| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
6,244.5 |
6,213.5 |
-31.0 |
-0.5% |
6,140.0 |
| High |
6,263.5 |
6,268.0 |
4.5 |
0.1% |
6,278.0 |
| Low |
6,173.0 |
6,177.5 |
4.5 |
0.1% |
6,123.5 |
| Close |
6,222.5 |
6,247.0 |
24.5 |
0.4% |
6,215.0 |
| Range |
90.5 |
90.5 |
0.0 |
0.0% |
154.5 |
| ATR |
98.6 |
98.1 |
-0.6 |
-0.6% |
0.0 |
| Volume |
109,172 |
113,410 |
4,238 |
3.9% |
267,291 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,502.5 |
6,465.0 |
6,297.0 |
|
| R3 |
6,412.0 |
6,374.5 |
6,272.0 |
|
| R2 |
6,321.5 |
6,321.5 |
6,263.5 |
|
| R1 |
6,284.0 |
6,284.0 |
6,255.5 |
6,303.0 |
| PP |
6,231.0 |
6,231.0 |
6,231.0 |
6,240.0 |
| S1 |
6,193.5 |
6,193.5 |
6,238.5 |
6,212.0 |
| S2 |
6,140.5 |
6,140.5 |
6,230.5 |
|
| S3 |
6,050.0 |
6,103.0 |
6,222.0 |
|
| S4 |
5,959.5 |
6,012.5 |
6,197.0 |
|
|
| 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 |
6,271.0 |
6,139.5 |
131.5 |
2.1% |
94.0 |
1.5% |
82% |
False |
False |
91,304 |
| 10 |
6,278.0 |
6,123.5 |
154.5 |
2.5% |
91.0 |
1.5% |
80% |
False |
False |
68,306 |
| 20 |
6,278.0 |
5,960.5 |
317.5 |
5.1% |
89.5 |
1.4% |
90% |
False |
False |
79,953 |
| 40 |
6,278.0 |
5,473.0 |
805.0 |
12.9% |
95.0 |
1.5% |
96% |
False |
False |
97,543 |
| 60 |
6,278.0 |
5,424.5 |
853.5 |
13.7% |
99.0 |
1.6% |
96% |
False |
False |
70,662 |
| 80 |
6,278.0 |
5,424.5 |
853.5 |
13.7% |
102.0 |
1.6% |
96% |
False |
False |
53,093 |
| 100 |
6,559.5 |
5,325.0 |
1,234.5 |
19.8% |
101.5 |
1.6% |
75% |
False |
False |
42,500 |
| 120 |
6,643.5 |
5,325.0 |
1,318.5 |
21.1% |
86.5 |
1.4% |
70% |
False |
False |
35,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,652.5 |
|
2.618 |
6,505.0 |
|
1.618 |
6,414.5 |
|
1.000 |
6,358.5 |
|
0.618 |
6,324.0 |
|
HIGH |
6,268.0 |
|
0.618 |
6,233.5 |
|
0.500 |
6,223.0 |
|
0.382 |
6,212.0 |
|
LOW |
6,177.5 |
|
0.618 |
6,121.5 |
|
1.000 |
6,087.0 |
|
1.618 |
6,031.0 |
|
2.618 |
5,940.5 |
|
4.250 |
5,793.0 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,239.0 |
6,233.0 |
| PP |
6,231.0 |
6,219.0 |
| S1 |
6,223.0 |
6,205.0 |
|