| Trading Metrics calculated at close of trading on 21-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
| Open |
6,636.0 |
6,701.5 |
65.5 |
1.0% |
6,635.0 |
| High |
6,702.0 |
6,721.0 |
19.0 |
0.3% |
6,702.0 |
| Low |
6,636.0 |
6,675.5 |
39.5 |
0.6% |
6,580.5 |
| Close |
6,687.0 |
6,686.5 |
-0.5 |
0.0% |
6,687.0 |
| Range |
66.0 |
45.5 |
-20.5 |
-31.1% |
121.5 |
| ATR |
50.6 |
50.2 |
-0.4 |
-0.7% |
0.0 |
| Volume |
72 |
198 |
126 |
175.0% |
5,736 |
|
| Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,831.0 |
6,804.0 |
6,711.5 |
|
| R3 |
6,785.5 |
6,758.5 |
6,699.0 |
|
| R2 |
6,740.0 |
6,740.0 |
6,695.0 |
|
| R1 |
6,713.0 |
6,713.0 |
6,690.5 |
6,704.0 |
| PP |
6,694.5 |
6,694.5 |
6,694.5 |
6,689.5 |
| S1 |
6,667.5 |
6,667.5 |
6,682.5 |
6,658.0 |
| S2 |
6,649.0 |
6,649.0 |
6,678.0 |
|
| S3 |
6,603.5 |
6,622.0 |
6,674.0 |
|
| S4 |
6,558.0 |
6,576.5 |
6,661.5 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,021.0 |
6,975.5 |
6,754.0 |
|
| R3 |
6,899.5 |
6,854.0 |
6,720.5 |
|
| R2 |
6,778.0 |
6,778.0 |
6,709.5 |
|
| R1 |
6,732.5 |
6,732.5 |
6,698.0 |
6,755.0 |
| PP |
6,656.5 |
6,656.5 |
6,656.5 |
6,668.0 |
| S1 |
6,611.0 |
6,611.0 |
6,676.0 |
6,634.0 |
| S2 |
6,535.0 |
6,535.0 |
6,664.5 |
|
| S3 |
6,413.5 |
6,489.5 |
6,653.5 |
|
| S4 |
6,292.0 |
6,368.0 |
6,620.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,721.0 |
6,581.0 |
140.0 |
2.1% |
37.0 |
0.6% |
75% |
True |
False |
1,160 |
| 10 |
6,721.0 |
6,498.5 |
222.5 |
3.3% |
53.0 |
0.8% |
84% |
True |
False |
620 |
| 20 |
6,721.0 |
6,451.5 |
269.5 |
4.0% |
38.0 |
0.6% |
87% |
True |
False |
334 |
| 40 |
6,721.0 |
6,321.5 |
399.5 |
6.0% |
37.0 |
0.6% |
91% |
True |
False |
330 |
| 60 |
6,721.0 |
6,062.5 |
658.5 |
9.8% |
35.0 |
0.5% |
95% |
True |
False |
294 |
| 80 |
6,721.0 |
6,062.5 |
658.5 |
9.8% |
26.5 |
0.4% |
95% |
True |
False |
247 |
| 100 |
6,721.0 |
6,062.5 |
658.5 |
9.8% |
24.0 |
0.4% |
95% |
True |
False |
199 |
| 120 |
6,721.0 |
6,062.5 |
658.5 |
9.8% |
20.5 |
0.3% |
95% |
True |
False |
166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,914.5 |
|
2.618 |
6,840.0 |
|
1.618 |
6,794.5 |
|
1.000 |
6,766.5 |
|
0.618 |
6,749.0 |
|
HIGH |
6,721.0 |
|
0.618 |
6,703.5 |
|
0.500 |
6,698.0 |
|
0.382 |
6,693.0 |
|
LOW |
6,675.5 |
|
0.618 |
6,647.5 |
|
1.000 |
6,630.0 |
|
1.618 |
6,602.0 |
|
2.618 |
6,556.5 |
|
4.250 |
6,482.0 |
|
|
| Fisher Pivots for day following 21-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,698.0 |
6,679.5 |
| PP |
6,694.5 |
6,672.5 |
| S1 |
6,690.5 |
6,666.0 |
|