| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,413.50 |
1,409.00 |
-4.50 |
-0.3% |
1,398.75 |
| High |
1,417.25 |
1,422.25 |
5.00 |
0.4% |
1,427.00 |
| Low |
1,400.75 |
1,397.00 |
-3.75 |
-0.3% |
1,382.25 |
| Close |
1,408.25 |
1,420.75 |
12.50 |
0.9% |
1,415.75 |
| Range |
16.50 |
25.25 |
8.75 |
53.0% |
44.75 |
| ATR |
22.78 |
22.96 |
0.18 |
0.8% |
0.00 |
| Volume |
1,924,510 |
1,247,386 |
-677,124 |
-35.2% |
7,992,711 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,489.00 |
1,480.25 |
1,434.75 |
|
| R3 |
1,463.75 |
1,455.00 |
1,427.75 |
|
| R2 |
1,438.50 |
1,438.50 |
1,425.50 |
|
| R1 |
1,429.75 |
1,429.75 |
1,423.00 |
1,434.00 |
| PP |
1,413.25 |
1,413.25 |
1,413.25 |
1,415.50 |
| S1 |
1,404.50 |
1,404.50 |
1,418.50 |
1,409.00 |
| S2 |
1,388.00 |
1,388.00 |
1,416.00 |
|
| S3 |
1,362.75 |
1,379.25 |
1,413.75 |
|
| S4 |
1,337.50 |
1,354.00 |
1,406.75 |
|
|
| 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 |
3.1% |
23.25 |
1.6% |
86% |
False |
False |
1,688,215 |
| 10 |
1,427.00 |
1,368.00 |
59.00 |
4.2% |
20.75 |
1.5% |
89% |
False |
False |
1,689,994 |
| 20 |
1,427.00 |
1,325.00 |
102.00 |
7.2% |
21.25 |
1.5% |
94% |
False |
False |
1,714,725 |
| 40 |
1,427.00 |
1,253.00 |
174.00 |
12.2% |
27.50 |
1.9% |
96% |
False |
False |
1,820,122 |
| 60 |
1,427.00 |
1,253.00 |
174.00 |
12.2% |
27.00 |
1.9% |
96% |
False |
False |
1,221,011 |
| 80 |
1,429.75 |
1,253.00 |
176.75 |
12.4% |
29.75 |
2.1% |
95% |
False |
False |
917,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,529.50 |
|
2.618 |
1,488.25 |
|
1.618 |
1,463.00 |
|
1.000 |
1,447.50 |
|
0.618 |
1,437.75 |
|
HIGH |
1,422.25 |
|
0.618 |
1,412.50 |
|
0.500 |
1,409.50 |
|
0.382 |
1,406.75 |
|
LOW |
1,397.00 |
|
0.618 |
1,381.50 |
|
1.000 |
1,371.75 |
|
1.618 |
1,356.25 |
|
2.618 |
1,331.00 |
|
4.250 |
1,289.75 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,417.00 |
1,417.75 |
| PP |
1,413.25 |
1,415.00 |
| S1 |
1,409.50 |
1,412.00 |
|