| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
7,223.0 |
7,228.0 |
5.0 |
0.1% |
7,060.0 |
| High |
7,270.0 |
7,228.0 |
-42.0 |
-0.6% |
7,242.0 |
| Low |
7,193.5 |
7,126.0 |
-67.5 |
-0.9% |
7,032.5 |
| Close |
7,253.5 |
7,149.0 |
-104.5 |
-1.4% |
7,173.0 |
| Range |
76.5 |
102.0 |
25.5 |
33.3% |
209.5 |
| ATR |
113.7 |
114.7 |
1.0 |
0.9% |
0.0 |
| Volume |
101,803 |
139,662 |
37,859 |
37.2% |
686,564 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,473.7 |
7,413.3 |
7,205.1 |
|
| R3 |
7,371.7 |
7,311.3 |
7,177.1 |
|
| R2 |
7,269.7 |
7,269.7 |
7,167.7 |
|
| R1 |
7,209.3 |
7,209.3 |
7,158.4 |
7,188.5 |
| PP |
7,167.7 |
7,167.7 |
7,167.7 |
7,157.3 |
| S1 |
7,107.3 |
7,107.3 |
7,139.7 |
7,086.5 |
| S2 |
7,065.7 |
7,065.7 |
7,130.3 |
|
| S3 |
6,963.7 |
7,005.3 |
7,121.0 |
|
| S4 |
6,861.7 |
6,903.3 |
7,092.9 |
|
|
| 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 |
7,270.0 |
7,032.5 |
237.5 |
3.3% |
97.7 |
1.4% |
49% |
False |
False |
139,371 |
| 10 |
7,270.0 |
6,996.0 |
274.0 |
3.8% |
89.0 |
1.2% |
56% |
False |
False |
131,390 |
| 20 |
7,270.0 |
6,706.5 |
563.5 |
7.9% |
97.6 |
1.4% |
79% |
False |
False |
127,984 |
| 40 |
7,270.0 |
6,495.0 |
775.0 |
10.8% |
111.6 |
1.6% |
84% |
False |
False |
138,112 |
| 60 |
7,270.0 |
6,174.0 |
1,096.0 |
15.3% |
124.1 |
1.7% |
89% |
False |
False |
115,434 |
| 80 |
7,270.0 |
6,174.0 |
1,096.0 |
15.3% |
135.0 |
1.9% |
89% |
False |
False |
86,933 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
29.7% |
147.6 |
2.1% |
46% |
False |
False |
69,686 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
29.7% |
141.7 |
2.0% |
46% |
False |
False |
58,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,661.5 |
|
2.618 |
7,495.0 |
|
1.618 |
7,393.0 |
|
1.000 |
7,330.0 |
|
0.618 |
7,291.0 |
|
HIGH |
7,228.0 |
|
0.618 |
7,189.0 |
|
0.500 |
7,177.0 |
|
0.382 |
7,165.0 |
|
LOW |
7,126.0 |
|
0.618 |
7,063.0 |
|
1.000 |
7,024.0 |
|
1.618 |
6,961.0 |
|
2.618 |
6,859.0 |
|
4.250 |
6,692.5 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,177.0 |
7,198.0 |
| PP |
7,167.7 |
7,181.7 |
| S1 |
7,158.3 |
7,165.3 |
|