| 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 |
13,313 |
13,335 |
22 |
0.2% |
13,170 |
| High |
13,350 |
13,356 |
6 |
0.0% |
13,350 |
| Low |
13,305 |
13,270 |
-35 |
-0.3% |
13,078 |
| Close |
13,340 |
13,346 |
6 |
0.0% |
13,319 |
| Range |
45 |
86 |
41 |
91.1% |
272 |
| ATR |
99 |
98 |
-1 |
-0.9% |
0 |
| Volume |
120,681 |
69,162 |
-51,519 |
-42.7% |
618,826 |
|
| Daily Pivots for day following 08-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,582 |
13,550 |
13,393 |
|
| R3 |
13,496 |
13,464 |
13,370 |
|
| R2 |
13,410 |
13,410 |
13,362 |
|
| R1 |
13,378 |
13,378 |
13,354 |
13,394 |
| PP |
13,324 |
13,324 |
13,324 |
13,332 |
| S1 |
13,292 |
13,292 |
13,338 |
13,308 |
| S2 |
13,238 |
13,238 |
13,330 |
|
| S3 |
13,152 |
13,206 |
13,322 |
|
| S4 |
13,066 |
13,120 |
13,299 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,065 |
13,964 |
13,469 |
|
| R3 |
13,793 |
13,692 |
13,394 |
|
| R2 |
13,521 |
13,521 |
13,369 |
|
| R1 |
13,420 |
13,420 |
13,344 |
13,471 |
| PP |
13,249 |
13,249 |
13,249 |
13,274 |
| S1 |
13,148 |
13,148 |
13,294 |
13,199 |
| S2 |
12,977 |
12,977 |
13,269 |
|
| S3 |
12,705 |
12,876 |
13,244 |
|
| S4 |
12,433 |
12,604 |
13,170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,356 |
13,174 |
182 |
1.4% |
79 |
0.6% |
95% |
True |
False |
114,487 |
| 10 |
13,356 |
12,990 |
366 |
2.7% |
90 |
0.7% |
97% |
True |
False |
120,297 |
| 20 |
13,356 |
12,487 |
869 |
6.5% |
102 |
0.8% |
99% |
True |
False |
117,855 |
| 40 |
13,356 |
12,035 |
1,321 |
9.9% |
105 |
0.8% |
99% |
True |
False |
123,058 |
| 60 |
13,356 |
12,035 |
1,321 |
9.9% |
119 |
0.9% |
99% |
True |
False |
87,880 |
| 80 |
13,356 |
12,035 |
1,321 |
9.9% |
104 |
0.8% |
99% |
True |
False |
65,919 |
| 100 |
13,356 |
12,035 |
1,321 |
9.9% |
90 |
0.7% |
99% |
True |
False |
52,736 |
| 120 |
13,356 |
12,035 |
1,321 |
9.9% |
77 |
0.6% |
99% |
True |
False |
43,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,722 |
|
2.618 |
13,581 |
|
1.618 |
13,495 |
|
1.000 |
13,442 |
|
0.618 |
13,409 |
|
HIGH |
13,356 |
|
0.618 |
13,323 |
|
0.500 |
13,313 |
|
0.382 |
13,303 |
|
LOW |
13,270 |
|
0.618 |
13,217 |
|
1.000 |
13,184 |
|
1.618 |
13,131 |
|
2.618 |
13,045 |
|
4.250 |
12,905 |
|
|
| Fisher Pivots for day following 08-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,335 |
13,334 |
| PP |
13,324 |
13,321 |
| S1 |
13,313 |
13,309 |
|