| Trading Metrics calculated at close of trading on 23-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
| Open |
7,032.0 |
7,095.0 |
63.0 |
0.9% |
7,223.0 |
| High |
7,116.5 |
7,101.0 |
-15.5 |
-0.2% |
7,270.0 |
| Low |
7,003.0 |
6,954.5 |
-48.5 |
-0.7% |
6,954.5 |
| Close |
7,099.5 |
6,969.0 |
-130.5 |
-1.8% |
6,969.0 |
| Range |
113.5 |
146.5 |
33.0 |
29.1% |
315.5 |
| ATR |
116.1 |
118.3 |
2.2 |
1.9% |
0.0 |
| Volume |
142,163 |
136,765 |
-5,398 |
-3.8% |
520,393 |
|
| Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,447.7 |
7,354.8 |
7,049.6 |
|
| R3 |
7,301.2 |
7,208.3 |
7,009.3 |
|
| R2 |
7,154.7 |
7,154.7 |
6,995.9 |
|
| R1 |
7,061.8 |
7,061.8 |
6,982.4 |
7,035.0 |
| PP |
7,008.2 |
7,008.2 |
7,008.2 |
6,994.8 |
| S1 |
6,915.3 |
6,915.3 |
6,955.6 |
6,888.5 |
| S2 |
6,861.7 |
6,861.7 |
6,942.1 |
|
| S3 |
6,715.2 |
6,768.8 |
6,928.7 |
|
| S4 |
6,568.7 |
6,622.3 |
6,888.4 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,011.0 |
7,805.5 |
7,142.5 |
|
| R3 |
7,695.5 |
7,490.0 |
7,055.8 |
|
| R2 |
7,380.0 |
7,380.0 |
7,026.8 |
|
| R1 |
7,174.5 |
7,174.5 |
6,997.9 |
7,119.5 |
| PP |
7,064.5 |
7,064.5 |
7,064.5 |
7,037.0 |
| S1 |
6,859.0 |
6,859.0 |
6,940.1 |
6,804.0 |
| S2 |
6,749.0 |
6,749.0 |
6,911.2 |
|
| S3 |
6,433.5 |
6,543.5 |
6,882.2 |
|
| S4 |
6,118.0 |
6,228.0 |
6,795.5 |
|
|
| 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 |
6,954.5 |
315.5 |
4.5% |
108.1 |
1.6% |
5% |
False |
True |
104,078 |
| 10 |
7,270.0 |
6,954.5 |
315.5 |
4.5% |
99.6 |
1.4% |
5% |
False |
True |
120,695 |
| 20 |
7,270.0 |
6,895.0 |
375.0 |
5.4% |
94.6 |
1.4% |
20% |
False |
False |
115,594 |
| 40 |
7,270.0 |
6,495.0 |
775.0 |
11.1% |
112.0 |
1.6% |
61% |
False |
False |
135,007 |
| 60 |
7,270.0 |
6,174.0 |
1,096.0 |
15.7% |
124.2 |
1.8% |
73% |
False |
False |
120,056 |
| 80 |
7,270.0 |
6,174.0 |
1,096.0 |
15.7% |
132.6 |
1.9% |
73% |
False |
False |
90,390 |
| 100 |
8,130.0 |
6,174.0 |
1,956.0 |
28.1% |
147.2 |
2.1% |
41% |
False |
False |
72,460 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
30.5% |
140.2 |
2.0% |
37% |
False |
False |
60,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,723.6 |
|
2.618 |
7,484.5 |
|
1.618 |
7,338.0 |
|
1.000 |
7,247.5 |
|
0.618 |
7,191.5 |
|
HIGH |
7,101.0 |
|
0.618 |
7,045.0 |
|
0.500 |
7,027.8 |
|
0.382 |
7,010.5 |
|
LOW |
6,954.5 |
|
0.618 |
6,864.0 |
|
1.000 |
6,808.0 |
|
1.618 |
6,717.5 |
|
2.618 |
6,571.0 |
|
4.250 |
6,331.9 |
|
|
| Fisher Pivots for day following 23-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,027.8 |
7,091.3 |
| PP |
7,008.2 |
7,050.5 |
| S1 |
6,988.6 |
7,009.8 |
|