| Trading Metrics calculated at close of trading on 30-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2008 |
30-May-2008 |
Change |
Change % |
Previous Week |
| Open |
7,084.0 |
7,097.0 |
13.0 |
0.2% |
6,969.0 |
| High |
7,121.5 |
7,142.0 |
20.5 |
0.3% |
7,142.0 |
| Low |
7,021.0 |
7,087.0 |
66.0 |
0.9% |
6,926.5 |
| Close |
7,080.0 |
7,106.5 |
26.5 |
0.4% |
7,106.5 |
| Range |
100.5 |
55.0 |
-45.5 |
-45.3% |
215.5 |
| ATR |
113.1 |
109.4 |
-3.6 |
-3.2% |
0.0 |
| Volume |
142,740 |
99,920 |
-42,820 |
-30.0% |
603,703 |
|
| Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,276.8 |
7,246.7 |
7,136.8 |
|
| R3 |
7,221.8 |
7,191.7 |
7,121.6 |
|
| R2 |
7,166.8 |
7,166.8 |
7,116.6 |
|
| R1 |
7,136.7 |
7,136.7 |
7,111.5 |
7,151.8 |
| PP |
7,111.8 |
7,111.8 |
7,111.8 |
7,119.4 |
| S1 |
7,081.7 |
7,081.7 |
7,101.5 |
7,096.8 |
| S2 |
7,056.8 |
7,056.8 |
7,096.4 |
|
| S3 |
7,001.8 |
7,026.7 |
7,091.4 |
|
| S4 |
6,946.8 |
6,971.7 |
7,076.3 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,704.8 |
7,621.2 |
7,225.0 |
|
| R3 |
7,489.3 |
7,405.7 |
7,165.8 |
|
| R2 |
7,273.8 |
7,273.8 |
7,146.0 |
|
| R1 |
7,190.2 |
7,190.2 |
7,126.3 |
7,232.0 |
| PP |
7,058.3 |
7,058.3 |
7,058.3 |
7,079.3 |
| S1 |
6,974.7 |
6,974.7 |
7,086.7 |
7,016.5 |
| S2 |
6,842.8 |
6,842.8 |
7,067.0 |
|
| S3 |
6,627.3 |
6,759.2 |
7,047.2 |
|
| S4 |
6,411.8 |
6,543.7 |
6,988.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,142.0 |
6,926.5 |
215.5 |
3.0% |
88.1 |
1.2% |
84% |
True |
False |
120,740 |
| 10 |
7,270.0 |
6,926.5 |
343.5 |
4.8% |
98.1 |
1.4% |
52% |
False |
False |
112,409 |
| 20 |
7,270.0 |
6,926.5 |
343.5 |
4.8% |
93.1 |
1.3% |
52% |
False |
False |
120,236 |
| 40 |
7,270.0 |
6,572.5 |
697.5 |
9.8% |
103.8 |
1.5% |
77% |
False |
False |
129,710 |
| 60 |
7,270.0 |
6,174.0 |
1,096.0 |
15.4% |
118.6 |
1.7% |
85% |
False |
False |
130,057 |
| 80 |
7,270.0 |
6,174.0 |
1,096.0 |
15.4% |
126.6 |
1.8% |
85% |
False |
False |
97,887 |
| 100 |
7,981.0 |
6,174.0 |
1,807.0 |
25.4% |
145.6 |
2.0% |
52% |
False |
False |
78,455 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
29.9% |
141.3 |
2.0% |
44% |
False |
False |
65,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,375.8 |
|
2.618 |
7,286.0 |
|
1.618 |
7,231.0 |
|
1.000 |
7,197.0 |
|
0.618 |
7,176.0 |
|
HIGH |
7,142.0 |
|
0.618 |
7,121.0 |
|
0.500 |
7,114.5 |
|
0.382 |
7,108.0 |
|
LOW |
7,087.0 |
|
0.618 |
7,053.0 |
|
1.000 |
7,032.0 |
|
1.618 |
6,998.0 |
|
2.618 |
6,943.0 |
|
4.250 |
6,853.3 |
|
|
| Fisher Pivots for day following 30-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,114.5 |
7,090.2 |
| PP |
7,111.8 |
7,073.8 |
| S1 |
7,109.2 |
7,057.5 |
|