| Trading Metrics calculated at close of trading on 28-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,374.25 |
1,385.00 |
10.75 |
0.8% |
1,425.25 |
| High |
1,387.75 |
1,393.25 |
5.50 |
0.4% |
1,441.00 |
| Low |
1,370.50 |
1,377.75 |
7.25 |
0.5% |
1,372.75 |
| Close |
1,384.75 |
1,391.50 |
6.75 |
0.5% |
1,373.50 |
| Range |
17.25 |
15.50 |
-1.75 |
-10.1% |
68.25 |
| ATR |
20.65 |
20.28 |
-0.37 |
-1.8% |
0.00 |
| Volume |
1,522,550 |
1,572,828 |
50,278 |
3.3% |
9,550,339 |
|
| Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,434.00 |
1,428.25 |
1,400.00 |
|
| R3 |
1,418.50 |
1,412.75 |
1,395.75 |
|
| R2 |
1,403.00 |
1,403.00 |
1,394.25 |
|
| R1 |
1,397.25 |
1,397.25 |
1,393.00 |
1,400.00 |
| PP |
1,387.50 |
1,387.50 |
1,387.50 |
1,389.00 |
| S1 |
1,381.75 |
1,381.75 |
1,390.00 |
1,384.50 |
| S2 |
1,372.00 |
1,372.00 |
1,388.75 |
|
| S3 |
1,356.50 |
1,366.25 |
1,387.25 |
|
| S4 |
1,341.00 |
1,350.75 |
1,383.00 |
|
|
| 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 |
1,421.00 |
1,370.50 |
50.50 |
3.6% |
19.50 |
1.4% |
42% |
False |
False |
1,812,919 |
| 10 |
1,441.00 |
1,370.50 |
70.50 |
5.1% |
19.50 |
1.4% |
30% |
False |
False |
1,765,936 |
| 20 |
1,441.00 |
1,370.50 |
70.50 |
5.1% |
20.25 |
1.4% |
30% |
False |
False |
1,741,764 |
| 40 |
1,441.00 |
1,325.00 |
116.00 |
8.3% |
20.00 |
1.4% |
57% |
False |
False |
1,746,345 |
| 60 |
1,441.00 |
1,253.00 |
188.00 |
13.5% |
25.75 |
1.8% |
74% |
False |
False |
1,658,483 |
| 80 |
1,441.00 |
1,253.00 |
188.00 |
13.5% |
25.75 |
1.8% |
74% |
False |
False |
1,245,990 |
| 100 |
1,444.75 |
1,253.00 |
191.75 |
13.8% |
28.25 |
2.0% |
72% |
False |
False |
998,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,459.00 |
|
2.618 |
1,433.75 |
|
1.618 |
1,418.25 |
|
1.000 |
1,408.75 |
|
0.618 |
1,402.75 |
|
HIGH |
1,393.25 |
|
0.618 |
1,387.25 |
|
0.500 |
1,385.50 |
|
0.382 |
1,383.75 |
|
LOW |
1,377.75 |
|
0.618 |
1,368.25 |
|
1.000 |
1,362.25 |
|
1.618 |
1,352.75 |
|
2.618 |
1,337.25 |
|
4.250 |
1,312.00 |
|
|
| Fisher Pivots for day following 28-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,389.50 |
1,388.50 |
| PP |
1,387.50 |
1,385.75 |
| S1 |
1,385.50 |
1,382.75 |
|