| Trading Metrics calculated at close of trading on 05-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2008 |
05-May-2008 |
Change |
Change % |
Previous Week |
| Open |
6,140.0 |
6,140.0 |
0.0 |
0.0% |
6,133.0 |
| High |
6,237.5 |
6,237.5 |
0.0 |
0.0% |
6,237.5 |
| Low |
6,123.5 |
6,123.5 |
0.0 |
0.0% |
6,041.5 |
| Close |
6,219.0 |
6,219.0 |
0.0 |
0.0% |
6,219.0 |
| Range |
114.0 |
114.0 |
0.0 |
0.0% |
196.0 |
| ATR |
104.8 |
105.5 |
0.7 |
0.6% |
0.0 |
| Volume |
39,679 |
0 |
-39,679 |
-100.0% |
314,193 |
|
| Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,535.5 |
6,491.0 |
6,281.5 |
|
| R3 |
6,421.5 |
6,377.0 |
6,250.5 |
|
| R2 |
6,307.5 |
6,307.5 |
6,240.0 |
|
| R1 |
6,263.0 |
6,263.0 |
6,229.5 |
6,285.0 |
| PP |
6,193.5 |
6,193.5 |
6,193.5 |
6,204.5 |
| S1 |
6,149.0 |
6,149.0 |
6,208.5 |
6,171.0 |
| S2 |
6,079.5 |
6,079.5 |
6,198.0 |
|
| S3 |
5,965.5 |
6,035.0 |
6,187.5 |
|
| S4 |
5,851.5 |
5,921.0 |
6,156.5 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,754.0 |
6,682.5 |
6,327.0 |
|
| R3 |
6,558.0 |
6,486.5 |
6,273.0 |
|
| R2 |
6,362.0 |
6,362.0 |
6,255.0 |
|
| R1 |
6,290.5 |
6,290.5 |
6,237.0 |
6,326.0 |
| PP |
6,166.0 |
6,166.0 |
6,166.0 |
6,184.0 |
| S1 |
6,094.5 |
6,094.5 |
6,201.0 |
6,130.0 |
| S2 |
5,970.0 |
5,970.0 |
6,183.0 |
|
| S3 |
5,774.0 |
5,898.5 |
6,165.0 |
|
| S4 |
5,578.0 |
5,702.5 |
6,111.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,237.5 |
6,041.5 |
196.0 |
3.2% |
99.5 |
1.6% |
91% |
True |
False |
41,083 |
| 10 |
6,237.5 |
5,960.5 |
277.0 |
4.5% |
94.0 |
1.5% |
93% |
True |
False |
72,750 |
| 20 |
6,237.5 |
5,832.0 |
405.5 |
6.5% |
96.0 |
1.5% |
95% |
True |
False |
87,064 |
| 40 |
6,237.5 |
5,424.5 |
813.0 |
13.1% |
101.5 |
1.6% |
98% |
True |
False |
89,662 |
| 60 |
6,237.5 |
5,424.5 |
813.0 |
13.1% |
102.0 |
1.6% |
98% |
True |
False |
59,986 |
| 80 |
6,263.5 |
5,325.0 |
938.5 |
15.1% |
109.5 |
1.8% |
95% |
False |
False |
45,064 |
| 100 |
6,622.0 |
5,325.0 |
1,297.0 |
20.9% |
95.5 |
1.5% |
69% |
False |
False |
36,068 |
| 120 |
6,643.5 |
5,325.0 |
1,318.5 |
21.2% |
82.5 |
1.3% |
68% |
False |
False |
30,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,722.0 |
|
2.618 |
6,536.0 |
|
1.618 |
6,422.0 |
|
1.000 |
6,351.5 |
|
0.618 |
6,308.0 |
|
HIGH |
6,237.5 |
|
0.618 |
6,194.0 |
|
0.500 |
6,180.5 |
|
0.382 |
6,167.0 |
|
LOW |
6,123.5 |
|
0.618 |
6,053.0 |
|
1.000 |
6,009.5 |
|
1.618 |
5,939.0 |
|
2.618 |
5,825.0 |
|
4.250 |
5,639.0 |
|
|
| Fisher Pivots for day following 05-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,206.0 |
6,192.5 |
| PP |
6,193.5 |
6,166.0 |
| S1 |
6,180.5 |
6,139.5 |
|