| 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 |
13,378 |
13,432 |
54 |
0.4% |
13,313 |
| High |
13,517 |
13,532 |
15 |
0.1% |
13,407 |
| Low |
13,347 |
13,402 |
55 |
0.4% |
13,235 |
| Close |
13,438 |
13,530 |
92 |
0.7% |
13,379 |
| Range |
170 |
130 |
-40 |
-23.5% |
172 |
| ATR |
107 |
109 |
2 |
1.5% |
0 |
| Volume |
127,911 |
233,797 |
105,886 |
82.8% |
564,900 |
|
| Daily Pivots for day following 16-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,878 |
13,834 |
13,602 |
|
| R3 |
13,748 |
13,704 |
13,566 |
|
| R2 |
13,618 |
13,618 |
13,554 |
|
| R1 |
13,574 |
13,574 |
13,542 |
13,596 |
| PP |
13,488 |
13,488 |
13,488 |
13,499 |
| S1 |
13,444 |
13,444 |
13,518 |
13,466 |
| S2 |
13,358 |
13,358 |
13,506 |
|
| S3 |
13,228 |
13,314 |
13,494 |
|
| S4 |
13,098 |
13,184 |
13,459 |
|
|
| 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 |
13,532 |
13,235 |
297 |
2.2% |
135 |
1.0% |
99% |
True |
False |
151,652 |
| 10 |
13,532 |
13,230 |
302 |
2.2% |
104 |
0.8% |
99% |
True |
False |
128,228 |
| 20 |
13,532 |
12,766 |
766 |
5.7% |
105 |
0.8% |
100% |
True |
False |
127,224 |
| 40 |
13,532 |
12,315 |
1,217 |
9.0% |
103 |
0.8% |
100% |
True |
False |
119,529 |
| 60 |
13,532 |
12,035 |
1,497 |
11.1% |
125 |
0.9% |
100% |
True |
False |
102,217 |
| 80 |
13,532 |
12,035 |
1,497 |
11.1% |
109 |
0.8% |
100% |
True |
False |
76,674 |
| 100 |
13,532 |
12,035 |
1,497 |
11.1% |
97 |
0.7% |
100% |
True |
False |
61,342 |
| 120 |
13,532 |
12,035 |
1,497 |
11.1% |
83 |
0.6% |
100% |
True |
False |
51,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,085 |
|
2.618 |
13,872 |
|
1.618 |
13,742 |
|
1.000 |
13,662 |
|
0.618 |
13,612 |
|
HIGH |
13,532 |
|
0.618 |
13,482 |
|
0.500 |
13,467 |
|
0.382 |
13,452 |
|
LOW |
13,402 |
|
0.618 |
13,322 |
|
1.000 |
13,272 |
|
1.618 |
13,192 |
|
2.618 |
13,062 |
|
4.250 |
12,850 |
|
|
| Fisher Pivots for day following 16-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,509 |
13,497 |
| PP |
13,488 |
13,465 |
| S1 |
13,467 |
13,432 |
|