| Trading Metrics calculated at close of trading on 02-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2008 |
02-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,383.00 |
1,411.25 |
28.25 |
2.0% |
1,398.75 |
| High |
1,412.25 |
1,427.00 |
14.75 |
1.0% |
1,427.00 |
| Low |
1,382.25 |
1,406.00 |
23.75 |
1.7% |
1,382.25 |
| Close |
1,411.50 |
1,415.75 |
4.25 |
0.3% |
1,415.75 |
| Range |
30.00 |
21.00 |
-9.00 |
-30.0% |
44.75 |
| ATR |
23.44 |
23.26 |
-0.17 |
-0.7% |
0.00 |
| Volume |
1,916,786 |
1,904,214 |
-12,572 |
-0.7% |
7,992,711 |
|
| Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,479.25 |
1,468.50 |
1,427.25 |
|
| R3 |
1,458.25 |
1,447.50 |
1,421.50 |
|
| R2 |
1,437.25 |
1,437.25 |
1,419.50 |
|
| R1 |
1,426.50 |
1,426.50 |
1,417.75 |
1,432.00 |
| PP |
1,416.25 |
1,416.25 |
1,416.25 |
1,419.00 |
| S1 |
1,405.50 |
1,405.50 |
1,413.75 |
1,411.00 |
| S2 |
1,395.25 |
1,395.25 |
1,412.00 |
|
| S3 |
1,374.25 |
1,384.50 |
1,410.00 |
|
| S4 |
1,353.25 |
1,363.50 |
1,404.25 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,542.50 |
1,524.00 |
1,440.25 |
|
| R3 |
1,497.75 |
1,479.25 |
1,428.00 |
|
| R2 |
1,453.00 |
1,453.00 |
1,424.00 |
|
| R1 |
1,434.50 |
1,434.50 |
1,419.75 |
1,443.75 |
| PP |
1,408.25 |
1,408.25 |
1,408.25 |
1,413.00 |
| S1 |
1,389.75 |
1,389.75 |
1,411.75 |
1,399.00 |
| S2 |
1,363.50 |
1,363.50 |
1,407.50 |
|
| S3 |
1,318.75 |
1,345.00 |
1,403.50 |
|
| S4 |
1,274.00 |
1,300.25 |
1,391.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,427.00 |
1,382.25 |
44.75 |
3.2% |
19.50 |
1.4% |
75% |
True |
False |
1,598,542 |
| 10 |
1,427.00 |
1,368.00 |
59.00 |
4.2% |
20.00 |
1.4% |
81% |
True |
False |
1,697,379 |
| 20 |
1,427.00 |
1,325.00 |
102.00 |
7.2% |
20.75 |
1.5% |
89% |
True |
False |
1,725,994 |
| 40 |
1,427.00 |
1,253.00 |
174.00 |
12.3% |
28.00 |
2.0% |
94% |
True |
False |
1,745,431 |
| 60 |
1,427.00 |
1,253.00 |
174.00 |
12.3% |
27.00 |
1.9% |
94% |
True |
False |
1,168,313 |
| 80 |
1,442.50 |
1,253.00 |
189.50 |
13.4% |
30.00 |
2.1% |
86% |
False |
False |
877,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,516.25 |
|
2.618 |
1,482.00 |
|
1.618 |
1,461.00 |
|
1.000 |
1,448.00 |
|
0.618 |
1,440.00 |
|
HIGH |
1,427.00 |
|
0.618 |
1,419.00 |
|
0.500 |
1,416.50 |
|
0.382 |
1,414.00 |
|
LOW |
1,406.00 |
|
0.618 |
1,393.00 |
|
1.000 |
1,385.00 |
|
1.618 |
1,372.00 |
|
2.618 |
1,351.00 |
|
4.250 |
1,316.75 |
|
|
| Fisher Pivots for day following 02-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,416.50 |
1,412.00 |
| PP |
1,416.25 |
1,408.25 |
| S1 |
1,416.00 |
1,404.50 |
|