| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,417.00 |
1,393.00 |
-24.00 |
-1.7% |
1,387.50 |
| High |
1,421.00 |
1,399.75 |
-21.25 |
-1.5% |
1,429.50 |
| Low |
1,388.00 |
1,390.25 |
2.25 |
0.2% |
1,386.25 |
| Close |
1,393.00 |
1,393.25 |
0.25 |
0.0% |
1,425.75 |
| Range |
33.00 |
9.50 |
-23.50 |
-71.2% |
43.25 |
| ATR |
21.68 |
20.81 |
-0.87 |
-4.0% |
0.00 |
| Volume |
1,868,001 |
2,372,279 |
504,278 |
27.0% |
8,209,111 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,423.00 |
1,417.50 |
1,398.50 |
|
| R3 |
1,413.50 |
1,408.00 |
1,395.75 |
|
| R2 |
1,404.00 |
1,404.00 |
1,395.00 |
|
| R1 |
1,398.50 |
1,398.50 |
1,394.00 |
1,401.25 |
| PP |
1,394.50 |
1,394.50 |
1,394.50 |
1,395.75 |
| S1 |
1,389.00 |
1,389.00 |
1,392.50 |
1,391.75 |
| S2 |
1,385.00 |
1,385.00 |
1,391.50 |
|
| S3 |
1,375.50 |
1,379.50 |
1,390.75 |
|
| S4 |
1,366.00 |
1,370.00 |
1,388.00 |
|
|
| 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 |
1,388.00 |
53.00 |
3.8% |
19.25 |
1.4% |
10% |
False |
False |
1,913,475 |
| 10 |
1,441.00 |
1,381.75 |
59.25 |
4.3% |
18.50 |
1.3% |
19% |
False |
False |
1,773,374 |
| 20 |
1,441.00 |
1,380.50 |
60.50 |
4.3% |
19.50 |
1.4% |
21% |
False |
False |
1,744,036 |
| 40 |
1,441.00 |
1,309.50 |
131.50 |
9.4% |
21.25 |
1.5% |
64% |
False |
False |
1,754,914 |
| 60 |
1,441.00 |
1,253.00 |
188.00 |
13.5% |
26.00 |
1.9% |
75% |
False |
False |
1,578,921 |
| 80 |
1,441.00 |
1,253.00 |
188.00 |
13.5% |
26.25 |
1.9% |
75% |
False |
False |
1,186,124 |
| 100 |
1,491.25 |
1,253.00 |
238.25 |
17.1% |
28.50 |
2.1% |
59% |
False |
False |
949,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,440.00 |
|
2.618 |
1,424.50 |
|
1.618 |
1,415.00 |
|
1.000 |
1,409.25 |
|
0.618 |
1,405.50 |
|
HIGH |
1,399.75 |
|
0.618 |
1,396.00 |
|
0.500 |
1,395.00 |
|
0.382 |
1,394.00 |
|
LOW |
1,390.25 |
|
0.618 |
1,384.50 |
|
1.000 |
1,380.75 |
|
1.618 |
1,375.00 |
|
2.618 |
1,365.50 |
|
4.250 |
1,350.00 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,395.00 |
1,408.50 |
| PP |
1,394.50 |
1,403.50 |
| S1 |
1,393.75 |
1,398.50 |
|