| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,404.00 |
1,407.50 |
3.50 |
0.2% |
1,413.50 |
| High |
1,421.50 |
1,425.50 |
4.00 |
0.3% |
1,424.00 |
| Low |
1,398.75 |
1,405.00 |
6.25 |
0.4% |
1,381.75 |
| Close |
1,407.75 |
1,424.50 |
16.75 |
1.2% |
1,389.00 |
| Range |
22.75 |
20.50 |
-2.25 |
-9.9% |
42.25 |
| ATR |
21.48 |
21.41 |
-0.07 |
-0.3% |
0.00 |
| Volume |
1,527,087 |
1,740,580 |
213,493 |
14.0% |
8,711,275 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,479.75 |
1,472.75 |
1,435.75 |
|
| R3 |
1,459.25 |
1,452.25 |
1,430.25 |
|
| R2 |
1,438.75 |
1,438.75 |
1,428.25 |
|
| R1 |
1,431.75 |
1,431.75 |
1,426.50 |
1,435.25 |
| PP |
1,418.25 |
1,418.25 |
1,418.25 |
1,420.00 |
| S1 |
1,411.25 |
1,411.25 |
1,422.50 |
1,414.75 |
| S2 |
1,397.75 |
1,397.75 |
1,420.75 |
|
| S3 |
1,377.25 |
1,390.75 |
1,418.75 |
|
| S4 |
1,356.75 |
1,370.25 |
1,413.25 |
|
|
| 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 |
1,425.50 |
1,381.75 |
43.75 |
3.1% |
17.50 |
1.2% |
98% |
True |
False |
1,633,272 |
| 10 |
1,427.00 |
1,381.75 |
45.25 |
3.2% |
19.75 |
1.4% |
94% |
False |
False |
1,707,862 |
| 20 |
1,427.00 |
1,368.00 |
59.00 |
4.1% |
20.25 |
1.4% |
96% |
False |
False |
1,696,818 |
| 40 |
1,427.00 |
1,286.50 |
140.50 |
9.9% |
22.25 |
1.6% |
98% |
False |
False |
1,770,232 |
| 60 |
1,427.00 |
1,253.00 |
174.00 |
12.2% |
26.25 |
1.8% |
99% |
False |
False |
1,420,452 |
| 80 |
1,427.00 |
1,253.00 |
174.00 |
12.2% |
27.25 |
1.9% |
99% |
False |
False |
1,067,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,512.50 |
|
2.618 |
1,479.25 |
|
1.618 |
1,458.75 |
|
1.000 |
1,446.00 |
|
0.618 |
1,438.25 |
|
HIGH |
1,425.50 |
|
0.618 |
1,417.75 |
|
0.500 |
1,415.25 |
|
0.382 |
1,412.75 |
|
LOW |
1,405.00 |
|
0.618 |
1,392.25 |
|
1.000 |
1,384.50 |
|
1.618 |
1,371.75 |
|
2.618 |
1,351.25 |
|
4.250 |
1,318.00 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,421.50 |
1,420.00 |
| PP |
1,418.25 |
1,415.50 |
| S1 |
1,415.25 |
1,411.00 |
|