| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
7,058.0 |
7,098.0 |
40.0 |
0.6% |
6,973.5 |
| High |
7,114.0 |
7,115.0 |
1.0 |
0.0% |
7,135.5 |
| Low |
7,052.0 |
7,007.5 |
-44.5 |
-0.6% |
6,895.0 |
| Close |
7,085.5 |
7,063.5 |
-22.0 |
-0.3% |
7,080.5 |
| Range |
62.0 |
107.5 |
45.5 |
73.4% |
240.5 |
| ATR |
129.7 |
128.1 |
-1.6 |
-1.2% |
0.0 |
| Volume |
75,232 |
132,962 |
57,730 |
76.7% |
510,855 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,384.5 |
7,331.5 |
7,122.6 |
|
| R3 |
7,277.0 |
7,224.0 |
7,093.1 |
|
| R2 |
7,169.5 |
7,169.5 |
7,083.2 |
|
| R1 |
7,116.5 |
7,116.5 |
7,073.4 |
7,089.3 |
| PP |
7,062.0 |
7,062.0 |
7,062.0 |
7,048.4 |
| S1 |
7,009.0 |
7,009.0 |
7,053.6 |
6,981.8 |
| S2 |
6,954.5 |
6,954.5 |
7,043.8 |
|
| S3 |
6,847.0 |
6,901.5 |
7,033.9 |
|
| S4 |
6,739.5 |
6,794.0 |
7,004.4 |
|
|
| 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% |
100.1 |
1.4% |
70% |
False |
False |
99,510 |
| 10 |
7,135.5 |
6,706.5 |
429.0 |
6.1% |
106.2 |
1.5% |
83% |
False |
False |
124,579 |
| 20 |
7,135.5 |
6,572.5 |
563.0 |
8.0% |
116.8 |
1.7% |
87% |
False |
False |
138,189 |
| 40 |
7,135.5 |
6,174.0 |
961.5 |
13.6% |
129.4 |
1.8% |
93% |
False |
False |
140,072 |
| 60 |
7,183.5 |
6,174.0 |
1,009.5 |
14.3% |
135.4 |
1.9% |
88% |
False |
False |
93,801 |
| 80 |
7,904.0 |
6,174.0 |
1,730.0 |
24.5% |
158.2 |
2.2% |
51% |
False |
False |
70,602 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
30.1% |
151.2 |
2.1% |
42% |
False |
False |
57,042 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
30.1% |
141.0 |
2.0% |
42% |
False |
False |
47,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,571.9 |
|
2.618 |
7,396.4 |
|
1.618 |
7,288.9 |
|
1.000 |
7,222.5 |
|
0.618 |
7,181.4 |
|
HIGH |
7,115.0 |
|
0.618 |
7,073.9 |
|
0.500 |
7,061.3 |
|
0.382 |
7,048.6 |
|
LOW |
7,007.5 |
|
0.618 |
6,941.1 |
|
1.000 |
6,900.0 |
|
1.618 |
6,833.6 |
|
2.618 |
6,726.1 |
|
4.250 |
6,550.6 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,062.8 |
7,071.5 |
| PP |
7,062.0 |
7,068.8 |
| S1 |
7,061.3 |
7,066.2 |
|