| Trading Metrics calculated at close of trading on 07-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,409.00 |
1,421.25 |
12.25 |
0.9% |
1,398.75 |
| High |
1,422.25 |
1,424.00 |
1.75 |
0.1% |
1,427.00 |
| Low |
1,397.00 |
1,390.50 |
-6.50 |
-0.5% |
1,382.25 |
| Close |
1,420.75 |
1,395.25 |
-25.50 |
-1.8% |
1,415.75 |
| Range |
25.25 |
33.50 |
8.25 |
32.7% |
44.75 |
| ATR |
22.96 |
23.71 |
0.75 |
3.3% |
0.00 |
| Volume |
1,247,386 |
1,891,642 |
644,256 |
51.6% |
7,992,711 |
|
| Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,503.75 |
1,483.00 |
1,413.75 |
|
| R3 |
1,470.25 |
1,449.50 |
1,404.50 |
|
| R2 |
1,436.75 |
1,436.75 |
1,401.50 |
|
| R1 |
1,416.00 |
1,416.00 |
1,398.25 |
1,409.50 |
| PP |
1,403.25 |
1,403.25 |
1,403.25 |
1,400.00 |
| S1 |
1,382.50 |
1,382.50 |
1,392.25 |
1,376.00 |
| S2 |
1,369.75 |
1,369.75 |
1,389.00 |
|
| S3 |
1,336.25 |
1,349.00 |
1,386.00 |
|
| S4 |
1,302.75 |
1,315.50 |
1,376.75 |
|
|
| 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 |
3.2% |
25.25 |
1.8% |
29% |
False |
False |
1,776,907 |
| 10 |
1,427.00 |
1,368.00 |
59.00 |
4.2% |
22.50 |
1.6% |
46% |
False |
False |
1,703,705 |
| 20 |
1,427.00 |
1,325.00 |
102.00 |
7.3% |
21.75 |
1.6% |
69% |
False |
False |
1,738,670 |
| 40 |
1,427.00 |
1,253.00 |
174.00 |
12.5% |
27.00 |
1.9% |
82% |
False |
False |
1,864,578 |
| 60 |
1,427.00 |
1,253.00 |
174.00 |
12.5% |
27.00 |
1.9% |
82% |
False |
False |
1,252,481 |
| 80 |
1,427.00 |
1,253.00 |
174.00 |
12.5% |
30.00 |
2.1% |
82% |
False |
False |
941,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,566.50 |
|
2.618 |
1,511.75 |
|
1.618 |
1,478.25 |
|
1.000 |
1,457.50 |
|
0.618 |
1,444.75 |
|
HIGH |
1,424.00 |
|
0.618 |
1,411.25 |
|
0.500 |
1,407.25 |
|
0.382 |
1,403.25 |
|
LOW |
1,390.50 |
|
0.618 |
1,369.75 |
|
1.000 |
1,357.00 |
|
1.618 |
1,336.25 |
|
2.618 |
1,302.75 |
|
4.250 |
1,248.00 |
|
|
| Fisher Pivots for day following 07-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,407.25 |
1,407.25 |
| PP |
1,403.25 |
1,403.25 |
| S1 |
1,399.25 |
1,399.25 |
|