| Trading Metrics calculated at close of trading on 28-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
| Open |
6,986.5 |
6,995.0 |
8.5 |
0.1% |
7,223.0 |
| High |
7,028.5 |
7,105.0 |
76.5 |
1.1% |
7,270.0 |
| Low |
6,926.5 |
6,973.0 |
46.5 |
0.7% |
6,954.5 |
| Close |
6,981.0 |
7,061.0 |
80.0 |
1.1% |
6,969.0 |
| Range |
102.0 |
132.0 |
30.0 |
29.4% |
315.5 |
| ATR |
112.6 |
114.0 |
1.4 |
1.2% |
0.0 |
| Volume |
156,264 |
168,947 |
12,683 |
8.1% |
520,393 |
|
| Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,442.3 |
7,383.7 |
7,133.6 |
|
| R3 |
7,310.3 |
7,251.7 |
7,097.3 |
|
| R2 |
7,178.3 |
7,178.3 |
7,085.2 |
|
| R1 |
7,119.7 |
7,119.7 |
7,073.1 |
7,149.0 |
| PP |
7,046.3 |
7,046.3 |
7,046.3 |
7,061.0 |
| S1 |
6,987.7 |
6,987.7 |
7,048.9 |
7,017.0 |
| S2 |
6,914.3 |
6,914.3 |
7,036.8 |
|
| S3 |
6,782.3 |
6,855.7 |
7,024.7 |
|
| S4 |
6,650.3 |
6,723.7 |
6,988.4 |
|
|
| 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 |
7,116.5 |
6,926.5 |
190.0 |
2.7% |
109.0 |
1.5% |
71% |
False |
False |
127,994 |
| 10 |
7,270.0 |
6,926.5 |
343.5 |
4.9% |
103.2 |
1.5% |
39% |
False |
False |
118,434 |
| 20 |
7,270.0 |
6,895.0 |
375.0 |
5.3% |
95.9 |
1.4% |
44% |
False |
False |
115,454 |
| 40 |
7,270.0 |
6,572.5 |
697.5 |
9.9% |
105.7 |
1.5% |
70% |
False |
False |
131,144 |
| 60 |
7,270.0 |
6,174.0 |
1,096.0 |
15.5% |
121.1 |
1.7% |
81% |
False |
False |
126,041 |
| 80 |
7,270.0 |
6,174.0 |
1,096.0 |
15.5% |
130.2 |
1.8% |
81% |
False |
False |
94,870 |
| 100 |
8,079.5 |
6,174.0 |
1,905.5 |
27.0% |
146.6 |
2.1% |
47% |
False |
False |
76,049 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
30.1% |
141.2 |
2.0% |
42% |
False |
False |
63,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,666.0 |
|
2.618 |
7,450.6 |
|
1.618 |
7,318.6 |
|
1.000 |
7,237.0 |
|
0.618 |
7,186.6 |
|
HIGH |
7,105.0 |
|
0.618 |
7,054.6 |
|
0.500 |
7,039.0 |
|
0.382 |
7,023.4 |
|
LOW |
6,973.0 |
|
0.618 |
6,891.4 |
|
1.000 |
6,841.0 |
|
1.618 |
6,759.4 |
|
2.618 |
6,627.4 |
|
4.250 |
6,412.0 |
|
|
| Fisher Pivots for day following 28-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,053.7 |
7,045.9 |
| PP |
7,046.3 |
7,030.8 |
| S1 |
7,039.0 |
7,015.8 |
|