| Trading Metrics calculated at close of trading on 12-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
| Open |
3,782.0 |
3,800.0 |
18.0 |
0.5% |
3,838.0 |
| High |
3,801.0 |
3,821.0 |
20.0 |
0.5% |
3,865.0 |
| Low |
3,765.0 |
3,784.0 |
19.0 |
0.5% |
3,765.0 |
| Close |
3,787.0 |
3,799.0 |
12.0 |
0.3% |
3,787.0 |
| Range |
36.0 |
37.0 |
1.0 |
2.8% |
100.0 |
| ATR |
65.7 |
63.7 |
-2.1 |
-3.1% |
0.0 |
| Volume |
2,910 |
290 |
-2,620 |
-90.0% |
9,185 |
|
| Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,912.3 |
3,892.7 |
3,819.4 |
|
| R3 |
3,875.3 |
3,855.7 |
3,809.2 |
|
| R2 |
3,838.3 |
3,838.3 |
3,805.8 |
|
| R1 |
3,818.7 |
3,818.7 |
3,802.4 |
3,810.0 |
| PP |
3,801.3 |
3,801.3 |
3,801.3 |
3,797.0 |
| S1 |
3,781.7 |
3,781.7 |
3,795.6 |
3,773.0 |
| S2 |
3,764.3 |
3,764.3 |
3,792.2 |
|
| S3 |
3,727.3 |
3,744.7 |
3,788.8 |
|
| S4 |
3,690.3 |
3,707.7 |
3,778.7 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,105.7 |
4,046.3 |
3,842.0 |
|
| R3 |
4,005.7 |
3,946.3 |
3,814.5 |
|
| R2 |
3,905.7 |
3,905.7 |
3,805.3 |
|
| R1 |
3,846.3 |
3,846.3 |
3,796.2 |
3,826.0 |
| PP |
3,805.7 |
3,805.7 |
3,805.7 |
3,795.5 |
| S1 |
3,746.3 |
3,746.3 |
3,777.8 |
3,726.0 |
| S2 |
3,705.7 |
3,705.7 |
3,768.7 |
|
| S3 |
3,605.7 |
3,646.3 |
3,759.5 |
|
| S4 |
3,505.7 |
3,546.3 |
3,732.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,865.0 |
3,765.0 |
100.0 |
2.6% |
43.6 |
1.1% |
34% |
False |
False |
1,876 |
| 10 |
3,880.0 |
3,745.0 |
135.0 |
3.6% |
40.7 |
1.1% |
40% |
False |
False |
1,281 |
| 20 |
3,880.0 |
3,603.0 |
277.0 |
7.3% |
51.3 |
1.4% |
71% |
False |
False |
1,251 |
| 40 |
3,880.0 |
3,359.0 |
521.0 |
13.7% |
67.7 |
1.8% |
84% |
False |
False |
6,984 |
| 60 |
3,880.0 |
3,359.0 |
521.0 |
13.7% |
68.1 |
1.8% |
84% |
False |
False |
5,388 |
| 80 |
4,117.0 |
3,359.0 |
758.0 |
20.0% |
75.9 |
2.0% |
58% |
False |
False |
4,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,978.3 |
|
2.618 |
3,917.9 |
|
1.618 |
3,880.9 |
|
1.000 |
3,858.0 |
|
0.618 |
3,843.9 |
|
HIGH |
3,821.0 |
|
0.618 |
3,806.9 |
|
0.500 |
3,802.5 |
|
0.382 |
3,798.1 |
|
LOW |
3,784.0 |
|
0.618 |
3,761.1 |
|
1.000 |
3,747.0 |
|
1.618 |
3,724.1 |
|
2.618 |
3,687.1 |
|
4.250 |
3,626.8 |
|
|
| Fisher Pivots for day following 12-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,802.5 |
3,802.0 |
| PP |
3,801.3 |
3,801.0 |
| S1 |
3,800.2 |
3,800.0 |
|