| Trading Metrics calculated at close of trading on 07-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
| Open |
7,098.0 |
7,089.0 |
-9.0 |
-0.1% |
6,973.5 |
| High |
7,115.0 |
7,148.0 |
33.0 |
0.5% |
7,135.5 |
| Low |
7,007.5 |
7,041.0 |
33.5 |
0.5% |
6,895.0 |
| Close |
7,063.5 |
7,124.0 |
60.5 |
0.9% |
7,080.5 |
| Range |
107.5 |
107.0 |
-0.5 |
-0.5% |
240.5 |
| ATR |
128.1 |
126.6 |
-1.5 |
-1.2% |
0.0 |
| Volume |
132,962 |
132,584 |
-378 |
-0.3% |
510,855 |
|
| Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,425.3 |
7,381.7 |
7,182.9 |
|
| R3 |
7,318.3 |
7,274.7 |
7,153.4 |
|
| R2 |
7,211.3 |
7,211.3 |
7,143.6 |
|
| R1 |
7,167.7 |
7,167.7 |
7,133.8 |
7,189.5 |
| PP |
7,104.3 |
7,104.3 |
7,104.3 |
7,115.3 |
| S1 |
7,060.7 |
7,060.7 |
7,114.2 |
7,082.5 |
| S2 |
6,997.3 |
6,997.3 |
7,104.4 |
|
| S3 |
6,890.3 |
6,953.7 |
7,094.6 |
|
| S4 |
6,783.3 |
6,846.7 |
7,065.2 |
|
|
| 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 |
7,148.0 |
6,895.0 |
253.0 |
3.6% |
97.7 |
1.4% |
91% |
True |
False |
97,560 |
| 10 |
7,148.0 |
6,763.5 |
384.5 |
5.4% |
100.5 |
1.4% |
94% |
True |
False |
119,261 |
| 20 |
7,148.0 |
6,572.5 |
575.5 |
8.1% |
116.1 |
1.6% |
96% |
True |
False |
138,171 |
| 40 |
7,148.0 |
6,174.0 |
974.0 |
13.7% |
128.5 |
1.8% |
98% |
True |
False |
138,348 |
| 60 |
7,183.5 |
6,174.0 |
1,009.5 |
14.2% |
135.2 |
1.9% |
94% |
False |
False |
95,973 |
| 80 |
7,866.0 |
6,174.0 |
1,692.0 |
23.8% |
158.7 |
2.2% |
56% |
False |
False |
72,253 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
29.8% |
151.3 |
2.1% |
45% |
False |
False |
58,339 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
29.8% |
141.7 |
2.0% |
45% |
False |
False |
48,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,602.8 |
|
2.618 |
7,428.1 |
|
1.618 |
7,321.1 |
|
1.000 |
7,255.0 |
|
0.618 |
7,214.1 |
|
HIGH |
7,148.0 |
|
0.618 |
7,107.1 |
|
0.500 |
7,094.5 |
|
0.382 |
7,081.9 |
|
LOW |
7,041.0 |
|
0.618 |
6,974.9 |
|
1.000 |
6,934.0 |
|
1.618 |
6,867.9 |
|
2.618 |
6,760.9 |
|
4.250 |
6,586.3 |
|
|
| Fisher Pivots for day following 07-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,114.2 |
7,108.6 |
| PP |
7,104.3 |
7,093.2 |
| S1 |
7,094.5 |
7,077.8 |
|