| 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 |
6,550.0 |
6,550.0 |
0.0 |
0.0% |
6,410.5 |
| High |
6,622.5 |
6,622.5 |
0.0 |
0.0% |
6,622.5 |
| Low |
6,547.0 |
6,547.0 |
0.0 |
0.0% |
6,410.0 |
| Close |
6,605.0 |
6,605.0 |
0.0 |
0.0% |
6,605.0 |
| Range |
75.5 |
75.5 |
0.0 |
0.0% |
212.5 |
| ATR |
65.0 |
65.8 |
0.7 |
1.2% |
0.0 |
| Volume |
99,916 |
0 |
-99,916 |
-100.0% |
329,452 |
|
| Daily Pivots for day following 07-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,818.0 |
6,787.0 |
6,646.5 |
|
| R3 |
6,742.5 |
6,711.5 |
6,626.0 |
|
| R2 |
6,667.0 |
6,667.0 |
6,619.0 |
|
| R1 |
6,636.0 |
6,636.0 |
6,612.0 |
6,651.5 |
| PP |
6,591.5 |
6,591.5 |
6,591.5 |
6,599.0 |
| S1 |
6,560.5 |
6,560.5 |
6,598.0 |
6,576.0 |
| S2 |
6,516.0 |
6,516.0 |
6,591.0 |
|
| S3 |
6,440.5 |
6,485.0 |
6,584.0 |
|
| S4 |
6,365.0 |
6,409.5 |
6,563.5 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,183.5 |
7,106.5 |
6,722.0 |
|
| R3 |
6,971.0 |
6,894.0 |
6,663.5 |
|
| R2 |
6,758.5 |
6,758.5 |
6,644.0 |
|
| R1 |
6,681.5 |
6,681.5 |
6,624.5 |
6,720.0 |
| PP |
6,546.0 |
6,546.0 |
6,546.0 |
6,565.0 |
| S1 |
6,469.0 |
6,469.0 |
6,585.5 |
6,507.5 |
| S2 |
6,333.5 |
6,333.5 |
6,566.0 |
|
| S3 |
6,121.0 |
6,256.5 |
6,546.5 |
|
| S4 |
5,908.5 |
6,044.0 |
6,488.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,622.5 |
6,410.0 |
212.5 |
3.2% |
65.0 |
1.0% |
92% |
True |
False |
48,717 |
| 10 |
6,622.5 |
6,410.0 |
212.5 |
3.2% |
66.0 |
1.0% |
92% |
True |
False |
67,511 |
| 20 |
6,622.5 |
6,388.5 |
234.0 |
3.5% |
58.5 |
0.9% |
93% |
True |
False |
74,646 |
| 40 |
6,622.5 |
5,987.0 |
635.5 |
9.6% |
62.0 |
0.9% |
97% |
True |
False |
85,609 |
| 60 |
6,622.5 |
5,981.5 |
641.0 |
9.7% |
62.0 |
0.9% |
97% |
True |
False |
58,297 |
| 80 |
6,622.5 |
5,981.5 |
641.0 |
9.7% |
57.0 |
0.9% |
97% |
True |
False |
43,769 |
| 100 |
6,622.5 |
5,981.5 |
641.0 |
9.7% |
50.5 |
0.8% |
97% |
True |
False |
35,171 |
| 120 |
6,622.5 |
5,981.5 |
641.0 |
9.7% |
43.0 |
0.7% |
97% |
True |
False |
29,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,943.5 |
|
2.618 |
6,820.0 |
|
1.618 |
6,744.5 |
|
1.000 |
6,698.0 |
|
0.618 |
6,669.0 |
|
HIGH |
6,622.5 |
|
0.618 |
6,593.5 |
|
0.500 |
6,585.0 |
|
0.382 |
6,576.0 |
|
LOW |
6,547.0 |
|
0.618 |
6,500.5 |
|
1.000 |
6,471.5 |
|
1.618 |
6,425.0 |
|
2.618 |
6,349.5 |
|
4.250 |
6,226.0 |
|
|
| Fisher Pivots for day following 07-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,598.0 |
6,590.5 |
| PP |
6,591.5 |
6,576.0 |
| S1 |
6,585.0 |
6,562.0 |
|