| Trading Metrics calculated at close of trading on 02-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2008 |
02-May-2008 |
Change |
Change % |
Previous Week |
| Open |
6,939.0 |
7,046.0 |
107.0 |
1.5% |
6,973.5 |
| High |
7,014.0 |
7,135.5 |
121.5 |
1.7% |
7,135.5 |
| Low |
6,895.0 |
7,042.5 |
147.5 |
2.1% |
6,895.0 |
| Close |
6,991.0 |
7,080.5 |
89.5 |
1.3% |
7,080.5 |
| Range |
119.0 |
93.0 |
-26.0 |
-21.8% |
240.5 |
| ATR |
134.2 |
134.9 |
0.7 |
0.5% |
0.0 |
| Volume |
0 |
147,023 |
147,023 |
|
510,855 |
|
| Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,365.2 |
7,315.8 |
7,131.7 |
|
| R3 |
7,272.2 |
7,222.8 |
7,106.1 |
|
| R2 |
7,179.2 |
7,179.2 |
7,097.6 |
|
| R1 |
7,129.8 |
7,129.8 |
7,089.0 |
7,154.5 |
| PP |
7,086.2 |
7,086.2 |
7,086.2 |
7,098.5 |
| S1 |
7,036.8 |
7,036.8 |
7,072.0 |
7,061.5 |
| S2 |
6,993.2 |
6,993.2 |
7,063.5 |
|
| S3 |
6,900.2 |
6,943.8 |
7,054.9 |
|
| S4 |
6,807.2 |
6,850.8 |
7,029.4 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,758.5 |
7,660.0 |
7,212.8 |
|
| R3 |
7,518.0 |
7,419.5 |
7,146.6 |
|
| R2 |
7,277.5 |
7,277.5 |
7,124.6 |
|
| R1 |
7,179.0 |
7,179.0 |
7,102.5 |
7,228.3 |
| PP |
7,037.0 |
7,037.0 |
7,037.0 |
7,061.6 |
| S1 |
6,938.5 |
6,938.5 |
7,058.5 |
6,987.8 |
| S2 |
6,796.5 |
6,796.5 |
7,036.4 |
|
| S3 |
6,556.0 |
6,698.0 |
7,014.4 |
|
| S4 |
6,315.5 |
6,457.5 |
6,948.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,135.5 |
6,895.0 |
240.5 |
3.4% |
93.9 |
1.3% |
77% |
True |
False |
102,171 |
| 10 |
7,135.5 |
6,706.5 |
429.0 |
6.1% |
113.9 |
1.6% |
87% |
True |
False |
130,770 |
| 20 |
7,135.5 |
6,572.5 |
563.0 |
8.0% |
114.5 |
1.6% |
90% |
True |
False |
139,183 |
| 40 |
7,135.5 |
6,174.0 |
961.5 |
13.6% |
131.4 |
1.9% |
94% |
True |
False |
134,967 |
| 60 |
7,183.5 |
6,174.0 |
1,009.5 |
14.3% |
137.8 |
1.9% |
90% |
False |
False |
90,438 |
| 80 |
7,981.0 |
6,174.0 |
1,807.0 |
25.5% |
158.7 |
2.2% |
50% |
False |
False |
68,009 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
30.0% |
151.0 |
2.1% |
43% |
False |
False |
54,971 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
30.0% |
141.5 |
2.0% |
43% |
False |
False |
45,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,530.8 |
|
2.618 |
7,379.0 |
|
1.618 |
7,286.0 |
|
1.000 |
7,228.5 |
|
0.618 |
7,193.0 |
|
HIGH |
7,135.5 |
|
0.618 |
7,100.0 |
|
0.500 |
7,089.0 |
|
0.382 |
7,078.0 |
|
LOW |
7,042.5 |
|
0.618 |
6,985.0 |
|
1.000 |
6,949.5 |
|
1.618 |
6,892.0 |
|
2.618 |
6,799.0 |
|
4.250 |
6,647.3 |
|
|
| Fisher Pivots for day following 02-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,089.0 |
7,058.8 |
| PP |
7,086.2 |
7,037.0 |
| S1 |
7,083.3 |
7,015.3 |
|