| 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 |
13,325.81 |
13,346.05 |
20.24 |
0.2% |
13,264.13 |
| High |
13,383.76 |
13,481.60 |
97.84 |
0.7% |
13,369.29 |
| Low |
13,297.04 |
13,339.47 |
42.43 |
0.3% |
13,210.90 |
| Close |
13,346.78 |
13,383.84 |
37.06 |
0.3% |
13,326.22 |
| Range |
86.72 |
142.13 |
55.41 |
63.9% |
158.39 |
| ATR |
97.93 |
101.09 |
3.16 |
3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,828.03 |
13,748.06 |
13,462.01 |
|
| R3 |
13,685.90 |
13,605.93 |
13,422.93 |
|
| R2 |
13,543.77 |
13,543.77 |
13,409.90 |
|
| R1 |
13,463.80 |
13,463.80 |
13,396.87 |
13,503.79 |
| PP |
13,401.64 |
13,401.64 |
13,401.64 |
13,421.63 |
| S1 |
13,321.67 |
13,321.67 |
13,370.81 |
13,361.66 |
| S2 |
13,259.51 |
13,259.51 |
13,357.78 |
|
| S3 |
13,117.38 |
13,179.54 |
13,344.75 |
|
| S4 |
12,975.25 |
13,037.41 |
13,305.67 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,777.31 |
13,710.15 |
13,413.33 |
|
| R3 |
13,618.92 |
13,551.76 |
13,369.78 |
|
| R2 |
13,460.53 |
13,460.53 |
13,355.26 |
|
| R1 |
13,393.37 |
13,393.37 |
13,340.74 |
13,426.95 |
| PP |
13,302.14 |
13,302.14 |
13,302.14 |
13,318.93 |
| S1 |
13,234.98 |
13,234.98 |
13,311.70 |
13,268.56 |
| S2 |
13,143.75 |
13,143.75 |
13,297.18 |
|
| S3 |
12,985.36 |
13,076.59 |
13,282.66 |
|
| S4 |
12,826.97 |
12,918.20 |
13,239.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,481.60 |
13,210.90 |
270.70 |
2.0% |
117.89 |
0.9% |
64% |
True |
False |
|
| 10 |
13,481.60 |
13,130.53 |
351.07 |
2.6% |
95.55 |
0.7% |
72% |
True |
False |
|
| 20 |
13,481.60 |
12,728.99 |
752.61 |
5.6% |
98.20 |
0.7% |
87% |
True |
False |
|
| 40 |
13,481.60 |
12,213.11 |
1,268.49 |
9.5% |
99.82 |
0.7% |
92% |
True |
False |
|
| 60 |
13,481.60 |
11,939.61 |
1,541.99 |
11.5% |
116.13 |
0.9% |
94% |
True |
False |
|
| 80 |
13,481.60 |
11,939.61 |
1,541.99 |
11.5% |
108.34 |
0.8% |
94% |
True |
False |
|
| 100 |
13,481.60 |
11,939.61 |
1,541.99 |
11.5% |
103.98 |
0.8% |
94% |
True |
False |
|
| 120 |
13,481.60 |
11,939.61 |
1,541.99 |
11.5% |
100.84 |
0.8% |
94% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,085.65 |
|
2.618 |
13,853.70 |
|
1.618 |
13,711.57 |
|
1.000 |
13,623.73 |
|
0.618 |
13,569.44 |
|
HIGH |
13,481.60 |
|
0.618 |
13,427.31 |
|
0.500 |
13,410.54 |
|
0.382 |
13,393.76 |
|
LOW |
13,339.47 |
|
0.618 |
13,251.63 |
|
1.000 |
13,197.34 |
|
1.618 |
13,109.50 |
|
2.618 |
12,967.37 |
|
4.250 |
12,735.42 |
|
|
| Fisher Pivots for day following 15-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,410.54 |
13,371.50 |
| PP |
13,401.64 |
13,359.16 |
| S1 |
13,392.74 |
13,346.82 |
|