| Trading Metrics calculated at close of trading on 01-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
01-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,939.00 |
1,922.25 |
-16.75 |
-0.9% |
1,903.00 |
| High |
1,960.50 |
1,985.75 |
25.25 |
1.3% |
1,949.50 |
| Low |
1,916.75 |
1,921.50 |
4.75 |
0.2% |
1,872.75 |
| Close |
1,923.25 |
1,983.25 |
60.00 |
3.1% |
1,921.00 |
| Range |
43.75 |
64.25 |
20.50 |
46.9% |
76.75 |
| ATR |
41.69 |
43.31 |
1.61 |
3.9% |
0.00 |
| Volume |
283,763 |
368,157 |
84,394 |
29.7% |
1,583,514 |
|
| Daily Pivots for day following 01-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.25 |
2,134.00 |
2,018.50 |
|
| R3 |
2,092.00 |
2,069.75 |
2,001.00 |
|
| R2 |
2,027.75 |
2,027.75 |
1,995.00 |
|
| R1 |
2,005.50 |
2,005.50 |
1,989.25 |
2,016.50 |
| PP |
1,963.50 |
1,963.50 |
1,963.50 |
1,969.00 |
| S1 |
1,941.25 |
1,941.25 |
1,977.25 |
1,952.50 |
| S2 |
1,899.25 |
1,899.25 |
1,971.50 |
|
| S3 |
1,835.00 |
1,877.00 |
1,965.50 |
|
| S4 |
1,770.75 |
1,812.75 |
1,948.00 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,144.75 |
2,109.50 |
1,963.25 |
|
| R3 |
2,068.00 |
2,032.75 |
1,942.00 |
|
| R2 |
1,991.25 |
1,991.25 |
1,935.00 |
|
| R1 |
1,956.00 |
1,956.00 |
1,928.00 |
1,973.50 |
| PP |
1,914.50 |
1,914.50 |
1,914.50 |
1,923.25 |
| S1 |
1,879.25 |
1,879.25 |
1,914.00 |
1,897.00 |
| S2 |
1,837.75 |
1,837.75 |
1,907.00 |
|
| S3 |
1,761.00 |
1,802.50 |
1,900.00 |
|
| S4 |
1,684.25 |
1,725.75 |
1,878.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,985.75 |
1,898.75 |
87.00 |
4.4% |
39.00 |
2.0% |
97% |
True |
False |
313,338 |
| 10 |
1,985.75 |
1,870.50 |
115.25 |
5.8% |
40.50 |
2.0% |
98% |
True |
False |
305,814 |
| 20 |
1,985.75 |
1,781.25 |
204.50 |
10.3% |
40.00 |
2.0% |
99% |
True |
False |
308,541 |
| 40 |
1,985.75 |
1,674.00 |
311.75 |
15.7% |
47.25 |
2.4% |
99% |
True |
False |
305,912 |
| 60 |
1,985.75 |
1,674.00 |
311.75 |
15.7% |
44.50 |
2.2% |
99% |
True |
False |
204,133 |
| 80 |
1,997.50 |
1,674.00 |
323.50 |
16.3% |
48.00 |
2.4% |
96% |
False |
False |
153,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,258.75 |
|
2.618 |
2,154.00 |
|
1.618 |
2,089.75 |
|
1.000 |
2,050.00 |
|
0.618 |
2,025.50 |
|
HIGH |
1,985.75 |
|
0.618 |
1,961.25 |
|
0.500 |
1,953.50 |
|
0.382 |
1,946.00 |
|
LOW |
1,921.50 |
|
0.618 |
1,881.75 |
|
1.000 |
1,857.25 |
|
1.618 |
1,817.50 |
|
2.618 |
1,753.25 |
|
4.250 |
1,648.50 |
|
|
| Fisher Pivots for day following 01-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,973.50 |
1,972.50 |
| PP |
1,963.50 |
1,962.00 |
| S1 |
1,953.50 |
1,951.25 |
|