| Trading Metrics calculated at close of trading on 14-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
| Open |
3,810.0 |
3,817.0 |
7.0 |
0.2% |
3,838.0 |
| High |
3,814.0 |
3,855.0 |
41.0 |
1.1% |
3,865.0 |
| Low |
3,772.0 |
3,800.0 |
28.0 |
0.7% |
3,765.0 |
| Close |
3,802.0 |
3,847.0 |
45.0 |
1.2% |
3,787.0 |
| Range |
42.0 |
55.0 |
13.0 |
31.0% |
100.0 |
| ATR |
62.1 |
61.6 |
-0.5 |
-0.8% |
0.0 |
| Volume |
687 |
3,914 |
3,227 |
469.7% |
9,185 |
|
| Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,999.0 |
3,978.0 |
3,877.3 |
|
| R3 |
3,944.0 |
3,923.0 |
3,862.1 |
|
| R2 |
3,889.0 |
3,889.0 |
3,857.1 |
|
| R1 |
3,868.0 |
3,868.0 |
3,852.0 |
3,878.5 |
| PP |
3,834.0 |
3,834.0 |
3,834.0 |
3,839.3 |
| S1 |
3,813.0 |
3,813.0 |
3,842.0 |
3,823.5 |
| S2 |
3,779.0 |
3,779.0 |
3,836.9 |
|
| S3 |
3,724.0 |
3,758.0 |
3,831.9 |
|
| S4 |
3,669.0 |
3,703.0 |
3,816.8 |
|
|
| 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 |
3,855.0 |
3,765.0 |
90.0 |
2.3% |
40.6 |
1.1% |
91% |
True |
False |
2,088 |
| 10 |
3,880.0 |
3,745.0 |
135.0 |
3.5% |
44.9 |
1.2% |
76% |
False |
False |
1,724 |
| 20 |
3,880.0 |
3,648.0 |
232.0 |
6.0% |
51.6 |
1.3% |
86% |
False |
False |
1,345 |
| 40 |
3,880.0 |
3,359.0 |
521.0 |
13.5% |
63.4 |
1.6% |
94% |
False |
False |
5,820 |
| 60 |
3,880.0 |
3,359.0 |
521.0 |
13.5% |
66.9 |
1.7% |
94% |
False |
False |
5,456 |
| 80 |
3,902.0 |
3,359.0 |
543.0 |
14.1% |
74.0 |
1.9% |
90% |
False |
False |
4,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,088.8 |
|
2.618 |
3,999.0 |
|
1.618 |
3,944.0 |
|
1.000 |
3,910.0 |
|
0.618 |
3,889.0 |
|
HIGH |
3,855.0 |
|
0.618 |
3,834.0 |
|
0.500 |
3,827.5 |
|
0.382 |
3,821.0 |
|
LOW |
3,800.0 |
|
0.618 |
3,766.0 |
|
1.000 |
3,745.0 |
|
1.618 |
3,711.0 |
|
2.618 |
3,656.0 |
|
4.250 |
3,566.3 |
|
|
| Fisher Pivots for day following 14-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,840.5 |
3,835.8 |
| PP |
3,834.0 |
3,824.7 |
| S1 |
3,827.5 |
3,813.5 |
|