| Trading Metrics calculated at close of trading on 19-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
| Open |
3,871.0 |
3,870.0 |
-1.0 |
0.0% |
3,800.0 |
| High |
3,891.0 |
3,905.0 |
14.0 |
0.4% |
3,891.0 |
| Low |
3,850.0 |
3,859.0 |
9.0 |
0.2% |
3,772.0 |
| Close |
3,852.0 |
3,895.0 |
43.0 |
1.1% |
3,852.0 |
| Range |
41.0 |
46.0 |
5.0 |
12.2% |
119.0 |
| ATR |
60.3 |
59.8 |
-0.5 |
-0.9% |
0.0 |
| Volume |
834 |
17,682 |
16,848 |
2,020.1% |
8,299 |
|
| Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,024.3 |
4,005.7 |
3,920.3 |
|
| R3 |
3,978.3 |
3,959.7 |
3,907.7 |
|
| R2 |
3,932.3 |
3,932.3 |
3,903.4 |
|
| R1 |
3,913.7 |
3,913.7 |
3,899.2 |
3,923.0 |
| PP |
3,886.3 |
3,886.3 |
3,886.3 |
3,891.0 |
| S1 |
3,867.7 |
3,867.7 |
3,890.8 |
3,877.0 |
| S2 |
3,840.3 |
3,840.3 |
3,886.6 |
|
| S3 |
3,794.3 |
3,821.7 |
3,882.4 |
|
| S4 |
3,748.3 |
3,775.7 |
3,869.7 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,195.3 |
4,142.7 |
3,917.5 |
|
| R3 |
4,076.3 |
4,023.7 |
3,884.7 |
|
| R2 |
3,957.3 |
3,957.3 |
3,873.8 |
|
| R1 |
3,904.7 |
3,904.7 |
3,862.9 |
3,931.0 |
| PP |
3,838.3 |
3,838.3 |
3,838.3 |
3,851.5 |
| S1 |
3,785.7 |
3,785.7 |
3,841.1 |
3,812.0 |
| S2 |
3,719.3 |
3,719.3 |
3,830.2 |
|
| S3 |
3,600.3 |
3,666.7 |
3,819.3 |
|
| S4 |
3,481.3 |
3,547.7 |
3,786.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,905.0 |
3,772.0 |
133.0 |
3.4% |
48.0 |
1.2% |
92% |
True |
False |
5,138 |
| 10 |
3,905.0 |
3,765.0 |
140.0 |
3.6% |
45.8 |
1.2% |
93% |
True |
False |
3,507 |
| 20 |
3,905.0 |
3,653.0 |
252.0 |
6.5% |
48.4 |
1.2% |
96% |
True |
False |
2,139 |
| 40 |
3,905.0 |
3,417.0 |
488.0 |
12.5% |
58.0 |
1.5% |
98% |
True |
False |
1,694 |
| 60 |
3,905.0 |
3,359.0 |
546.0 |
14.0% |
66.1 |
1.7% |
98% |
True |
False |
5,726 |
| 80 |
3,905.0 |
3,359.0 |
546.0 |
14.0% |
67.7 |
1.7% |
98% |
True |
False |
4,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,100.5 |
|
2.618 |
4,025.4 |
|
1.618 |
3,979.4 |
|
1.000 |
3,951.0 |
|
0.618 |
3,933.4 |
|
HIGH |
3,905.0 |
|
0.618 |
3,887.4 |
|
0.500 |
3,882.0 |
|
0.382 |
3,876.6 |
|
LOW |
3,859.0 |
|
0.618 |
3,830.6 |
|
1.000 |
3,813.0 |
|
1.618 |
3,784.6 |
|
2.618 |
3,738.6 |
|
4.250 |
3,663.5 |
|
|
| Fisher Pivots for day following 19-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,890.7 |
3,884.7 |
| PP |
3,886.3 |
3,874.3 |
| S1 |
3,882.0 |
3,864.0 |
|