| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
3,838.0 |
3,853.0 |
15.0 |
0.4% |
3,782.0 |
| High |
3,862.0 |
3,854.0 |
-8.0 |
-0.2% |
3,880.0 |
| Low |
3,838.0 |
3,800.0 |
-38.0 |
-1.0% |
3,745.0 |
| Close |
3,848.0 |
3,826.0 |
-22.0 |
-0.6% |
3,857.0 |
| Range |
24.0 |
54.0 |
30.0 |
125.0% |
135.0 |
| ATR |
69.3 |
68.2 |
-1.1 |
-1.6% |
0.0 |
| Volume |
91 |
1,780 |
1,689 |
1,856.0% |
3,344 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,988.7 |
3,961.3 |
3,855.7 |
|
| R3 |
3,934.7 |
3,907.3 |
3,840.9 |
|
| R2 |
3,880.7 |
3,880.7 |
3,835.9 |
|
| R1 |
3,853.3 |
3,853.3 |
3,831.0 |
3,840.0 |
| PP |
3,826.7 |
3,826.7 |
3,826.7 |
3,820.0 |
| S1 |
3,799.3 |
3,799.3 |
3,821.1 |
3,786.0 |
| S2 |
3,772.7 |
3,772.7 |
3,816.1 |
|
| S3 |
3,718.7 |
3,745.3 |
3,811.2 |
|
| S4 |
3,664.7 |
3,691.3 |
3,796.3 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,232.3 |
4,179.7 |
3,931.3 |
|
| R3 |
4,097.3 |
4,044.7 |
3,894.1 |
|
| R2 |
3,962.3 |
3,962.3 |
3,881.8 |
|
| R1 |
3,909.7 |
3,909.7 |
3,869.4 |
3,936.0 |
| PP |
3,827.3 |
3,827.3 |
3,827.3 |
3,840.5 |
| S1 |
3,774.7 |
3,774.7 |
3,844.6 |
3,801.0 |
| S2 |
3,692.3 |
3,692.3 |
3,832.3 |
|
| S3 |
3,557.3 |
3,639.7 |
3,819.9 |
|
| S4 |
3,422.3 |
3,504.7 |
3,782.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,880.0 |
3,745.0 |
135.0 |
3.5% |
43.4 |
1.1% |
60% |
False |
False |
1,032 |
| 10 |
3,880.0 |
3,653.0 |
227.0 |
5.9% |
50.9 |
1.3% |
76% |
False |
False |
938 |
| 20 |
3,880.0 |
3,603.0 |
277.0 |
7.2% |
57.1 |
1.5% |
81% |
False |
False |
1,031 |
| 40 |
3,880.0 |
3,359.0 |
521.0 |
13.6% |
71.9 |
1.9% |
90% |
False |
False |
7,547 |
| 60 |
3,880.0 |
3,359.0 |
521.0 |
13.6% |
70.2 |
1.8% |
90% |
False |
False |
5,356 |
| 80 |
4,245.0 |
3,359.0 |
886.0 |
23.2% |
76.5 |
2.0% |
53% |
False |
False |
4,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,083.5 |
|
2.618 |
3,995.4 |
|
1.618 |
3,941.4 |
|
1.000 |
3,908.0 |
|
0.618 |
3,887.4 |
|
HIGH |
3,854.0 |
|
0.618 |
3,833.4 |
|
0.500 |
3,827.0 |
|
0.382 |
3,820.6 |
|
LOW |
3,800.0 |
|
0.618 |
3,766.6 |
|
1.000 |
3,746.0 |
|
1.618 |
3,712.6 |
|
2.618 |
3,658.6 |
|
4.250 |
3,570.5 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,827.0 |
3,840.0 |
| PP |
3,826.7 |
3,835.3 |
| S1 |
3,826.3 |
3,830.7 |
|