| Trading Metrics calculated at close of trading on 05-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2008 |
05-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,411.25 |
1,413.50 |
2.25 |
0.2% |
1,398.75 |
| High |
1,427.00 |
1,417.25 |
-9.75 |
-0.7% |
1,427.00 |
| Low |
1,406.00 |
1,400.75 |
-5.25 |
-0.4% |
1,382.25 |
| Close |
1,415.75 |
1,408.25 |
-7.50 |
-0.5% |
1,415.75 |
| Range |
21.00 |
16.50 |
-4.50 |
-21.4% |
44.75 |
| ATR |
23.26 |
22.78 |
-0.48 |
-2.1% |
0.00 |
| Volume |
1,904,214 |
1,924,510 |
20,296 |
1.1% |
7,992,711 |
|
| Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,458.25 |
1,449.75 |
1,417.25 |
|
| R3 |
1,441.75 |
1,433.25 |
1,412.75 |
|
| R2 |
1,425.25 |
1,425.25 |
1,411.25 |
|
| R1 |
1,416.75 |
1,416.75 |
1,409.75 |
1,412.75 |
| PP |
1,408.75 |
1,408.75 |
1,408.75 |
1,406.75 |
| S1 |
1,400.25 |
1,400.25 |
1,406.75 |
1,396.25 |
| S2 |
1,392.25 |
1,392.25 |
1,405.25 |
|
| S3 |
1,375.75 |
1,383.75 |
1,403.75 |
|
| S4 |
1,359.25 |
1,367.25 |
1,399.25 |
|
|
| 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% |
20.50 |
1.5% |
58% |
False |
False |
1,669,883 |
| 10 |
1,427.00 |
1,368.00 |
59.00 |
4.2% |
20.25 |
1.4% |
68% |
False |
False |
1,691,053 |
| 20 |
1,427.00 |
1,325.00 |
102.00 |
7.2% |
20.50 |
1.5% |
82% |
False |
False |
1,726,166 |
| 40 |
1,427.00 |
1,253.00 |
174.00 |
12.4% |
27.50 |
2.0% |
89% |
False |
False |
1,791,459 |
| 60 |
1,427.00 |
1,253.00 |
174.00 |
12.4% |
27.00 |
1.9% |
89% |
False |
False |
1,200,250 |
| 80 |
1,429.75 |
1,253.00 |
176.75 |
12.6% |
29.75 |
2.1% |
88% |
False |
False |
901,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,487.50 |
|
2.618 |
1,460.50 |
|
1.618 |
1,444.00 |
|
1.000 |
1,433.75 |
|
0.618 |
1,427.50 |
|
HIGH |
1,417.25 |
|
0.618 |
1,411.00 |
|
0.500 |
1,409.00 |
|
0.382 |
1,407.00 |
|
LOW |
1,400.75 |
|
0.618 |
1,390.50 |
|
1.000 |
1,384.25 |
|
1.618 |
1,374.00 |
|
2.618 |
1,357.50 |
|
4.250 |
1,330.50 |
|
|
| Fisher Pivots for day following 05-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,409.00 |
1,407.00 |
| PP |
1,408.75 |
1,405.75 |
| S1 |
1,408.50 |
1,404.50 |
|