| Trading Metrics calculated at close of trading on 12-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
| Open |
7,060.0 |
7,060.0 |
0.0 |
0.0% |
7,058.0 |
| High |
7,068.0 |
7,107.5 |
39.5 |
0.6% |
7,148.0 |
| Low |
6,996.0 |
7,042.0 |
46.0 |
0.7% |
6,996.0 |
| Close |
7,042.0 |
7,072.5 |
30.5 |
0.4% |
7,042.0 |
| Range |
72.0 |
65.5 |
-6.5 |
-9.0% |
152.0 |
| ATR |
122.0 |
118.0 |
-4.0 |
-3.3% |
0.0 |
| Volume |
129,828 |
85,212 |
-44,616 |
-34.4% |
594,068 |
|
| Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,270.5 |
7,237.0 |
7,108.5 |
|
| R3 |
7,205.0 |
7,171.5 |
7,090.5 |
|
| R2 |
7,139.5 |
7,139.5 |
7,084.5 |
|
| R1 |
7,106.0 |
7,106.0 |
7,078.5 |
7,122.8 |
| PP |
7,074.0 |
7,074.0 |
7,074.0 |
7,082.4 |
| S1 |
7,040.5 |
7,040.5 |
7,066.5 |
7,057.3 |
| S2 |
7,008.5 |
7,008.5 |
7,060.5 |
|
| S3 |
6,943.0 |
6,975.0 |
7,054.5 |
|
| S4 |
6,877.5 |
6,909.5 |
7,036.5 |
|
|
| 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 |
2.1% |
85.8 |
1.2% |
50% |
False |
False |
120,809 |
| 10 |
7,148.0 |
6,895.0 |
253.0 |
3.6% |
90.1 |
1.3% |
70% |
False |
False |
108,396 |
| 20 |
7,148.0 |
6,579.5 |
568.5 |
8.0% |
105.8 |
1.5% |
87% |
False |
False |
130,361 |
| 40 |
7,148.0 |
6,174.0 |
974.0 |
13.8% |
121.0 |
1.7% |
92% |
False |
False |
129,282 |
| 60 |
7,183.5 |
6,174.0 |
1,009.5 |
14.3% |
130.3 |
1.8% |
89% |
False |
False |
101,547 |
| 80 |
7,636.0 |
6,174.0 |
1,462.0 |
20.7% |
155.1 |
2.2% |
61% |
False |
False |
76,454 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
30.1% |
148.5 |
2.1% |
42% |
False |
False |
61,605 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
30.1% |
140.8 |
2.0% |
42% |
False |
False |
51,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,385.9 |
|
2.618 |
7,279.0 |
|
1.618 |
7,213.5 |
|
1.000 |
7,173.0 |
|
0.618 |
7,148.0 |
|
HIGH |
7,107.5 |
|
0.618 |
7,082.5 |
|
0.500 |
7,074.8 |
|
0.382 |
7,067.0 |
|
LOW |
7,042.0 |
|
0.618 |
7,001.5 |
|
1.000 |
6,976.5 |
|
1.618 |
6,936.0 |
|
2.618 |
6,870.5 |
|
4.250 |
6,763.6 |
|
|
| Fisher Pivots for day following 12-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,074.8 |
7,068.3 |
| PP |
7,074.0 |
7,064.0 |
| S1 |
7,073.3 |
7,059.8 |
|