| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
7,095.0 |
7,140.0 |
45.0 |
0.6% |
7,060.0 |
| High |
7,167.0 |
7,242.0 |
75.0 |
1.0% |
7,242.0 |
| Low |
7,065.0 |
7,138.0 |
73.0 |
1.0% |
7,032.5 |
| Close |
7,108.5 |
7,173.0 |
64.5 |
0.9% |
7,173.0 |
| Range |
102.0 |
104.0 |
2.0 |
2.0% |
209.5 |
| ATR |
113.6 |
115.0 |
1.4 |
1.3% |
0.0 |
| Volume |
130,765 |
172,140 |
41,375 |
31.6% |
686,564 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,496.3 |
7,438.7 |
7,230.2 |
|
| R3 |
7,392.3 |
7,334.7 |
7,201.6 |
|
| R2 |
7,288.3 |
7,288.3 |
7,192.1 |
|
| R1 |
7,230.7 |
7,230.7 |
7,182.5 |
7,259.5 |
| PP |
7,184.3 |
7,184.3 |
7,184.3 |
7,198.8 |
| S1 |
7,126.7 |
7,126.7 |
7,163.5 |
7,155.5 |
| S2 |
7,080.3 |
7,080.3 |
7,153.9 |
|
| S3 |
6,976.3 |
7,022.7 |
7,144.4 |
|
| S4 |
6,872.3 |
6,918.7 |
7,115.8 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,777.7 |
7,684.8 |
7,288.2 |
|
| R3 |
7,568.2 |
7,475.3 |
7,230.6 |
|
| R2 |
7,358.7 |
7,358.7 |
7,211.4 |
|
| R1 |
7,265.8 |
7,265.8 |
7,192.2 |
7,312.3 |
| PP |
7,149.2 |
7,149.2 |
7,149.2 |
7,172.4 |
| S1 |
7,056.3 |
7,056.3 |
7,153.8 |
7,102.8 |
| S2 |
6,939.7 |
6,939.7 |
7,134.6 |
|
| S3 |
6,730.2 |
6,846.8 |
7,115.4 |
|
| S4 |
6,520.7 |
6,637.3 |
7,057.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,242.0 |
7,032.5 |
209.5 |
2.9% |
91.1 |
1.3% |
67% |
True |
False |
137,312 |
| 10 |
7,242.0 |
6,996.0 |
246.0 |
3.4% |
88.1 |
1.2% |
72% |
True |
False |
128,063 |
| 20 |
7,242.0 |
6,706.5 |
535.5 |
7.5% |
101.0 |
1.4% |
87% |
True |
False |
129,416 |
| 40 |
7,242.0 |
6,301.5 |
940.5 |
13.1% |
111.1 |
1.5% |
93% |
True |
False |
136,781 |
| 60 |
7,242.0 |
6,174.0 |
1,068.0 |
14.9% |
125.9 |
1.8% |
94% |
True |
False |
111,436 |
| 80 |
7,242.0 |
6,174.0 |
1,068.0 |
14.9% |
138.4 |
1.9% |
94% |
True |
False |
83,930 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
29.6% |
147.6 |
2.1% |
47% |
False |
False |
67,405 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
29.6% |
141.3 |
2.0% |
47% |
False |
False |
56,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,684.0 |
|
2.618 |
7,514.3 |
|
1.618 |
7,410.3 |
|
1.000 |
7,346.0 |
|
0.618 |
7,306.3 |
|
HIGH |
7,242.0 |
|
0.618 |
7,202.3 |
|
0.500 |
7,190.0 |
|
0.382 |
7,177.7 |
|
LOW |
7,138.0 |
|
0.618 |
7,073.7 |
|
1.000 |
7,034.0 |
|
1.618 |
6,969.7 |
|
2.618 |
6,865.7 |
|
4.250 |
6,696.0 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,190.0 |
7,161.1 |
| PP |
7,184.3 |
7,149.2 |
| S1 |
7,178.7 |
7,137.3 |
|