| Trading Metrics calculated at close of trading on 23-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
| Open |
6,173.5 |
6,199.0 |
25.5 |
0.4% |
6,330.0 |
| High |
6,232.0 |
6,199.0 |
-33.0 |
-0.5% |
6,396.0 |
| Low |
6,156.5 |
6,083.5 |
-73.0 |
-1.2% |
6,083.5 |
| Close |
6,177.0 |
6,107.0 |
-70.0 |
-1.1% |
6,107.0 |
| Range |
75.5 |
115.5 |
40.0 |
53.0% |
312.5 |
| ATR |
101.9 |
102.9 |
1.0 |
1.0% |
0.0 |
| Volume |
95,713 |
95,127 |
-586 |
-0.6% |
525,565 |
|
| Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,476.5 |
6,407.0 |
6,170.5 |
|
| R3 |
6,361.0 |
6,291.5 |
6,139.0 |
|
| R2 |
6,245.5 |
6,245.5 |
6,128.0 |
|
| R1 |
6,176.0 |
6,176.0 |
6,117.5 |
6,153.0 |
| PP |
6,130.0 |
6,130.0 |
6,130.0 |
6,118.0 |
| S1 |
6,060.5 |
6,060.5 |
6,096.5 |
6,037.5 |
| S2 |
6,014.5 |
6,014.5 |
6,086.0 |
|
| S3 |
5,899.0 |
5,945.0 |
6,075.0 |
|
| S4 |
5,783.5 |
5,829.5 |
6,043.5 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,133.0 |
6,932.5 |
6,279.0 |
|
| R3 |
6,820.5 |
6,620.0 |
6,193.0 |
|
| R2 |
6,508.0 |
6,508.0 |
6,164.5 |
|
| R1 |
6,307.5 |
6,307.5 |
6,135.5 |
6,251.5 |
| PP |
6,195.5 |
6,195.5 |
6,195.5 |
6,167.5 |
| S1 |
5,995.0 |
5,995.0 |
6,078.5 |
5,939.0 |
| S2 |
5,883.0 |
5,883.0 |
6,049.5 |
|
| S3 |
5,570.5 |
5,682.5 |
6,021.0 |
|
| S4 |
5,258.0 |
5,370.0 |
5,935.0 |
|
|
| 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 |
6,083.5 |
312.5 |
5.1% |
107.0 |
1.8% |
8% |
False |
True |
105,113 |
| 10 |
6,396.0 |
6,083.5 |
312.5 |
5.1% |
100.5 |
1.6% |
8% |
False |
True |
99,961 |
| 20 |
6,396.0 |
6,041.5 |
354.5 |
5.8% |
92.5 |
1.5% |
18% |
False |
False |
79,055 |
| 40 |
6,396.0 |
5,597.5 |
798.5 |
13.1% |
97.0 |
1.6% |
64% |
False |
False |
91,540 |
| 60 |
6,396.0 |
5,424.5 |
971.5 |
15.9% |
101.0 |
1.7% |
70% |
False |
False |
80,999 |
| 80 |
6,396.0 |
5,424.5 |
971.5 |
15.9% |
100.5 |
1.6% |
70% |
False |
False |
60,846 |
| 100 |
6,559.5 |
5,325.0 |
1,234.5 |
20.2% |
105.5 |
1.7% |
63% |
False |
False |
48,735 |
| 120 |
6,643.5 |
5,325.0 |
1,318.5 |
21.6% |
91.5 |
1.5% |
59% |
False |
False |
40,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,690.0 |
|
2.618 |
6,501.5 |
|
1.618 |
6,386.0 |
|
1.000 |
6,314.5 |
|
0.618 |
6,270.5 |
|
HIGH |
6,199.0 |
|
0.618 |
6,155.0 |
|
0.500 |
6,141.0 |
|
0.382 |
6,127.5 |
|
LOW |
6,083.5 |
|
0.618 |
6,012.0 |
|
1.000 |
5,968.0 |
|
1.618 |
5,896.5 |
|
2.618 |
5,781.0 |
|
4.250 |
5,592.5 |
|
|
| Fisher Pivots for day following 23-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,141.0 |
6,175.0 |
| PP |
6,130.0 |
6,152.5 |
| S1 |
6,118.5 |
6,129.5 |
|