| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
7,107.0 |
7,095.0 |
-12.0 |
-0.2% |
7,058.0 |
| High |
7,136.5 |
7,167.0 |
30.5 |
0.4% |
7,148.0 |
| Low |
7,032.5 |
7,065.0 |
32.5 |
0.5% |
6,996.0 |
| Close |
7,114.5 |
7,108.5 |
-6.0 |
-0.1% |
7,042.0 |
| Range |
104.0 |
102.0 |
-2.0 |
-1.9% |
152.0 |
| ATR |
114.5 |
113.6 |
-0.9 |
-0.8% |
0.0 |
| Volume |
152,489 |
130,765 |
-21,724 |
-14.2% |
594,068 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,419.5 |
7,366.0 |
7,164.6 |
|
| R3 |
7,317.5 |
7,264.0 |
7,136.6 |
|
| R2 |
7,215.5 |
7,215.5 |
7,127.2 |
|
| R1 |
7,162.0 |
7,162.0 |
7,117.9 |
7,188.8 |
| PP |
7,113.5 |
7,113.5 |
7,113.5 |
7,126.9 |
| S1 |
7,060.0 |
7,060.0 |
7,099.2 |
7,086.8 |
| S2 |
7,011.5 |
7,011.5 |
7,089.8 |
|
| S3 |
6,909.5 |
6,958.0 |
7,080.5 |
|
| S4 |
6,807.5 |
6,856.0 |
7,052.4 |
|
|
| 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 |
7,167.0 |
6,996.0 |
171.0 |
2.4% |
84.7 |
1.2% |
66% |
True |
False |
128,850 |
| 10 |
7,167.0 |
6,996.0 |
171.0 |
2.4% |
87.0 |
1.2% |
66% |
True |
False |
125,551 |
| 20 |
7,167.0 |
6,706.5 |
460.5 |
6.5% |
103.4 |
1.5% |
87% |
True |
False |
128,397 |
| 40 |
7,167.0 |
6,280.5 |
886.5 |
12.5% |
113.4 |
1.6% |
93% |
True |
False |
140,012 |
| 60 |
7,167.0 |
6,174.0 |
993.0 |
14.0% |
126.5 |
1.8% |
94% |
True |
False |
108,601 |
| 80 |
7,183.5 |
6,174.0 |
1,009.5 |
14.2% |
144.0 |
2.0% |
93% |
False |
False |
81,788 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
29.9% |
147.5 |
2.1% |
44% |
False |
False |
65,761 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
29.9% |
140.9 |
2.0% |
44% |
False |
False |
55,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,600.5 |
|
2.618 |
7,434.0 |
|
1.618 |
7,332.0 |
|
1.000 |
7,269.0 |
|
0.618 |
7,230.0 |
|
HIGH |
7,167.0 |
|
0.618 |
7,128.0 |
|
0.500 |
7,116.0 |
|
0.382 |
7,104.0 |
|
LOW |
7,065.0 |
|
0.618 |
7,002.0 |
|
1.000 |
6,963.0 |
|
1.618 |
6,900.0 |
|
2.618 |
6,798.0 |
|
4.250 |
6,631.5 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,116.0 |
7,105.6 |
| PP |
7,113.5 |
7,102.7 |
| S1 |
7,111.0 |
7,099.8 |
|