| Trading Metrics calculated at close of trading on 09-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
| Open |
6,227.0 |
6,247.5 |
20.5 |
0.3% |
6,140.0 |
| High |
6,278.0 |
6,252.0 |
-26.0 |
-0.4% |
6,278.0 |
| Low |
6,220.5 |
6,167.0 |
-53.5 |
-0.9% |
6,123.5 |
| Close |
6,268.0 |
6,215.0 |
-53.0 |
-0.8% |
6,215.0 |
| Range |
57.5 |
85.0 |
27.5 |
47.8% |
154.5 |
| ATR |
98.4 |
98.6 |
0.2 |
0.2% |
0.0 |
| Volume |
90,882 |
80,431 |
-10,451 |
-11.5% |
267,291 |
|
| Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,466.5 |
6,425.5 |
6,262.0 |
|
| R3 |
6,381.5 |
6,340.5 |
6,238.5 |
|
| R2 |
6,296.5 |
6,296.5 |
6,230.5 |
|
| R1 |
6,255.5 |
6,255.5 |
6,223.0 |
6,233.5 |
| PP |
6,211.5 |
6,211.5 |
6,211.5 |
6,200.0 |
| S1 |
6,170.5 |
6,170.5 |
6,207.0 |
6,148.5 |
| S2 |
6,126.5 |
6,126.5 |
6,199.5 |
|
| S3 |
6,041.5 |
6,085.5 |
6,191.5 |
|
| S4 |
5,956.5 |
6,000.5 |
6,168.0 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,669.0 |
6,596.5 |
6,300.0 |
|
| R3 |
6,514.5 |
6,442.0 |
6,257.5 |
|
| R2 |
6,360.0 |
6,360.0 |
6,243.5 |
|
| R1 |
6,287.5 |
6,287.5 |
6,229.0 |
6,324.0 |
| PP |
6,205.5 |
6,205.5 |
6,205.5 |
6,223.5 |
| S1 |
6,133.0 |
6,133.0 |
6,201.0 |
6,169.0 |
| S2 |
6,051.0 |
6,051.0 |
6,186.5 |
|
| S3 |
5,896.5 |
5,978.5 |
6,172.5 |
|
| S4 |
5,742.0 |
5,824.0 |
6,130.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,278.0 |
6,123.5 |
154.5 |
2.5% |
82.5 |
1.3% |
59% |
False |
False |
53,458 |
| 10 |
6,278.0 |
6,041.5 |
236.5 |
3.8% |
84.5 |
1.4% |
73% |
False |
False |
58,148 |
| 20 |
6,278.0 |
5,832.0 |
446.0 |
7.2% |
89.5 |
1.4% |
86% |
False |
False |
81,757 |
| 40 |
6,278.0 |
5,424.5 |
853.5 |
13.7% |
99.0 |
1.6% |
93% |
False |
False |
95,441 |
| 60 |
6,278.0 |
5,424.5 |
853.5 |
13.7% |
99.5 |
1.6% |
93% |
False |
False |
64,434 |
| 80 |
6,278.0 |
5,325.0 |
953.0 |
15.3% |
108.0 |
1.7% |
93% |
False |
False |
48,398 |
| 100 |
6,559.5 |
5,325.0 |
1,234.5 |
19.9% |
97.5 |
1.6% |
72% |
False |
False |
38,740 |
| 120 |
6,643.5 |
5,325.0 |
1,318.5 |
21.2% |
84.5 |
1.4% |
68% |
False |
False |
32,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,613.0 |
|
2.618 |
6,474.5 |
|
1.618 |
6,389.5 |
|
1.000 |
6,337.0 |
|
0.618 |
6,304.5 |
|
HIGH |
6,252.0 |
|
0.618 |
6,219.5 |
|
0.500 |
6,209.5 |
|
0.382 |
6,199.5 |
|
LOW |
6,167.0 |
|
0.618 |
6,114.5 |
|
1.000 |
6,082.0 |
|
1.618 |
6,029.5 |
|
2.618 |
5,944.5 |
|
4.250 |
5,806.0 |
|
|
| Fisher Pivots for day following 09-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,213.0 |
6,222.5 |
| PP |
6,211.5 |
6,220.0 |
| S1 |
6,209.5 |
6,217.5 |
|