| Trading Metrics calculated at close of trading on 30-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2008 |
30-May-2008 |
Change |
Change % |
Previous Week |
| Open |
6,114.5 |
6,072.5 |
-42.0 |
-0.7% |
6,123.0 |
| High |
6,135.0 |
6,117.5 |
-17.5 |
-0.3% |
6,144.0 |
| Low |
6,042.0 |
6,033.0 |
-9.0 |
-0.1% |
6,033.0 |
| Close |
6,074.5 |
6,041.0 |
-33.5 |
-0.6% |
6,041.0 |
| Range |
93.0 |
84.5 |
-8.5 |
-9.1% |
111.0 |
| ATR |
99.7 |
98.6 |
-1.1 |
-1.1% |
0.0 |
| Volume |
73,743 |
74,707 |
964 |
1.3% |
307,925 |
|
| Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,317.5 |
6,263.5 |
6,087.5 |
|
| R3 |
6,233.0 |
6,179.0 |
6,064.0 |
|
| R2 |
6,148.5 |
6,148.5 |
6,056.5 |
|
| R1 |
6,094.5 |
6,094.5 |
6,048.5 |
6,079.0 |
| PP |
6,064.0 |
6,064.0 |
6,064.0 |
6,056.0 |
| S1 |
6,010.0 |
6,010.0 |
6,033.5 |
5,995.0 |
| S2 |
5,979.5 |
5,979.5 |
6,025.5 |
|
| S3 |
5,895.0 |
5,925.5 |
6,018.0 |
|
| S4 |
5,810.5 |
5,841.0 |
5,994.5 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,405.5 |
6,334.5 |
6,102.0 |
|
| R3 |
6,294.5 |
6,223.5 |
6,071.5 |
|
| R2 |
6,183.5 |
6,183.5 |
6,061.5 |
|
| R1 |
6,112.5 |
6,112.5 |
6,051.0 |
6,092.5 |
| PP |
6,072.5 |
6,072.5 |
6,072.5 |
6,063.0 |
| S1 |
6,001.5 |
6,001.5 |
6,031.0 |
5,981.5 |
| S2 |
5,961.5 |
5,961.5 |
6,020.5 |
|
| S3 |
5,850.5 |
5,890.5 |
6,010.5 |
|
| S4 |
5,739.5 |
5,779.5 |
5,980.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,199.0 |
6,033.0 |
166.0 |
2.7% |
92.5 |
1.5% |
5% |
False |
True |
80,610 |
| 10 |
6,396.0 |
6,033.0 |
363.0 |
6.0% |
97.0 |
1.6% |
2% |
False |
True |
93,145 |
| 20 |
6,396.0 |
6,033.0 |
363.0 |
6.0% |
94.0 |
1.6% |
2% |
False |
True |
80,725 |
| 40 |
6,396.0 |
5,832.0 |
564.0 |
9.3% |
92.5 |
1.5% |
37% |
False |
False |
87,455 |
| 60 |
6,396.0 |
5,424.5 |
971.5 |
16.1% |
99.0 |
1.6% |
63% |
False |
False |
86,107 |
| 80 |
6,396.0 |
5,424.5 |
971.5 |
16.1% |
99.5 |
1.6% |
63% |
False |
False |
64,678 |
| 100 |
6,396.0 |
5,325.0 |
1,071.0 |
17.7% |
105.5 |
1.7% |
67% |
False |
False |
51,813 |
| 120 |
6,643.5 |
5,325.0 |
1,318.5 |
21.8% |
93.5 |
1.6% |
54% |
False |
False |
43,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,476.5 |
|
2.618 |
6,338.5 |
|
1.618 |
6,254.0 |
|
1.000 |
6,202.0 |
|
0.618 |
6,169.5 |
|
HIGH |
6,117.5 |
|
0.618 |
6,085.0 |
|
0.500 |
6,075.0 |
|
0.382 |
6,065.5 |
|
LOW |
6,033.0 |
|
0.618 |
5,981.0 |
|
1.000 |
5,948.5 |
|
1.618 |
5,896.5 |
|
2.618 |
5,812.0 |
|
4.250 |
5,674.0 |
|
|
| Fisher Pivots for day following 30-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,075.0 |
6,084.0 |
| PP |
6,064.0 |
6,069.5 |
| S1 |
6,052.5 |
6,055.5 |
|