.25 |
53.75 |
3.5% |
12.00 |
0.8% |
89% |
True |
False |
1,144,068 |
| 40 |
1,534.00 |
1,418.00 |
116.00 |
7.6% |
12.00 |
0.8% |
95% |
True |
False |
1,077,253 |
| 60 |
1,534.00 |
1,375.25 |
158.75 |
10.4% |
15.25 |
1.0% |
96% |
True |
False |
1,023,421 |
| 80 |
1,534.00 |
1,375.25 |
158.75 |
10.4% |
13.75 |
0.9% |
96% |
True |
False |
768,302 |
| 100 |
1,534.00 |
1,375.25 |
158.75 |
10.4% |
13.50 |
0.9% |
96% |
True |
False |
614,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,567.00 |
|
2.618 |
1,554.25 |
|
1.618 |
1,546.50 |
|
1.000 |
1,541.75 |
|
0.618 |
1,538.75 |
|
HIGH |
1,534.00 |
|
0.618 |
1,531.00 |
|
0.500 |
1,530.00 |
|
0.382 |
1,529.25 |
|
LOW |
1,526.25 |
|
0.618 |
1,521.50 |
|
1.000 |
1,518.50 |
|
1.618 |
1,513.75 |
|
2.618 |
1,506.00 |
|
4.250 |
1,493.25 |
|
|
| Fisher Pivots for day following 21-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,530.00 |
1,526.50 |
| PP |
1,529.50 |
1,525.00 |
| S1 |
1,528.75 |
1,523.50 |
|