| Trading Metrics calculated at close of trading on 14-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
| Open |
13,266 |
13,381 |
115 |
0.9% |
13,313 |
| High |
13,385 |
13,421 |
36 |
0.3% |
13,407 |
| Low |
13,235 |
13,332 |
97 |
0.7% |
13,235 |
| Close |
13,379 |
13,388 |
9 |
0.1% |
13,379 |
| Range |
150 |
89 |
-61 |
-40.7% |
172 |
| ATR |
104 |
103 |
-1 |
-1.0% |
0 |
| Volume |
155,410 |
123,838 |
-31,572 |
-20.3% |
564,900 |
|
| Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,647 |
13,607 |
13,437 |
|
| R3 |
13,558 |
13,518 |
13,413 |
|
| R2 |
13,469 |
13,469 |
13,404 |
|
| R1 |
13,429 |
13,429 |
13,396 |
13,449 |
| PP |
13,380 |
13,380 |
13,380 |
13,391 |
| S1 |
13,340 |
13,340 |
13,380 |
13,360 |
| S2 |
13,291 |
13,291 |
13,372 |
|
| S3 |
13,202 |
13,251 |
13,364 |
|
| S4 |
13,113 |
13,162 |
13,339 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,856 |
13,790 |
13,474 |
|
| R3 |
13,684 |
13,618 |
13,426 |
|
| R2 |
13,512 |
13,512 |
13,411 |
|
| R1 |
13,446 |
13,446 |
13,395 |
13,479 |
| PP |
13,340 |
13,340 |
13,340 |
13,357 |
| S1 |
13,274 |
13,274 |
13,363 |
13,307 |
| S2 |
13,168 |
13,168 |
13,348 |
|
| S3 |
12,996 |
13,102 |
13,332 |
|
| S4 |
12,824 |
12,930 |
13,285 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,421 |
13,235 |
186 |
1.4% |
110 |
0.8% |
82% |
True |
False |
113,611 |
| 10 |
13,421 |
13,078 |
343 |
2.6% |
96 |
0.7% |
90% |
True |
False |
118,797 |
| 20 |
13,421 |
12,736 |
685 |
5.1% |
101 |
0.8% |
95% |
True |
False |
120,323 |
| 40 |
13,421 |
12,303 |
1,118 |
8.4% |
103 |
0.8% |
97% |
True |
False |
115,781 |
| 60 |
13,421 |
12,035 |
1,386 |
10.4% |
122 |
0.9% |
98% |
True |
False |
96,191 |
| 80 |
13,421 |
12,035 |
1,386 |
10.4% |
107 |
0.8% |
98% |
True |
False |
72,154 |
| 100 |
13,421 |
12,035 |
1,386 |
10.4% |
94 |
0.7% |
98% |
True |
False |
57,725 |
| 120 |
13,421 |
12,035 |
1,386 |
10.4% |
81 |
0.6% |
98% |
True |
False |
48,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,799 |
|
2.618 |
13,654 |
|
1.618 |
13,565 |
|
1.000 |
13,510 |
|
0.618 |
13,476 |
|
HIGH |
13,421 |
|
0.618 |
13,387 |
|
0.500 |
13,377 |
|
0.382 |
13,366 |
|
LOW |
13,332 |
|
0.618 |
13,277 |
|
1.000 |
13,243 |
|
1.618 |
13,188 |
|
2.618 |
13,099 |
|
4.250 |
12,954 |
|
|
| Fisher Pivots for day following 14-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,384 |
13,368 |
| PP |
13,380 |
13,348 |
| S1 |
13,377 |
13,328 |
|