| Trading Metrics calculated at close of trading on 18-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
18-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,594.0 |
6,587.5 |
-6.5 |
-0.1% |
6,600.0 |
| High |
6,599.0 |
6,667.5 |
68.5 |
1.0% |
6,667.5 |
| Low |
6,563.5 |
6,575.0 |
11.5 |
0.2% |
6,539.5 |
| Close |
6,586.0 |
6,647.5 |
61.5 |
0.9% |
6,647.5 |
| Range |
35.5 |
92.5 |
57.0 |
160.6% |
128.0 |
| ATR |
64.4 |
66.5 |
2.0 |
3.1% |
0.0 |
| Volume |
70,429 |
64,634 |
-5,795 |
-8.2% |
431,685 |
|
| Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,907.5 |
6,870.0 |
6,698.5 |
|
| R3 |
6,815.0 |
6,777.5 |
6,673.0 |
|
| R2 |
6,722.5 |
6,722.5 |
6,664.5 |
|
| R1 |
6,685.0 |
6,685.0 |
6,656.0 |
6,704.0 |
| PP |
6,630.0 |
6,630.0 |
6,630.0 |
6,639.5 |
| S1 |
6,592.5 |
6,592.5 |
6,639.0 |
6,611.0 |
| S2 |
6,537.5 |
6,537.5 |
6,630.5 |
|
| S3 |
6,445.0 |
6,500.0 |
6,622.0 |
|
| S4 |
6,352.5 |
6,407.5 |
6,596.5 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,002.0 |
6,953.0 |
6,718.0 |
|
| R3 |
6,874.0 |
6,825.0 |
6,682.5 |
|
| R2 |
6,746.0 |
6,746.0 |
6,671.0 |
|
| R1 |
6,697.0 |
6,697.0 |
6,659.0 |
6,721.5 |
| PP |
6,618.0 |
6,618.0 |
6,618.0 |
6,630.5 |
| S1 |
6,569.0 |
6,569.0 |
6,636.0 |
6,593.5 |
| S2 |
6,490.0 |
6,490.0 |
6,624.0 |
|
| S3 |
6,362.0 |
6,441.0 |
6,612.5 |
|
| S4 |
6,234.0 |
6,313.0 |
6,577.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,667.5 |
6,539.5 |
128.0 |
1.9% |
55.5 |
0.8% |
84% |
True |
False |
86,337 |
| 10 |
6,667.5 |
6,460.0 |
207.5 |
3.1% |
69.0 |
1.0% |
90% |
True |
False |
81,395 |
| 20 |
6,667.5 |
6,410.0 |
257.5 |
3.9% |
65.5 |
1.0% |
92% |
True |
False |
78,749 |
| 40 |
6,667.5 |
6,270.0 |
397.5 |
6.0% |
60.0 |
0.9% |
95% |
True |
False |
80,527 |
| 60 |
6,667.5 |
5,981.5 |
686.0 |
10.3% |
66.5 |
1.0% |
97% |
True |
False |
71,819 |
| 80 |
6,667.5 |
5,981.5 |
686.0 |
10.3% |
60.0 |
0.9% |
97% |
True |
False |
53,913 |
| 100 |
6,667.5 |
5,981.5 |
686.0 |
10.3% |
56.0 |
0.8% |
97% |
True |
False |
43,310 |
| 120 |
6,667.5 |
5,981.5 |
686.0 |
10.3% |
47.5 |
0.7% |
97% |
True |
False |
36,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,060.5 |
|
2.618 |
6,909.5 |
|
1.618 |
6,817.0 |
|
1.000 |
6,760.0 |
|
0.618 |
6,724.5 |
|
HIGH |
6,667.5 |
|
0.618 |
6,632.0 |
|
0.500 |
6,621.0 |
|
0.382 |
6,610.5 |
|
LOW |
6,575.0 |
|
0.618 |
6,518.0 |
|
1.000 |
6,482.5 |
|
1.618 |
6,425.5 |
|
2.618 |
6,333.0 |
|
4.250 |
6,182.0 |
|
|
| Fisher Pivots for day following 18-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,639.0 |
6,634.5 |
| PP |
6,630.0 |
6,622.0 |
| S1 |
6,621.0 |
6,609.0 |
|