| Trading Metrics calculated at close of trading on 14-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
| Open |
5,877.0 |
5,845.0 |
-32.0 |
-0.5% |
5,785.0 |
| High |
5,877.0 |
5,907.0 |
30.0 |
0.5% |
5,837.0 |
| Low |
5,805.0 |
5,815.0 |
10.0 |
0.2% |
5,583.0 |
| Close |
5,844.0 |
5,905.0 |
61.0 |
1.0% |
5,765.0 |
| Range |
72.0 |
92.0 |
20.0 |
27.8% |
254.0 |
| ATR |
108.3 |
107.1 |
-1.2 |
-1.1% |
0.0 |
| Volume |
23,959 |
19,324 |
-4,635 |
-19.3% |
121,347 |
|
| Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,151.7 |
6,120.3 |
5,955.6 |
|
| R3 |
6,059.7 |
6,028.3 |
5,930.3 |
|
| R2 |
5,967.7 |
5,967.7 |
5,921.9 |
|
| R1 |
5,936.3 |
5,936.3 |
5,913.4 |
5,952.0 |
| PP |
5,875.7 |
5,875.7 |
5,875.7 |
5,883.5 |
| S1 |
5,844.3 |
5,844.3 |
5,896.6 |
5,860.0 |
| S2 |
5,783.7 |
5,783.7 |
5,888.1 |
|
| S3 |
5,691.7 |
5,752.3 |
5,879.7 |
|
| S4 |
5,599.7 |
5,660.3 |
5,854.4 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,490.3 |
6,381.7 |
5,904.7 |
|
| R3 |
6,236.3 |
6,127.7 |
5,834.9 |
|
| R2 |
5,982.3 |
5,982.3 |
5,811.6 |
|
| R1 |
5,873.7 |
5,873.7 |
5,788.3 |
5,801.0 |
| PP |
5,728.3 |
5,728.3 |
5,728.3 |
5,692.0 |
| S1 |
5,619.7 |
5,619.7 |
5,741.7 |
5,547.0 |
| S2 |
5,474.3 |
5,474.3 |
5,718.4 |
|
| S3 |
5,220.3 |
5,365.7 |
5,695.2 |
|
| S4 |
4,966.3 |
5,111.7 |
5,625.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,907.0 |
5,583.0 |
324.0 |
5.5% |
110.4 |
1.9% |
99% |
True |
False |
24,820 |
| 10 |
5,907.0 |
5,556.0 |
351.0 |
5.9% |
90.5 |
1.5% |
99% |
True |
False |
22,891 |
| 20 |
5,907.0 |
5,423.0 |
484.0 |
8.2% |
93.6 |
1.6% |
100% |
True |
False |
22,046 |
| 40 |
5,907.0 |
5,090.0 |
817.0 |
13.8% |
87.8 |
1.5% |
100% |
True |
False |
25,965 |
| 60 |
5,907.0 |
5,090.0 |
817.0 |
13.8% |
80.1 |
1.4% |
100% |
True |
False |
17,831 |
| 80 |
5,907.0 |
5,090.0 |
817.0 |
13.8% |
80.7 |
1.4% |
100% |
True |
False |
13,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,298.0 |
|
2.618 |
6,147.9 |
|
1.618 |
6,055.9 |
|
1.000 |
5,999.0 |
|
0.618 |
5,963.9 |
|
HIGH |
5,907.0 |
|
0.618 |
5,871.9 |
|
0.500 |
5,861.0 |
|
0.382 |
5,850.1 |
|
LOW |
5,815.0 |
|
0.618 |
5,758.1 |
|
1.000 |
5,723.0 |
|
1.618 |
5,666.1 |
|
2.618 |
5,574.1 |
|
4.250 |
5,424.0 |
|
|
| Fisher Pivots for day following 14-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,890.3 |
5,883.7 |
| PP |
5,875.7 |
5,862.3 |
| S1 |
5,861.0 |
5,841.0 |
|