| Trading Metrics calculated at close of trading on 08-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2008 |
08-May-2008 |
Change |
Change % |
Previous Week |
| Open |
7,089.0 |
7,061.5 |
-27.5 |
-0.4% |
6,973.5 |
| High |
7,148.0 |
7,123.5 |
-24.5 |
-0.3% |
7,135.5 |
| Low |
7,041.0 |
7,046.5 |
5.5 |
0.1% |
6,895.0 |
| Close |
7,124.0 |
7,103.5 |
-20.5 |
-0.3% |
7,080.5 |
| Range |
107.0 |
77.0 |
-30.0 |
-28.0% |
240.5 |
| ATR |
126.6 |
123.1 |
-3.5 |
-2.8% |
0.0 |
| Volume |
132,584 |
123,462 |
-9,122 |
-6.9% |
510,855 |
|
| Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,322.2 |
7,289.8 |
7,145.9 |
|
| R3 |
7,245.2 |
7,212.8 |
7,124.7 |
|
| R2 |
7,168.2 |
7,168.2 |
7,117.6 |
|
| R1 |
7,135.8 |
7,135.8 |
7,110.6 |
7,152.0 |
| PP |
7,091.2 |
7,091.2 |
7,091.2 |
7,099.3 |
| S1 |
7,058.8 |
7,058.8 |
7,096.4 |
7,075.0 |
| S2 |
7,014.2 |
7,014.2 |
7,089.4 |
|
| S3 |
6,937.2 |
6,981.8 |
7,082.3 |
|
| S4 |
6,860.2 |
6,904.8 |
7,061.2 |
|
|
| 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 |
7,007.5 |
140.5 |
2.0% |
89.3 |
1.3% |
68% |
False |
False |
122,252 |
| 10 |
7,148.0 |
6,894.0 |
254.0 |
3.6% |
92.5 |
1.3% |
82% |
False |
False |
111,982 |
| 20 |
7,148.0 |
6,572.5 |
575.5 |
8.1% |
113.8 |
1.6% |
92% |
False |
False |
135,297 |
| 40 |
7,148.0 |
6,174.0 |
974.0 |
13.7% |
125.2 |
1.8% |
95% |
False |
False |
135,144 |
| 60 |
7,183.5 |
6,174.0 |
1,009.5 |
14.2% |
132.8 |
1.9% |
92% |
False |
False |
98,007 |
| 80 |
7,690.5 |
6,174.0 |
1,516.5 |
21.3% |
157.6 |
2.2% |
61% |
False |
False |
73,791 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
29.9% |
150.0 |
2.1% |
44% |
False |
False |
59,549 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
29.9% |
141.7 |
2.0% |
44% |
False |
False |
49,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,450.8 |
|
2.618 |
7,325.1 |
|
1.618 |
7,248.1 |
|
1.000 |
7,200.5 |
|
0.618 |
7,171.1 |
|
HIGH |
7,123.5 |
|
0.618 |
7,094.1 |
|
0.500 |
7,085.0 |
|
0.382 |
7,075.9 |
|
LOW |
7,046.5 |
|
0.618 |
6,998.9 |
|
1.000 |
6,969.5 |
|
1.618 |
6,921.9 |
|
2.618 |
6,844.9 |
|
4.250 |
6,719.3 |
|
|
| Fisher Pivots for day following 08-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,097.3 |
7,094.9 |
| PP |
7,091.2 |
7,086.3 |
| S1 |
7,085.0 |
7,077.8 |
|