| Trading Metrics calculated at close of trading on 14-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,403.50 |
1,404.00 |
0.50 |
0.0% |
1,413.50 |
| High |
1,410.75 |
1,421.50 |
10.75 |
0.8% |
1,424.00 |
| Low |
1,396.50 |
1,398.75 |
2.25 |
0.2% |
1,381.75 |
| Close |
1,404.75 |
1,407.75 |
3.00 |
0.2% |
1,389.00 |
| Range |
14.25 |
22.75 |
8.50 |
59.6% |
42.25 |
| ATR |
21.38 |
21.48 |
0.10 |
0.5% |
0.00 |
| Volume |
1,570,216 |
1,527,087 |
-43,129 |
-2.7% |
8,711,275 |
|
| Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,477.50 |
1,465.50 |
1,420.25 |
|
| R3 |
1,454.75 |
1,442.75 |
1,414.00 |
|
| R2 |
1,432.00 |
1,432.00 |
1,412.00 |
|
| R1 |
1,420.00 |
1,420.00 |
1,409.75 |
1,426.00 |
| PP |
1,409.25 |
1,409.25 |
1,409.25 |
1,412.50 |
| S1 |
1,397.25 |
1,397.25 |
1,405.75 |
1,403.25 |
| S2 |
1,386.50 |
1,386.50 |
1,403.50 |
|
| S3 |
1,363.75 |
1,374.50 |
1,401.50 |
|
| S4 |
1,341.00 |
1,351.75 |
1,395.25 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,525.00 |
1,499.25 |
1,412.25 |
|
| R3 |
1,482.75 |
1,457.00 |
1,400.50 |
|
| R2 |
1,440.50 |
1,440.50 |
1,396.75 |
|
| R1 |
1,414.75 |
1,414.75 |
1,392.75 |
1,406.50 |
| PP |
1,398.25 |
1,398.25 |
1,398.25 |
1,394.00 |
| S1 |
1,372.50 |
1,372.50 |
1,385.25 |
1,364.25 |
| S2 |
1,356.00 |
1,356.00 |
1,381.25 |
|
| S3 |
1,313.75 |
1,330.25 |
1,377.50 |
|
| S4 |
1,271.50 |
1,288.00 |
1,365.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,421.50 |
1,381.75 |
39.75 |
2.8% |
16.25 |
1.2% |
65% |
True |
False |
1,674,058 |
| 10 |
1,427.00 |
1,381.75 |
45.25 |
3.2% |
20.75 |
1.5% |
57% |
False |
False |
1,725,482 |
| 20 |
1,427.00 |
1,358.50 |
68.50 |
4.9% |
20.00 |
1.4% |
72% |
False |
False |
1,714,269 |
| 40 |
1,427.00 |
1,286.50 |
140.50 |
10.0% |
23.00 |
1.6% |
86% |
False |
False |
1,804,963 |
| 60 |
1,427.00 |
1,253.00 |
174.00 |
12.4% |
26.50 |
1.9% |
89% |
False |
False |
1,391,497 |
| 80 |
1,427.00 |
1,253.00 |
174.00 |
12.4% |
28.00 |
2.0% |
89% |
False |
False |
1,045,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,518.25 |
|
2.618 |
1,481.00 |
|
1.618 |
1,458.25 |
|
1.000 |
1,444.25 |
|
0.618 |
1,435.50 |
|
HIGH |
1,421.50 |
|
0.618 |
1,412.75 |
|
0.500 |
1,410.00 |
|
0.382 |
1,407.50 |
|
LOW |
1,398.75 |
|
0.618 |
1,384.75 |
|
1.000 |
1,376.00 |
|
1.618 |
1,362.00 |
|
2.618 |
1,339.25 |
|
4.250 |
1,302.00 |
|
|
| Fisher Pivots for day following 14-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,410.00 |
1,406.50 |
| PP |
1,409.25 |
1,405.25 |
| S1 |
1,408.50 |
1,404.00 |
|