| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
5,914.0 |
5,950.0 |
36.0 |
0.6% |
5,800.0 |
| High |
5,932.0 |
5,989.0 |
57.0 |
1.0% |
5,989.0 |
| Low |
5,878.0 |
5,935.0 |
57.0 |
1.0% |
5,775.0 |
| Close |
5,909.0 |
5,955.0 |
46.0 |
0.8% |
5,955.0 |
| Range |
54.0 |
54.0 |
0.0 |
0.0% |
214.0 |
| ATR |
103.3 |
101.6 |
-1.7 |
-1.6% |
0.0 |
| Volume |
18,373 |
18,738 |
365 |
2.0% |
102,010 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,121.7 |
6,092.3 |
5,984.7 |
|
| R3 |
6,067.7 |
6,038.3 |
5,969.9 |
|
| R2 |
6,013.7 |
6,013.7 |
5,964.9 |
|
| R1 |
5,984.3 |
5,984.3 |
5,960.0 |
5,999.0 |
| PP |
5,959.7 |
5,959.7 |
5,959.7 |
5,967.0 |
| S1 |
5,930.3 |
5,930.3 |
5,950.1 |
5,945.0 |
| S2 |
5,905.7 |
5,905.7 |
5,945.1 |
|
| S3 |
5,851.7 |
5,876.3 |
5,940.2 |
|
| S4 |
5,797.7 |
5,822.3 |
5,925.3 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,548.3 |
6,465.7 |
6,072.7 |
|
| R3 |
6,334.3 |
6,251.7 |
6,013.9 |
|
| R2 |
6,120.3 |
6,120.3 |
5,994.2 |
|
| R1 |
6,037.7 |
6,037.7 |
5,974.6 |
6,079.0 |
| PP |
5,906.3 |
5,906.3 |
5,906.3 |
5,927.0 |
| S1 |
5,823.7 |
5,823.7 |
5,935.4 |
5,865.0 |
| S2 |
5,692.3 |
5,692.3 |
5,915.8 |
|
| S3 |
5,478.3 |
5,609.7 |
5,896.2 |
|
| S4 |
5,264.3 |
5,395.7 |
5,837.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,989.0 |
5,775.0 |
214.0 |
3.6% |
75.4 |
1.3% |
84% |
True |
False |
20,402 |
| 10 |
5,989.0 |
5,583.0 |
406.0 |
6.8% |
87.5 |
1.5% |
92% |
True |
False |
22,335 |
| 20 |
5,989.0 |
5,423.0 |
566.0 |
9.5% |
92.5 |
1.6% |
94% |
True |
False |
22,401 |
| 40 |
5,989.0 |
5,173.0 |
816.0 |
13.7% |
85.5 |
1.4% |
96% |
True |
False |
22,890 |
| 60 |
5,989.0 |
5,090.0 |
899.0 |
15.1% |
81.4 |
1.4% |
96% |
True |
False |
18,447 |
| 80 |
5,989.0 |
5,090.0 |
899.0 |
15.1% |
79.1 |
1.3% |
96% |
True |
False |
13,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,218.5 |
|
2.618 |
6,130.4 |
|
1.618 |
6,076.4 |
|
1.000 |
6,043.0 |
|
0.618 |
6,022.4 |
|
HIGH |
5,989.0 |
|
0.618 |
5,968.4 |
|
0.500 |
5,962.0 |
|
0.382 |
5,955.6 |
|
LOW |
5,935.0 |
|
0.618 |
5,901.6 |
|
1.000 |
5,881.0 |
|
1.618 |
5,847.6 |
|
2.618 |
5,793.6 |
|
4.250 |
5,705.5 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,962.0 |
5,937.3 |
| PP |
5,959.7 |
5,919.7 |
| S1 |
5,957.3 |
5,902.0 |
|