| 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 |
6,330.0 |
6,362.0 |
32.0 |
0.5% |
6,215.0 |
| High |
6,396.0 |
6,362.5 |
-33.5 |
-0.5% |
6,359.5 |
| Low |
6,306.5 |
6,185.5 |
-121.0 |
-1.9% |
6,139.5 |
| Close |
6,377.5 |
6,218.0 |
-159.5 |
-2.5% |
6,293.0 |
| Range |
89.5 |
177.0 |
87.5 |
97.8% |
220.0 |
| ATR |
99.4 |
106.0 |
6.6 |
6.7% |
0.0 |
| Volume |
124,599 |
69,381 |
-55,218 |
-44.3% |
474,053 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,786.5 |
6,679.0 |
6,315.5 |
|
| R3 |
6,609.5 |
6,502.0 |
6,266.5 |
|
| R2 |
6,432.5 |
6,432.5 |
6,250.5 |
|
| R1 |
6,325.0 |
6,325.0 |
6,234.0 |
6,290.0 |
| PP |
6,255.5 |
6,255.5 |
6,255.5 |
6,238.0 |
| S1 |
6,148.0 |
6,148.0 |
6,202.0 |
6,113.0 |
| S2 |
6,078.5 |
6,078.5 |
6,185.5 |
|
| S3 |
5,901.5 |
5,971.0 |
6,169.5 |
|
| S4 |
5,724.5 |
5,794.0 |
6,120.5 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,924.0 |
6,828.5 |
6,414.0 |
|
| R3 |
6,704.0 |
6,608.5 |
6,353.5 |
|
| R2 |
6,484.0 |
6,484.0 |
6,333.5 |
|
| R1 |
6,388.5 |
6,388.5 |
6,313.0 |
6,436.0 |
| PP |
6,264.0 |
6,264.0 |
6,264.0 |
6,288.0 |
| S1 |
6,168.5 |
6,168.5 |
6,273.0 |
6,216.0 |
| S2 |
6,044.0 |
6,044.0 |
6,252.5 |
|
| S3 |
5,824.0 |
5,948.5 |
6,232.5 |
|
| S4 |
5,604.0 |
5,728.5 |
6,172.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,396.0 |
6,173.0 |
223.0 |
3.6% |
107.0 |
1.7% |
20% |
False |
False |
102,904 |
| 10 |
6,396.0 |
6,139.5 |
256.5 |
4.1% |
94.5 |
1.5% |
31% |
False |
False |
93,532 |
| 20 |
6,396.0 |
5,960.5 |
435.5 |
7.0% |
95.5 |
1.5% |
59% |
False |
False |
79,334 |
| 40 |
6,396.0 |
5,597.5 |
798.5 |
12.8% |
95.5 |
1.5% |
78% |
False |
False |
91,230 |
| 60 |
6,396.0 |
5,424.5 |
971.5 |
15.6% |
101.0 |
1.6% |
82% |
False |
False |
75,499 |
| 80 |
6,396.0 |
5,424.5 |
971.5 |
15.6% |
99.5 |
1.6% |
82% |
False |
False |
56,738 |
| 100 |
6,559.5 |
5,325.0 |
1,234.5 |
19.9% |
104.5 |
1.7% |
72% |
False |
False |
45,420 |
| 120 |
6,643.5 |
5,325.0 |
1,318.5 |
21.2% |
89.0 |
1.4% |
68% |
False |
False |
37,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,115.0 |
|
2.618 |
6,826.0 |
|
1.618 |
6,649.0 |
|
1.000 |
6,539.5 |
|
0.618 |
6,472.0 |
|
HIGH |
6,362.5 |
|
0.618 |
6,295.0 |
|
0.500 |
6,274.0 |
|
0.382 |
6,253.0 |
|
LOW |
6,185.5 |
|
0.618 |
6,076.0 |
|
1.000 |
6,008.5 |
|
1.618 |
5,899.0 |
|
2.618 |
5,722.0 |
|
4.250 |
5,433.0 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,274.0 |
6,291.0 |
| PP |
6,255.5 |
6,266.5 |
| S1 |
6,236.5 |
6,242.0 |
|