| Trading Metrics calculated at close of trading on 08-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2007 |
08-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1,529.5 |
1,522.0 |
-7.5 |
-0.5% |
1,502.4 |
| High |
1,530.2 |
1,528.0 |
-2.2 |
-0.1% |
1,529.5 |
| Low |
1,527.7 |
1,520.8 |
-6.9 |
-0.5% |
1,497.4 |
| Close |
1,528.8 |
1,526.7 |
-2.1 |
-0.1% |
1,528.7 |
| Range |
2.5 |
7.2 |
4.7 |
188.0% |
32.1 |
| ATR |
8.9 |
8.8 |
-0.1 |
-0.7% |
0.0 |
| Volume |
3,314 |
5,725 |
2,411 |
72.8% |
2,739 |
|
| Daily Pivots for day following 08-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,546.8 |
1,543.9 |
1,530.7 |
|
| R3 |
1,539.6 |
1,536.7 |
1,528.7 |
|
| R2 |
1,532.4 |
1,532.4 |
1,528.0 |
|
| R1 |
1,529.5 |
1,529.5 |
1,527.4 |
1,531.0 |
| PP |
1,525.2 |
1,525.2 |
1,525.2 |
1,525.9 |
| S1 |
1,522.3 |
1,522.3 |
1,526.0 |
1,523.8 |
| S2 |
1,518.0 |
1,518.0 |
1,525.4 |
|
| S3 |
1,510.8 |
1,515.1 |
1,524.7 |
|
| S4 |
1,503.6 |
1,507.9 |
1,522.7 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,614.8 |
1,603.9 |
1,546.4 |
|
| R3 |
1,582.7 |
1,571.8 |
1,537.5 |
|
| R2 |
1,550.6 |
1,550.6 |
1,534.6 |
|
| R1 |
1,539.7 |
1,539.7 |
1,531.6 |
1,545.2 |
| PP |
1,518.5 |
1,518.5 |
1,518.5 |
1,521.3 |
| S1 |
1,507.6 |
1,507.6 |
1,525.8 |
1,513.1 |
| S2 |
1,486.4 |
1,486.4 |
1,522.8 |
|
| S3 |
1,454.3 |
1,475.5 |
1,519.9 |
|
| S4 |
1,422.2 |
1,443.4 |
1,511.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,530.2 |
1,513.5 |
16.7 |
1.1% |
5.7 |
0.4% |
79% |
False |
False |
2,262 |
| 10 |
1,530.2 |
1,497.4 |
32.8 |
2.1% |
6.0 |
0.4% |
89% |
False |
False |
1,225 |
| 20 |
1,530.2 |
1,460.6 |
69.6 |
4.6% |
7.0 |
0.5% |
95% |
False |
False |
850 |
| 40 |
1,530.2 |
1,388.4 |
141.8 |
9.3% |
6.4 |
0.4% |
98% |
False |
False |
568 |
| 60 |
1,530.2 |
1,388.4 |
141.8 |
9.3% |
5.6 |
0.4% |
98% |
False |
False |
402 |
| 80 |
1,530.2 |
1,388.4 |
141.8 |
9.3% |
4.9 |
0.3% |
98% |
False |
False |
416 |
| 100 |
1,530.2 |
1,388.4 |
141.8 |
9.3% |
4.1 |
0.3% |
98% |
False |
False |
482 |
| 120 |
1,530.2 |
1,388.4 |
141.8 |
9.3% |
3.7 |
0.2% |
98% |
False |
False |
420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,558.6 |
|
2.618 |
1,546.8 |
|
1.618 |
1,539.6 |
|
1.000 |
1,535.2 |
|
0.618 |
1,532.4 |
|
HIGH |
1,528.0 |
|
0.618 |
1,525.2 |
|
0.500 |
1,524.4 |
|
0.382 |
1,523.6 |
|
LOW |
1,520.8 |
|
0.618 |
1,516.4 |
|
1.000 |
1,513.6 |
|
1.618 |
1,509.2 |
|
2.618 |
1,502.0 |
|
4.250 |
1,490.2 |
|
|
| Fisher Pivots for day following 08-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,525.9 |
1,526.3 |
| PP |
1,525.2 |
1,525.9 |
| S1 |
1,524.4 |
1,525.5 |
|