| Trading Metrics calculated at close of trading on 29-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
| Open |
6,995.0 |
7,084.0 |
89.0 |
1.3% |
7,223.0 |
| High |
7,105.0 |
7,121.5 |
16.5 |
0.2% |
7,270.0 |
| Low |
6,973.0 |
7,021.0 |
48.0 |
0.7% |
6,954.5 |
| Close |
7,061.0 |
7,080.0 |
19.0 |
0.3% |
6,969.0 |
| Range |
132.0 |
100.5 |
-31.5 |
-23.9% |
315.5 |
| ATR |
114.0 |
113.1 |
-1.0 |
-0.8% |
0.0 |
| Volume |
168,947 |
142,740 |
-26,207 |
-15.5% |
520,393 |
|
| Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,375.7 |
7,328.3 |
7,135.3 |
|
| R3 |
7,275.2 |
7,227.8 |
7,107.6 |
|
| R2 |
7,174.7 |
7,174.7 |
7,098.4 |
|
| R1 |
7,127.3 |
7,127.3 |
7,089.2 |
7,100.8 |
| PP |
7,074.2 |
7,074.2 |
7,074.2 |
7,060.9 |
| S1 |
7,026.8 |
7,026.8 |
7,070.8 |
7,000.3 |
| S2 |
6,973.7 |
6,973.7 |
7,061.6 |
|
| S3 |
6,873.2 |
6,926.3 |
7,052.4 |
|
| S4 |
6,772.7 |
6,825.8 |
7,024.7 |
|
|
| 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 |
7,121.5 |
6,926.5 |
195.0 |
2.8% |
106.4 |
1.5% |
79% |
True |
False |
128,109 |
| 10 |
7,270.0 |
6,926.5 |
343.5 |
4.9% |
103.0 |
1.5% |
45% |
False |
False |
119,631 |
| 20 |
7,270.0 |
6,926.5 |
343.5 |
4.9% |
95.0 |
1.3% |
45% |
False |
False |
122,591 |
| 40 |
7,270.0 |
6,572.5 |
697.5 |
9.9% |
105.5 |
1.5% |
73% |
False |
False |
130,768 |
| 60 |
7,270.0 |
6,174.0 |
1,096.0 |
15.5% |
119.5 |
1.7% |
83% |
False |
False |
128,407 |
| 80 |
7,270.0 |
6,174.0 |
1,096.0 |
15.5% |
128.0 |
1.8% |
83% |
False |
False |
96,649 |
| 100 |
7,988.5 |
6,174.0 |
1,814.5 |
25.6% |
145.9 |
2.1% |
50% |
False |
False |
77,458 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
30.0% |
141.7 |
2.0% |
43% |
False |
False |
65,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,548.6 |
|
2.618 |
7,384.6 |
|
1.618 |
7,284.1 |
|
1.000 |
7,222.0 |
|
0.618 |
7,183.6 |
|
HIGH |
7,121.5 |
|
0.618 |
7,083.1 |
|
0.500 |
7,071.3 |
|
0.382 |
7,059.4 |
|
LOW |
7,021.0 |
|
0.618 |
6,958.9 |
|
1.000 |
6,920.5 |
|
1.618 |
6,858.4 |
|
2.618 |
6,757.9 |
|
4.250 |
6,593.9 |
|
|
| Fisher Pivots for day following 29-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,077.1 |
7,061.3 |
| PP |
7,074.2 |
7,042.7 |
| S1 |
7,071.3 |
7,024.0 |
|