| Trading Metrics calculated at close of trading on 22-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2007 |
22-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,905.25 |
1,916.00 |
10.75 |
0.6% |
1,910.25 |
| High |
1,927.25 |
1,928.75 |
1.50 |
0.1% |
1,925.75 |
| Low |
1,903.00 |
1,912.25 |
9.25 |
0.5% |
1,873.75 |
| Close |
1,916.25 |
1,920.25 |
4.00 |
0.2% |
1,905.75 |
| Range |
24.25 |
16.50 |
-7.75 |
-32.0% |
52.00 |
| ATR |
22.47 |
22.04 |
-0.43 |
-1.9% |
0.00 |
| Volume |
294,634 |
347,396 |
52,762 |
17.9% |
1,747,047 |
|
| Daily Pivots for day following 22-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,970.00 |
1,961.50 |
1,929.25 |
|
| R3 |
1,953.50 |
1,945.00 |
1,924.75 |
|
| R2 |
1,937.00 |
1,937.00 |
1,923.25 |
|
| R1 |
1,928.50 |
1,928.50 |
1,921.75 |
1,932.75 |
| PP |
1,920.50 |
1,920.50 |
1,920.50 |
1,922.50 |
| S1 |
1,912.00 |
1,912.00 |
1,918.75 |
1,916.25 |
| S2 |
1,904.00 |
1,904.00 |
1,917.25 |
|
| S3 |
1,887.50 |
1,895.50 |
1,915.75 |
|
| S4 |
1,871.00 |
1,879.00 |
1,911.25 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,057.75 |
2,033.75 |
1,934.25 |
|
| R3 |
2,005.75 |
1,981.75 |
1,920.00 |
|
| R2 |
1,953.75 |
1,953.75 |
1,915.25 |
|
| R1 |
1,929.75 |
1,929.75 |
1,910.50 |
1,915.75 |
| PP |
1,901.75 |
1,901.75 |
1,901.75 |
1,894.75 |
| S1 |
1,877.75 |
1,877.75 |
1,901.00 |
1,863.75 |
| S2 |
1,849.75 |
1,849.75 |
1,896.25 |
|
| S3 |
1,797.75 |
1,825.75 |
1,891.50 |
|
| S4 |
1,745.75 |
1,773.75 |
1,877.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,928.75 |
1,873.75 |
55.00 |
2.9% |
19.50 |
1.0% |
85% |
True |
False |
352,636 |
| 10 |
1,928.75 |
1,873.75 |
55.00 |
2.9% |
24.75 |
1.3% |
85% |
True |
False |
341,342 |
| 20 |
1,928.75 |
1,868.00 |
60.75 |
3.2% |
22.00 |
1.1% |
86% |
True |
False |
301,009 |
| 40 |
1,928.75 |
1,770.25 |
158.50 |
8.3% |
21.00 |
1.1% |
95% |
True |
False |
265,464 |
| 60 |
1,928.75 |
1,707.00 |
221.75 |
11.5% |
24.00 |
1.2% |
96% |
True |
False |
249,312 |
| 80 |
1,928.75 |
1,707.00 |
221.75 |
11.5% |
24.00 |
1.3% |
96% |
True |
False |
187,069 |
| 100 |
1,928.75 |
1,707.00 |
221.75 |
11.5% |
24.75 |
1.3% |
96% |
True |
False |
149,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,999.00 |
|
2.618 |
1,972.00 |
|
1.618 |
1,955.50 |
|
1.000 |
1,945.25 |
|
0.618 |
1,939.00 |
|
HIGH |
1,928.75 |
|
0.618 |
1,922.50 |
|
0.500 |
1,920.50 |
|
0.382 |
1,918.50 |
|
LOW |
1,912.25 |
|
0.618 |
1,902.00 |
|
1.000 |
1,895.75 |
|
1.618 |
1,885.50 |
|
2.618 |
1,869.00 |
|
4.250 |
1,842.00 |
|
|
| Fisher Pivots for day following 22-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,920.50 |
1,916.50 |
| PP |
1,920.50 |
1,912.50 |
| S1 |
1,920.25 |
1,908.75 |
|