| Trading Metrics calculated at close of trading on 13-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
| Open |
7,060.0 |
7,112.0 |
52.0 |
0.7% |
7,058.0 |
| High |
7,107.5 |
7,117.5 |
10.0 |
0.1% |
7,148.0 |
| Low |
7,042.0 |
7,037.5 |
-4.5 |
-0.1% |
6,996.0 |
| Close |
7,072.5 |
7,089.0 |
16.5 |
0.2% |
7,042.0 |
| Range |
65.5 |
80.0 |
14.5 |
22.1% |
152.0 |
| ATR |
118.0 |
115.3 |
-2.7 |
-2.3% |
0.0 |
| Volume |
85,212 |
145,958 |
60,746 |
71.3% |
594,068 |
|
| Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,321.3 |
7,285.2 |
7,133.0 |
|
| R3 |
7,241.3 |
7,205.2 |
7,111.0 |
|
| R2 |
7,161.3 |
7,161.3 |
7,103.7 |
|
| R1 |
7,125.2 |
7,125.2 |
7,096.3 |
7,103.3 |
| PP |
7,081.3 |
7,081.3 |
7,081.3 |
7,070.4 |
| S1 |
7,045.2 |
7,045.2 |
7,081.7 |
7,023.3 |
| S2 |
7,001.3 |
7,001.3 |
7,074.3 |
|
| S3 |
6,921.3 |
6,965.2 |
7,067.0 |
|
| S4 |
6,841.3 |
6,885.2 |
7,045.0 |
|
|
| 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% |
80.3 |
1.1% |
61% |
False |
False |
123,408 |
| 10 |
7,148.0 |
6,895.0 |
253.0 |
3.6% |
90.2 |
1.3% |
77% |
False |
False |
111,459 |
| 20 |
7,148.0 |
6,655.0 |
493.0 |
7.0% |
104.5 |
1.5% |
88% |
False |
False |
129,845 |
| 40 |
7,148.0 |
6,174.0 |
974.0 |
13.7% |
118.7 |
1.7% |
94% |
False |
False |
132,931 |
| 60 |
7,183.5 |
6,174.0 |
1,009.5 |
14.2% |
128.1 |
1.8% |
91% |
False |
False |
103,953 |
| 80 |
7,397.5 |
6,174.0 |
1,223.5 |
17.3% |
153.5 |
2.2% |
75% |
False |
False |
78,268 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
30.0% |
148.1 |
2.1% |
43% |
False |
False |
63,040 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
30.0% |
140.9 |
2.0% |
43% |
False |
False |
52,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,457.5 |
|
2.618 |
7,326.9 |
|
1.618 |
7,246.9 |
|
1.000 |
7,197.5 |
|
0.618 |
7,166.9 |
|
HIGH |
7,117.5 |
|
0.618 |
7,086.9 |
|
0.500 |
7,077.5 |
|
0.382 |
7,068.1 |
|
LOW |
7,037.5 |
|
0.618 |
6,988.1 |
|
1.000 |
6,957.5 |
|
1.618 |
6,908.1 |
|
2.618 |
6,828.1 |
|
4.250 |
6,697.5 |
|
|
| Fisher Pivots for day following 13-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,085.2 |
7,078.3 |
| PP |
7,081.3 |
7,067.5 |
| S1 |
7,077.5 |
7,056.8 |
|