| Trading Metrics calculated at close of trading on 17-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,325.0 |
6,348.0 |
23.0 |
0.4% |
6,326.0 |
| High |
6,334.0 |
6,401.0 |
67.0 |
1.1% |
6,397.0 |
| Low |
6,275.0 |
6,335.0 |
60.0 |
1.0% |
6,284.0 |
| Close |
6,307.0 |
6,394.0 |
87.0 |
1.4% |
6,303.0 |
| Range |
59.0 |
66.0 |
7.0 |
11.9% |
113.0 |
| ATR |
68.8 |
70.6 |
1.8 |
2.6% |
0.0 |
| Volume |
16,781 |
16,696 |
-85 |
-0.5% |
91,482 |
|
| Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,574.7 |
6,550.3 |
6,430.3 |
|
| R3 |
6,508.7 |
6,484.3 |
6,412.2 |
|
| R2 |
6,442.7 |
6,442.7 |
6,406.1 |
|
| R1 |
6,418.3 |
6,418.3 |
6,400.1 |
6,430.5 |
| PP |
6,376.7 |
6,376.7 |
6,376.7 |
6,382.8 |
| S1 |
6,352.3 |
6,352.3 |
6,388.0 |
6,364.5 |
| S2 |
6,310.7 |
6,310.7 |
6,381.9 |
|
| S3 |
6,244.7 |
6,286.3 |
6,375.9 |
|
| S4 |
6,178.7 |
6,220.3 |
6,357.7 |
|
|
| 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 |
6,401.0 |
6,275.0 |
126.0 |
2.0% |
50.6 |
0.8% |
94% |
True |
False |
16,726 |
| 10 |
6,401.0 |
6,275.0 |
126.0 |
2.0% |
55.9 |
0.9% |
94% |
True |
False |
17,331 |
| 20 |
6,401.0 |
6,152.0 |
249.0 |
3.9% |
58.0 |
0.9% |
97% |
True |
False |
18,008 |
| 40 |
6,401.0 |
5,895.0 |
506.0 |
7.9% |
57.8 |
0.9% |
99% |
True |
False |
17,452 |
| 60 |
6,401.0 |
5,665.0 |
736.0 |
11.5% |
58.3 |
0.9% |
99% |
True |
False |
16,242 |
| 80 |
6,401.0 |
5,665.0 |
736.0 |
11.5% |
50.1 |
0.8% |
99% |
True |
False |
12,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,681.5 |
|
2.618 |
6,573.8 |
|
1.618 |
6,507.8 |
|
1.000 |
6,467.0 |
|
0.618 |
6,441.8 |
|
HIGH |
6,401.0 |
|
0.618 |
6,375.8 |
|
0.500 |
6,368.0 |
|
0.382 |
6,360.2 |
|
LOW |
6,335.0 |
|
0.618 |
6,294.2 |
|
1.000 |
6,269.0 |
|
1.618 |
6,228.2 |
|
2.618 |
6,162.2 |
|
4.250 |
6,054.5 |
|
|
| Fisher Pivots for day following 17-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,385.3 |
6,375.3 |
| PP |
6,376.7 |
6,356.7 |
| S1 |
6,368.0 |
6,338.0 |
|