| Trading Metrics calculated at close of trading on 11-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2007 |
11-May-2007 |
Change |
Change % |
Previous Week |
| Open |
13,376 |
13,266 |
-110 |
-0.8% |
13,313 |
| High |
13,380 |
13,385 |
5 |
0.0% |
13,407 |
| Low |
13,246 |
13,235 |
-11 |
-0.1% |
13,235 |
| Close |
13,269 |
13,379 |
110 |
0.8% |
13,379 |
| Range |
134 |
150 |
16 |
11.9% |
172 |
| ATR |
100 |
104 |
4 |
3.6% |
0 |
| Volume |
117,307 |
155,410 |
38,103 |
32.5% |
564,900 |
|
| Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,783 |
13,731 |
13,462 |
|
| R3 |
13,633 |
13,581 |
13,420 |
|
| R2 |
13,483 |
13,483 |
13,407 |
|
| R1 |
13,431 |
13,431 |
13,393 |
13,457 |
| PP |
13,333 |
13,333 |
13,333 |
13,346 |
| S1 |
13,281 |
13,281 |
13,365 |
13,307 |
| S2 |
13,183 |
13,183 |
13,352 |
|
| S3 |
13,033 |
13,131 |
13,338 |
|
| S4 |
12,883 |
12,981 |
13,297 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,856 |
13,790 |
13,474 |
|
| R3 |
13,684 |
13,618 |
13,426 |
|
| R2 |
13,512 |
13,512 |
13,411 |
|
| R1 |
13,446 |
13,446 |
13,395 |
13,479 |
| PP |
13,340 |
13,340 |
13,340 |
13,357 |
| S1 |
13,274 |
13,274 |
13,363 |
13,307 |
| S2 |
13,168 |
13,168 |
13,348 |
|
| S3 |
12,996 |
13,102 |
13,332 |
|
| S4 |
12,824 |
12,930 |
13,285 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,407 |
13,235 |
172 |
1.3% |
101 |
0.8% |
84% |
False |
True |
112,980 |
| 10 |
13,407 |
13,078 |
329 |
2.5% |
97 |
0.7% |
91% |
False |
False |
118,372 |
| 20 |
13,407 |
12,676 |
731 |
5.5% |
102 |
0.8% |
96% |
False |
False |
119,617 |
| 40 |
13,407 |
12,190 |
1,217 |
9.1% |
104 |
0.8% |
98% |
False |
False |
115,772 |
| 60 |
13,407 |
12,035 |
1,372 |
10.3% |
122 |
0.9% |
98% |
False |
False |
94,128 |
| 80 |
13,407 |
12,035 |
1,372 |
10.3% |
107 |
0.8% |
98% |
False |
False |
70,607 |
| 100 |
13,407 |
12,035 |
1,372 |
10.3% |
93 |
0.7% |
98% |
False |
False |
56,486 |
| 120 |
13,407 |
12,035 |
1,372 |
10.3% |
80 |
0.6% |
98% |
False |
False |
47,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,023 |
|
2.618 |
13,778 |
|
1.618 |
13,628 |
|
1.000 |
13,535 |
|
0.618 |
13,478 |
|
HIGH |
13,385 |
|
0.618 |
13,328 |
|
0.500 |
13,310 |
|
0.382 |
13,292 |
|
LOW |
13,235 |
|
0.618 |
13,142 |
|
1.000 |
13,085 |
|
1.618 |
12,992 |
|
2.618 |
12,842 |
|
4.250 |
12,598 |
|
|
| Fisher Pivots for day following 11-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,356 |
13,360 |
| PP |
13,333 |
13,340 |
| S1 |
13,310 |
13,321 |
|