| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
5,975.0 |
5,969.0 |
-6.0 |
-0.1% |
5,800.0 |
| High |
6,004.0 |
5,972.0 |
-32.0 |
-0.5% |
5,989.0 |
| Low |
5,949.0 |
5,910.0 |
-39.0 |
-0.7% |
5,775.0 |
| Close |
5,971.0 |
5,929.0 |
-42.0 |
-0.7% |
5,955.0 |
| Range |
55.0 |
62.0 |
7.0 |
12.7% |
214.0 |
| ATR |
98.3 |
95.7 |
-2.6 |
-2.6% |
0.0 |
| Volume |
15,441 |
17,236 |
1,795 |
11.6% |
102,010 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,123.0 |
6,088.0 |
5,963.1 |
|
| R3 |
6,061.0 |
6,026.0 |
5,946.1 |
|
| R2 |
5,999.0 |
5,999.0 |
5,940.4 |
|
| R1 |
5,964.0 |
5,964.0 |
5,934.7 |
5,950.5 |
| PP |
5,937.0 |
5,937.0 |
5,937.0 |
5,930.3 |
| S1 |
5,902.0 |
5,902.0 |
5,923.3 |
5,888.5 |
| S2 |
5,875.0 |
5,875.0 |
5,917.6 |
|
| S3 |
5,813.0 |
5,840.0 |
5,912.0 |
|
| S4 |
5,751.0 |
5,778.0 |
5,894.9 |
|
|
| 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 |
6,004.0 |
5,815.0 |
189.0 |
3.2% |
63.4 |
1.1% |
60% |
False |
False |
17,822 |
| 10 |
6,004.0 |
5,583.0 |
421.0 |
7.1% |
89.1 |
1.5% |
82% |
False |
False |
21,819 |
| 20 |
6,004.0 |
5,548.0 |
456.0 |
7.7% |
85.9 |
1.4% |
84% |
False |
False |
21,297 |
| 40 |
6,004.0 |
5,328.0 |
676.0 |
11.4% |
84.5 |
1.4% |
89% |
False |
False |
21,776 |
| 60 |
6,004.0 |
5,090.0 |
914.0 |
15.4% |
81.8 |
1.4% |
92% |
False |
False |
18,988 |
| 80 |
6,004.0 |
5,090.0 |
914.0 |
15.4% |
77.9 |
1.3% |
92% |
False |
False |
14,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,235.5 |
|
2.618 |
6,134.3 |
|
1.618 |
6,072.3 |
|
1.000 |
6,034.0 |
|
0.618 |
6,010.3 |
|
HIGH |
5,972.0 |
|
0.618 |
5,948.3 |
|
0.500 |
5,941.0 |
|
0.382 |
5,933.7 |
|
LOW |
5,910.0 |
|
0.618 |
5,871.7 |
|
1.000 |
5,848.0 |
|
1.618 |
5,809.7 |
|
2.618 |
5,747.7 |
|
4.250 |
5,646.5 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,941.0 |
5,957.0 |
| PP |
5,937.0 |
5,947.7 |
| S1 |
5,933.0 |
5,938.3 |
|