| Trading Metrics calculated at close of trading on 09-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
| Open |
7,061.5 |
7,060.0 |
-1.5 |
0.0% |
7,058.0 |
| High |
7,123.5 |
7,068.0 |
-55.5 |
-0.8% |
7,148.0 |
| Low |
7,046.5 |
6,996.0 |
-50.5 |
-0.7% |
6,996.0 |
| Close |
7,103.5 |
7,042.0 |
-61.5 |
-0.9% |
7,042.0 |
| Range |
77.0 |
72.0 |
-5.0 |
-6.5% |
152.0 |
| ATR |
123.1 |
122.0 |
-1.1 |
-0.9% |
0.0 |
| Volume |
123,462 |
129,828 |
6,366 |
5.2% |
594,068 |
|
| Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,251.3 |
7,218.7 |
7,081.6 |
|
| R3 |
7,179.3 |
7,146.7 |
7,061.8 |
|
| R2 |
7,107.3 |
7,107.3 |
7,055.2 |
|
| R1 |
7,074.7 |
7,074.7 |
7,048.6 |
7,055.0 |
| PP |
7,035.3 |
7,035.3 |
7,035.3 |
7,025.5 |
| S1 |
7,002.7 |
7,002.7 |
7,035.4 |
6,983.0 |
| S2 |
6,963.3 |
6,963.3 |
7,028.8 |
|
| S3 |
6,891.3 |
6,930.7 |
7,022.2 |
|
| S4 |
6,819.3 |
6,858.7 |
7,002.4 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,518.0 |
7,432.0 |
7,125.6 |
|
| R3 |
7,366.0 |
7,280.0 |
7,083.8 |
|
| R2 |
7,214.0 |
7,214.0 |
7,069.9 |
|
| R1 |
7,128.0 |
7,128.0 |
7,055.9 |
7,095.0 |
| PP |
7,062.0 |
7,062.0 |
7,062.0 |
7,045.5 |
| S1 |
6,976.0 |
6,976.0 |
7,028.1 |
6,943.0 |
| S2 |
6,910.0 |
6,910.0 |
7,014.1 |
|
| S3 |
6,758.0 |
6,824.0 |
7,000.2 |
|
| S4 |
6,606.0 |
6,672.0 |
6,958.4 |
|
|
| 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 |
6,996.0 |
152.0 |
2.2% |
85.1 |
1.2% |
30% |
False |
True |
118,813 |
| 10 |
7,148.0 |
6,895.0 |
253.0 |
3.6% |
89.5 |
1.3% |
58% |
False |
False |
110,492 |
| 20 |
7,148.0 |
6,572.5 |
575.5 |
8.2% |
106.3 |
1.5% |
82% |
False |
False |
132,616 |
| 40 |
7,148.0 |
6,174.0 |
974.0 |
13.8% |
123.7 |
1.8% |
89% |
False |
False |
133,195 |
| 60 |
7,183.5 |
6,174.0 |
1,009.5 |
14.3% |
131.4 |
1.9% |
86% |
False |
False |
100,135 |
| 80 |
7,685.0 |
6,174.0 |
1,511.0 |
21.5% |
157.3 |
2.2% |
57% |
False |
False |
75,401 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
30.2% |
148.9 |
2.1% |
41% |
False |
False |
60,805 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
30.2% |
141.6 |
2.0% |
41% |
False |
False |
50,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,374.0 |
|
2.618 |
7,256.5 |
|
1.618 |
7,184.5 |
|
1.000 |
7,140.0 |
|
0.618 |
7,112.5 |
|
HIGH |
7,068.0 |
|
0.618 |
7,040.5 |
|
0.500 |
7,032.0 |
|
0.382 |
7,023.5 |
|
LOW |
6,996.0 |
|
0.618 |
6,951.5 |
|
1.000 |
6,924.0 |
|
1.618 |
6,879.5 |
|
2.618 |
6,807.5 |
|
4.250 |
6,690.0 |
|
|
| Fisher Pivots for day following 09-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,038.7 |
7,072.0 |
| PP |
7,035.3 |
7,062.0 |
| S1 |
7,032.0 |
7,052.0 |
|