| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
7,228.0 |
7,032.0 |
-196.0 |
-2.7% |
7,060.0 |
| High |
7,228.0 |
7,116.5 |
-111.5 |
-1.5% |
7,242.0 |
| Low |
7,126.0 |
7,003.0 |
-123.0 |
-1.7% |
7,032.5 |
| Close |
7,149.0 |
7,099.5 |
-49.5 |
-0.7% |
7,173.0 |
| Range |
102.0 |
113.5 |
11.5 |
11.3% |
209.5 |
| ATR |
113.8 |
116.1 |
2.3 |
2.0% |
0.0 |
| Volume |
0 |
142,163 |
142,163 |
|
686,564 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,413.5 |
7,370.0 |
7,161.9 |
|
| R3 |
7,300.0 |
7,256.5 |
7,130.7 |
|
| R2 |
7,186.5 |
7,186.5 |
7,120.3 |
|
| R1 |
7,143.0 |
7,143.0 |
7,109.9 |
7,164.8 |
| PP |
7,073.0 |
7,073.0 |
7,073.0 |
7,083.9 |
| S1 |
7,029.5 |
7,029.5 |
7,089.1 |
7,051.3 |
| S2 |
6,959.5 |
6,959.5 |
7,078.7 |
|
| S3 |
6,846.0 |
6,916.0 |
7,068.3 |
|
| S4 |
6,732.5 |
6,802.5 |
7,037.1 |
|
|
| 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 |
7,003.0 |
267.0 |
3.8% |
99.6 |
1.4% |
36% |
False |
True |
111,153 |
| 10 |
7,270.0 |
6,996.0 |
274.0 |
3.9% |
92.2 |
1.3% |
38% |
False |
False |
120,002 |
| 20 |
7,270.0 |
6,894.0 |
376.0 |
5.3% |
92.3 |
1.3% |
55% |
False |
False |
115,992 |
| 40 |
7,270.0 |
6,495.0 |
775.0 |
10.9% |
111.3 |
1.6% |
78% |
False |
False |
134,450 |
| 60 |
7,270.0 |
6,174.0 |
1,096.0 |
15.4% |
124.0 |
1.7% |
84% |
False |
False |
117,789 |
| 80 |
7,270.0 |
6,174.0 |
1,096.0 |
15.4% |
132.7 |
1.9% |
84% |
False |
False |
88,686 |
| 100 |
8,258.0 |
6,174.0 |
2,084.0 |
29.4% |
147.6 |
2.1% |
44% |
False |
False |
71,098 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
29.9% |
140.8 |
2.0% |
44% |
False |
False |
59,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,598.9 |
|
2.618 |
7,413.6 |
|
1.618 |
7,300.1 |
|
1.000 |
7,230.0 |
|
0.618 |
7,186.6 |
|
HIGH |
7,116.5 |
|
0.618 |
7,073.1 |
|
0.500 |
7,059.8 |
|
0.382 |
7,046.4 |
|
LOW |
7,003.0 |
|
0.618 |
6,932.9 |
|
1.000 |
6,889.5 |
|
1.618 |
6,819.4 |
|
2.618 |
6,705.9 |
|
4.250 |
6,520.6 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,086.3 |
7,115.5 |
| PP |
7,073.0 |
7,110.2 |
| S1 |
7,059.8 |
7,104.8 |
|