| Trading Metrics calculated at close of trading on 01-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
01-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,388.00 |
1,383.00 |
-5.00 |
-0.4% |
1,389.00 |
| High |
1,407.00 |
1,412.25 |
5.25 |
0.4% |
1,400.75 |
| Low |
1,383.50 |
1,382.25 |
-1.25 |
-0.1% |
1,368.00 |
| Close |
1,386.00 |
1,411.50 |
25.50 |
1.8% |
1,397.00 |
| Range |
23.50 |
30.00 |
6.50 |
27.7% |
32.75 |
| ATR |
22.93 |
23.44 |
0.50 |
2.2% |
0.00 |
| Volume |
1,448,179 |
1,916,786 |
468,607 |
32.4% |
8,981,081 |
|
| Daily Pivots for day following 01-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,492.00 |
1,481.75 |
1,428.00 |
|
| R3 |
1,462.00 |
1,451.75 |
1,419.75 |
|
| R2 |
1,432.00 |
1,432.00 |
1,417.00 |
|
| R1 |
1,421.75 |
1,421.75 |
1,414.25 |
1,427.00 |
| PP |
1,402.00 |
1,402.00 |
1,402.00 |
1,404.50 |
| S1 |
1,391.75 |
1,391.75 |
1,408.75 |
1,397.00 |
| S2 |
1,372.00 |
1,372.00 |
1,406.00 |
|
| S3 |
1,342.00 |
1,361.75 |
1,403.25 |
|
| S4 |
1,312.00 |
1,331.75 |
1,395.00 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,486.75 |
1,474.75 |
1,415.00 |
|
| R3 |
1,454.00 |
1,442.00 |
1,406.00 |
|
| R2 |
1,421.25 |
1,421.25 |
1,403.00 |
|
| R1 |
1,409.25 |
1,409.25 |
1,400.00 |
1,415.25 |
| PP |
1,388.50 |
1,388.50 |
1,388.50 |
1,391.50 |
| S1 |
1,376.50 |
1,376.50 |
1,394.00 |
1,382.50 |
| S2 |
1,355.75 |
1,355.75 |
1,391.00 |
|
| S3 |
1,323.00 |
1,343.75 |
1,388.00 |
|
| S4 |
1,290.25 |
1,311.00 |
1,379.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,412.25 |
1,380.50 |
31.75 |
2.2% |
19.50 |
1.4% |
98% |
True |
False |
1,646,947 |
| 10 |
1,412.25 |
1,368.00 |
44.25 |
3.1% |
20.75 |
1.5% |
98% |
True |
False |
1,685,775 |
| 20 |
1,412.25 |
1,325.00 |
87.25 |
6.2% |
20.75 |
1.5% |
99% |
True |
False |
1,710,634 |
| 40 |
1,412.25 |
1,253.00 |
159.25 |
11.3% |
28.50 |
2.0% |
100% |
True |
False |
1,699,189 |
| 60 |
1,412.25 |
1,253.00 |
159.25 |
11.3% |
27.25 |
1.9% |
100% |
True |
False |
1,136,628 |
| 80 |
1,442.50 |
1,253.00 |
189.50 |
13.4% |
30.00 |
2.1% |
84% |
False |
False |
854,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,539.75 |
|
2.618 |
1,490.75 |
|
1.618 |
1,460.75 |
|
1.000 |
1,442.25 |
|
0.618 |
1,430.75 |
|
HIGH |
1,412.25 |
|
0.618 |
1,400.75 |
|
0.500 |
1,397.25 |
|
0.382 |
1,393.75 |
|
LOW |
1,382.25 |
|
0.618 |
1,363.75 |
|
1.000 |
1,352.25 |
|
1.618 |
1,333.75 |
|
2.618 |
1,303.75 |
|
4.250 |
1,254.75 |
|
|
| Fisher Pivots for day following 01-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,406.75 |
1,406.75 |
| PP |
1,402.00 |
1,402.00 |
| S1 |
1,397.25 |
1,397.25 |
|