| Trading Metrics calculated at close of trading on 15-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2007 |
15-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,635.0 |
6,603.0 |
-32.0 |
-0.5% |
6,646.0 |
| High |
6,638.0 |
6,628.0 |
-10.0 |
-0.2% |
6,646.0 |
| Low |
6,580.5 |
6,581.0 |
0.5 |
0.0% |
6,498.5 |
| Close |
6,603.0 |
6,604.0 |
1.0 |
0.0% |
6,617.5 |
| Range |
57.5 |
47.0 |
-10.5 |
-18.3% |
147.5 |
| ATR |
54.4 |
53.8 |
-0.5 |
-1.0% |
0.0 |
| Volume |
133 |
5,519 |
5,386 |
4,049.6% |
266 |
|
| Daily Pivots for day following 15-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,745.5 |
6,721.5 |
6,630.0 |
|
| R3 |
6,698.5 |
6,674.5 |
6,617.0 |
|
| R2 |
6,651.5 |
6,651.5 |
6,612.5 |
|
| R1 |
6,627.5 |
6,627.5 |
6,608.5 |
6,639.5 |
| PP |
6,604.5 |
6,604.5 |
6,604.5 |
6,610.0 |
| S1 |
6,580.5 |
6,580.5 |
6,599.5 |
6,592.5 |
| S2 |
6,557.5 |
6,557.5 |
6,595.5 |
|
| S3 |
6,510.5 |
6,533.5 |
6,591.0 |
|
| S4 |
6,463.5 |
6,486.5 |
6,578.0 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,030.0 |
6,971.0 |
6,698.5 |
|
| R3 |
6,882.5 |
6,823.5 |
6,658.0 |
|
| R2 |
6,735.0 |
6,735.0 |
6,644.5 |
|
| R1 |
6,676.0 |
6,676.0 |
6,631.0 |
6,632.0 |
| PP |
6,587.5 |
6,587.5 |
6,587.5 |
6,565.0 |
| S1 |
6,528.5 |
6,528.5 |
6,604.0 |
6,484.0 |
| S2 |
6,440.0 |
6,440.0 |
6,590.5 |
|
| S3 |
6,292.5 |
6,381.0 |
6,577.0 |
|
| S4 |
6,145.0 |
6,233.5 |
6,536.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,642.0 |
6,498.5 |
143.5 |
2.2% |
67.0 |
1.0% |
74% |
False |
False |
1,161 |
| 10 |
6,650.0 |
6,498.5 |
151.5 |
2.3% |
44.5 |
0.7% |
70% |
False |
False |
609 |
| 20 |
6,650.0 |
6,451.5 |
198.5 |
3.0% |
35.5 |
0.5% |
77% |
False |
False |
338 |
| 40 |
6,650.0 |
6,214.0 |
436.0 |
6.6% |
38.0 |
0.6% |
89% |
False |
False |
367 |
| 60 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
33.0 |
0.5% |
92% |
False |
False |
290 |
| 80 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
26.5 |
0.4% |
92% |
False |
False |
244 |
| 100 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
23.0 |
0.3% |
92% |
False |
False |
196 |
| 120 |
6,650.0 |
6,062.5 |
587.5 |
8.9% |
19.0 |
0.3% |
92% |
False |
False |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,828.0 |
|
2.618 |
6,751.0 |
|
1.618 |
6,704.0 |
|
1.000 |
6,675.0 |
|
0.618 |
6,657.0 |
|
HIGH |
6,628.0 |
|
0.618 |
6,610.0 |
|
0.500 |
6,604.5 |
|
0.382 |
6,599.0 |
|
LOW |
6,581.0 |
|
0.618 |
6,552.0 |
|
1.000 |
6,534.0 |
|
1.618 |
6,505.0 |
|
2.618 |
6,458.0 |
|
4.250 |
6,381.0 |
|
|
| Fisher Pivots for day following 15-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,604.5 |
6,592.0 |
| PP |
6,604.5 |
6,580.0 |
| S1 |
6,604.0 |
6,568.0 |
|