| 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 |
6,320.0 |
6,325.0 |
5.0 |
0.1% |
6,326.0 |
| High |
6,339.0 |
6,334.0 |
-5.0 |
-0.1% |
6,397.0 |
| Low |
6,290.0 |
6,275.0 |
-15.0 |
-0.2% |
6,284.0 |
| Close |
6,314.0 |
6,307.0 |
-7.0 |
-0.1% |
6,303.0 |
| Range |
49.0 |
59.0 |
10.0 |
20.4% |
113.0 |
| ATR |
69.6 |
68.8 |
-0.8 |
-1.1% |
0.0 |
| Volume |
17,158 |
16,781 |
-377 |
-2.2% |
91,482 |
|
| Daily Pivots for day following 16-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,482.3 |
6,453.7 |
6,339.5 |
|
| R3 |
6,423.3 |
6,394.7 |
6,323.2 |
|
| R2 |
6,364.3 |
6,364.3 |
6,317.8 |
|
| R1 |
6,335.7 |
6,335.7 |
6,312.4 |
6,320.5 |
| PP |
6,305.3 |
6,305.3 |
6,305.3 |
6,297.8 |
| S1 |
6,276.7 |
6,276.7 |
6,301.6 |
6,261.5 |
| S2 |
6,246.3 |
6,246.3 |
6,296.2 |
|
| S3 |
6,187.3 |
6,217.7 |
6,290.8 |
|
| S4 |
6,128.3 |
6,158.7 |
6,274.6 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,667.0 |
6,598.0 |
6,365.2 |
|
| R3 |
6,554.0 |
6,485.0 |
6,334.1 |
|
| R2 |
6,441.0 |
6,441.0 |
6,323.7 |
|
| R1 |
6,372.0 |
6,372.0 |
6,313.4 |
6,350.0 |
| PP |
6,328.0 |
6,328.0 |
6,328.0 |
6,317.0 |
| S1 |
6,259.0 |
6,259.0 |
6,292.6 |
6,237.0 |
| S2 |
6,215.0 |
6,215.0 |
6,282.3 |
|
| S3 |
6,102.0 |
6,146.0 |
6,271.9 |
|
| S4 |
5,989.0 |
6,033.0 |
6,240.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,381.0 |
6,275.0 |
106.0 |
1.7% |
48.8 |
0.8% |
30% |
False |
True |
16,304 |
| 10 |
6,397.0 |
6,240.0 |
157.0 |
2.5% |
53.3 |
0.8% |
43% |
False |
False |
17,363 |
| 20 |
6,397.0 |
6,152.0 |
245.0 |
3.9% |
57.4 |
0.9% |
63% |
False |
False |
18,059 |
| 40 |
6,397.0 |
5,853.0 |
544.0 |
8.6% |
57.9 |
0.9% |
83% |
False |
False |
17,436 |
| 60 |
6,397.0 |
5,665.0 |
732.0 |
11.6% |
57.7 |
0.9% |
88% |
False |
False |
15,968 |
| 80 |
6,397.0 |
5,665.0 |
732.0 |
11.6% |
49.6 |
0.8% |
88% |
False |
False |
12,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,584.8 |
|
2.618 |
6,488.5 |
|
1.618 |
6,429.5 |
|
1.000 |
6,393.0 |
|
0.618 |
6,370.5 |
|
HIGH |
6,334.0 |
|
0.618 |
6,311.5 |
|
0.500 |
6,304.5 |
|
0.382 |
6,297.5 |
|
LOW |
6,275.0 |
|
0.618 |
6,238.5 |
|
1.000 |
6,216.0 |
|
1.618 |
6,179.5 |
|
2.618 |
6,120.5 |
|
4.250 |
6,024.3 |
|
|
| Fisher Pivots for day following 16-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,306.2 |
6,328.0 |
| PP |
6,305.3 |
6,321.0 |
| S1 |
6,304.5 |
6,314.0 |
|