| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,425.25 |
1,428.75 |
3.50 |
0.2% |
1,387.50 |
| High |
1,441.00 |
1,429.25 |
-11.75 |
-0.8% |
1,429.50 |
| Low |
1,421.75 |
1,409.00 |
-12.75 |
-0.9% |
1,386.25 |
| Close |
1,429.75 |
1,417.50 |
-12.25 |
-0.9% |
1,425.75 |
| Range |
19.25 |
20.25 |
1.00 |
5.2% |
43.25 |
| ATR |
20.81 |
20.81 |
0.00 |
0.0% |
0.00 |
| Volume |
1,792,069 |
1,789,049 |
-3,020 |
-0.2% |
8,209,111 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,479.25 |
1,468.75 |
1,428.75 |
|
| R3 |
1,459.00 |
1,448.50 |
1,423.00 |
|
| R2 |
1,438.75 |
1,438.75 |
1,421.25 |
|
| R1 |
1,428.25 |
1,428.25 |
1,419.25 |
1,423.50 |
| PP |
1,418.50 |
1,418.50 |
1,418.50 |
1,416.25 |
| S1 |
1,408.00 |
1,408.00 |
1,415.75 |
1,403.00 |
| S2 |
1,398.25 |
1,398.25 |
1,413.75 |
|
| S3 |
1,378.00 |
1,387.75 |
1,412.00 |
|
| S4 |
1,357.75 |
1,367.50 |
1,406.25 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,543.50 |
1,528.00 |
1,449.50 |
|
| R3 |
1,500.25 |
1,484.75 |
1,437.75 |
|
| R2 |
1,457.00 |
1,457.00 |
1,433.75 |
|
| R1 |
1,441.50 |
1,441.50 |
1,429.75 |
1,449.25 |
| PP |
1,413.75 |
1,413.75 |
1,413.75 |
1,417.75 |
| S1 |
1,398.25 |
1,398.25 |
1,421.75 |
1,406.00 |
| S2 |
1,370.50 |
1,370.50 |
1,417.75 |
|
| S3 |
1,327.25 |
1,355.00 |
1,413.75 |
|
| S4 |
1,284.00 |
1,311.75 |
1,402.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,441.00 |
1,398.75 |
42.25 |
3.0% |
19.50 |
1.4% |
44% |
False |
False |
1,718,952 |
| 10 |
1,441.00 |
1,381.75 |
59.25 |
4.2% |
19.00 |
1.3% |
60% |
False |
False |
1,732,960 |
| 20 |
1,441.00 |
1,368.00 |
73.00 |
5.1% |
19.75 |
1.4% |
68% |
False |
False |
1,711,477 |
| 40 |
1,441.00 |
1,309.50 |
131.50 |
9.3% |
21.25 |
1.5% |
82% |
False |
False |
1,732,321 |
| 60 |
1,441.00 |
1,253.00 |
188.00 |
13.3% |
26.00 |
1.8% |
88% |
False |
False |
1,508,675 |
| 80 |
1,441.00 |
1,253.00 |
188.00 |
13.3% |
26.50 |
1.9% |
88% |
False |
False |
1,133,278 |
| 100 |
1,511.50 |
1,253.00 |
258.50 |
18.2% |
28.50 |
2.0% |
64% |
False |
False |
907,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,515.25 |
|
2.618 |
1,482.25 |
|
1.618 |
1,462.00 |
|
1.000 |
1,449.50 |
|
0.618 |
1,441.75 |
|
HIGH |
1,429.25 |
|
0.618 |
1,421.50 |
|
0.500 |
1,419.00 |
|
0.382 |
1,416.75 |
|
LOW |
1,409.00 |
|
0.618 |
1,396.50 |
|
1.000 |
1,388.75 |
|
1.618 |
1,376.25 |
|
2.618 |
1,356.00 |
|
4.250 |
1,323.00 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,419.00 |
1,425.00 |
| PP |
1,418.50 |
1,422.50 |
| S1 |
1,418.00 |
1,420.00 |
|