| Trading Metrics calculated at close of trading on 10-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2007 |
10-May-2007 |
Change |
Change % |
Previous Week |
| Open |
13,341 |
13,376 |
35 |
0.3% |
13,170 |
| High |
13,407 |
13,380 |
-27 |
-0.2% |
13,350 |
| Low |
13,318 |
13,246 |
-72 |
-0.5% |
13,078 |
| Close |
13,384 |
13,269 |
-115 |
-0.9% |
13,319 |
| Range |
89 |
134 |
45 |
50.6% |
272 |
| ATR |
97 |
100 |
3 |
3.0% |
0 |
| Volume |
102,340 |
117,307 |
14,967 |
14.6% |
618,826 |
|
| Daily Pivots for day following 10-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,700 |
13,619 |
13,343 |
|
| R3 |
13,566 |
13,485 |
13,306 |
|
| R2 |
13,432 |
13,432 |
13,294 |
|
| R1 |
13,351 |
13,351 |
13,281 |
13,325 |
| PP |
13,298 |
13,298 |
13,298 |
13,285 |
| S1 |
13,217 |
13,217 |
13,257 |
13,191 |
| S2 |
13,164 |
13,164 |
13,245 |
|
| S3 |
13,030 |
13,083 |
13,232 |
|
| S4 |
12,896 |
12,949 |
13,195 |
|
|
| 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 |
13,407 |
13,246 |
161 |
1.2% |
89 |
0.7% |
14% |
False |
True |
104,962 |
| 10 |
13,407 |
13,078 |
329 |
2.5% |
90 |
0.7% |
58% |
False |
False |
113,940 |
| 20 |
13,407 |
12,587 |
820 |
6.2% |
100 |
0.7% |
83% |
False |
False |
118,097 |
| 40 |
13,407 |
12,176 |
1,231 |
9.3% |
103 |
0.8% |
89% |
False |
False |
115,729 |
| 60 |
13,407 |
12,035 |
1,372 |
10.3% |
120 |
0.9% |
90% |
False |
False |
91,538 |
| 80 |
13,407 |
12,035 |
1,372 |
10.3% |
106 |
0.8% |
90% |
False |
False |
68,664 |
| 100 |
13,407 |
12,035 |
1,372 |
10.3% |
92 |
0.7% |
90% |
False |
False |
54,932 |
| 120 |
13,407 |
12,035 |
1,372 |
10.3% |
79 |
0.6% |
90% |
False |
False |
45,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,950 |
|
2.618 |
13,731 |
|
1.618 |
13,597 |
|
1.000 |
13,514 |
|
0.618 |
13,463 |
|
HIGH |
13,380 |
|
0.618 |
13,329 |
|
0.500 |
13,313 |
|
0.382 |
13,297 |
|
LOW |
13,246 |
|
0.618 |
13,163 |
|
1.000 |
13,112 |
|
1.618 |
13,029 |
|
2.618 |
12,895 |
|
4.250 |
12,677 |
|
|
| Fisher Pivots for day following 10-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,313 |
13,327 |
| PP |
13,298 |
13,307 |
| S1 |
13,284 |
13,288 |
|