| Trading Metrics calculated at close of trading on 08-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2008 |
08-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,421.25 |
1,394.00 |
-27.25 |
-1.9% |
1,398.75 |
| High |
1,424.00 |
1,403.00 |
-21.00 |
-1.5% |
1,427.00 |
| Low |
1,390.50 |
1,389.25 |
-1.25 |
-0.1% |
1,382.25 |
| Close |
1,395.25 |
1,392.00 |
-3.25 |
-0.2% |
1,415.75 |
| Range |
33.50 |
13.75 |
-19.75 |
-59.0% |
44.75 |
| ATR |
23.71 |
23.00 |
-0.71 |
-3.0% |
0.00 |
| Volume |
1,891,642 |
1,944,506 |
52,864 |
2.8% |
7,992,711 |
|
| Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,436.00 |
1,427.75 |
1,399.50 |
|
| R3 |
1,422.25 |
1,414.00 |
1,395.75 |
|
| R2 |
1,408.50 |
1,408.50 |
1,394.50 |
|
| R1 |
1,400.25 |
1,400.25 |
1,393.25 |
1,397.50 |
| PP |
1,394.75 |
1,394.75 |
1,394.75 |
1,393.50 |
| S1 |
1,386.50 |
1,386.50 |
1,390.75 |
1,383.75 |
| S2 |
1,381.00 |
1,381.00 |
1,389.50 |
|
| S3 |
1,367.25 |
1,372.75 |
1,388.25 |
|
| S4 |
1,353.50 |
1,359.00 |
1,384.50 |
|
|
| 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 |
1,389.25 |
37.75 |
2.7% |
22.00 |
1.6% |
7% |
False |
True |
1,782,451 |
| 10 |
1,427.00 |
1,380.50 |
46.50 |
3.3% |
20.75 |
1.5% |
25% |
False |
False |
1,714,699 |
| 20 |
1,427.00 |
1,325.00 |
102.00 |
7.3% |
21.50 |
1.5% |
66% |
False |
False |
1,744,223 |
| 40 |
1,427.00 |
1,253.00 |
174.00 |
12.5% |
26.75 |
1.9% |
80% |
False |
False |
1,909,684 |
| 60 |
1,427.00 |
1,253.00 |
174.00 |
12.5% |
26.75 |
1.9% |
80% |
False |
False |
1,284,803 |
| 80 |
1,427.00 |
1,253.00 |
174.00 |
12.5% |
29.75 |
2.1% |
80% |
False |
False |
965,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,461.50 |
|
2.618 |
1,439.00 |
|
1.618 |
1,425.25 |
|
1.000 |
1,416.75 |
|
0.618 |
1,411.50 |
|
HIGH |
1,403.00 |
|
0.618 |
1,397.75 |
|
0.500 |
1,396.00 |
|
0.382 |
1,394.50 |
|
LOW |
1,389.25 |
|
0.618 |
1,380.75 |
|
1.000 |
1,375.50 |
|
1.618 |
1,367.00 |
|
2.618 |
1,353.25 |
|
4.250 |
1,330.75 |
|
|
| Fisher Pivots for day following 08-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,396.00 |
1,406.50 |
| PP |
1,394.75 |
1,401.75 |
| S1 |
1,393.50 |
1,397.00 |
|