| Trading Metrics calculated at close of trading on 27-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,393.75 |
1,374.25 |
-19.50 |
-1.4% |
1,425.25 |
| High |
1,395.00 |
1,387.75 |
-7.25 |
-0.5% |
1,441.00 |
| Low |
1,372.75 |
1,370.50 |
-2.25 |
-0.2% |
1,372.75 |
| Close |
1,373.50 |
1,384.75 |
11.25 |
0.8% |
1,373.50 |
| Range |
22.25 |
17.25 |
-5.00 |
-22.5% |
68.25 |
| ATR |
20.91 |
20.65 |
-0.26 |
-1.3% |
0.00 |
| Volume |
1,728,941 |
1,522,550 |
-206,391 |
-11.9% |
9,550,339 |
|
| Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,432.75 |
1,426.00 |
1,394.25 |
|
| R3 |
1,415.50 |
1,408.75 |
1,389.50 |
|
| R2 |
1,398.25 |
1,398.25 |
1,388.00 |
|
| R1 |
1,391.50 |
1,391.50 |
1,386.25 |
1,395.00 |
| PP |
1,381.00 |
1,381.00 |
1,381.00 |
1,382.75 |
| S1 |
1,374.25 |
1,374.25 |
1,383.25 |
1,377.50 |
| S2 |
1,363.75 |
1,363.75 |
1,381.50 |
|
| S3 |
1,346.50 |
1,357.00 |
1,380.00 |
|
| S4 |
1,329.25 |
1,339.75 |
1,375.25 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,600.50 |
1,555.25 |
1,411.00 |
|
| R3 |
1,532.25 |
1,487.00 |
1,392.25 |
|
| R2 |
1,464.00 |
1,464.00 |
1,386.00 |
|
| R1 |
1,418.75 |
1,418.75 |
1,379.75 |
1,407.25 |
| PP |
1,395.75 |
1,395.75 |
1,395.75 |
1,390.00 |
| S1 |
1,350.50 |
1,350.50 |
1,367.25 |
1,339.00 |
| S2 |
1,327.50 |
1,327.50 |
1,361.00 |
|
| S3 |
1,259.25 |
1,282.25 |
1,354.75 |
|
| S4 |
1,191.00 |
1,214.00 |
1,336.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,429.25 |
1,370.50 |
58.75 |
4.2% |
20.50 |
1.5% |
24% |
False |
True |
1,856,164 |
| 10 |
1,441.00 |
1,370.50 |
70.50 |
5.1% |
19.50 |
1.4% |
20% |
False |
True |
1,765,675 |
| 20 |
1,441.00 |
1,370.50 |
70.50 |
5.1% |
20.00 |
1.4% |
20% |
False |
True |
1,720,909 |
| 40 |
1,441.00 |
1,315.75 |
125.25 |
9.0% |
21.00 |
1.5% |
55% |
False |
False |
1,747,507 |
| 60 |
1,441.00 |
1,253.00 |
188.00 |
13.6% |
25.75 |
1.9% |
70% |
False |
False |
1,632,690 |
| 80 |
1,441.00 |
1,253.00 |
188.00 |
13.6% |
25.75 |
1.9% |
70% |
False |
False |
1,226,554 |
| 100 |
1,471.00 |
1,253.00 |
218.00 |
15.7% |
28.50 |
2.1% |
60% |
False |
False |
982,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,461.00 |
|
2.618 |
1,433.00 |
|
1.618 |
1,415.75 |
|
1.000 |
1,405.00 |
|
0.618 |
1,398.50 |
|
HIGH |
1,387.75 |
|
0.618 |
1,381.25 |
|
0.500 |
1,379.00 |
|
0.382 |
1,377.00 |
|
LOW |
1,370.50 |
|
0.618 |
1,359.75 |
|
1.000 |
1,353.25 |
|
1.618 |
1,342.50 |
|
2.618 |
1,325.25 |
|
4.250 |
1,297.25 |
|
|
| Fisher Pivots for day following 27-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,383.00 |
1,385.00 |
| PP |
1,381.00 |
1,385.00 |
| S1 |
1,379.00 |
1,385.00 |
|