| Trading Metrics calculated at close of trading on 02-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2008 |
02-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,922.25 |
1,984.00 |
61.75 |
3.2% |
1,922.25 |
| High |
1,985.75 |
2,008.00 |
22.25 |
1.1% |
2,008.00 |
| Low |
1,921.50 |
1,970.00 |
48.50 |
2.5% |
1,916.75 |
| Close |
1,983.25 |
1,990.25 |
7.00 |
0.4% |
1,990.25 |
| Range |
64.25 |
38.00 |
-26.25 |
-40.9% |
91.25 |
| ATR |
43.31 |
42.93 |
-0.38 |
-0.9% |
0.00 |
| Volume |
368,157 |
437,067 |
68,910 |
18.7% |
1,582,368 |
|
| Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,103.50 |
2,084.75 |
2,011.25 |
|
| R3 |
2,065.50 |
2,046.75 |
2,000.75 |
|
| R2 |
2,027.50 |
2,027.50 |
1,997.25 |
|
| R1 |
2,008.75 |
2,008.75 |
1,993.75 |
2,018.00 |
| PP |
1,989.50 |
1,989.50 |
1,989.50 |
1,994.00 |
| S1 |
1,970.75 |
1,970.75 |
1,986.75 |
1,980.00 |
| S2 |
1,951.50 |
1,951.50 |
1,983.25 |
|
| S3 |
1,913.50 |
1,932.75 |
1,979.75 |
|
| S4 |
1,875.50 |
1,894.75 |
1,969.25 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,245.50 |
2,209.00 |
2,040.50 |
|
| R3 |
2,154.25 |
2,117.75 |
2,015.25 |
|
| R2 |
2,063.00 |
2,063.00 |
2,007.00 |
|
| R1 |
2,026.50 |
2,026.50 |
1,998.50 |
2,044.75 |
| PP |
1,971.75 |
1,971.75 |
1,971.75 |
1,980.75 |
| S1 |
1,935.25 |
1,935.25 |
1,982.00 |
1,953.50 |
| S2 |
1,880.50 |
1,880.50 |
1,973.50 |
|
| S3 |
1,789.25 |
1,844.00 |
1,965.25 |
|
| S4 |
1,698.00 |
1,752.75 |
1,940.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,008.00 |
1,916.75 |
91.25 |
4.6% |
39.50 |
2.0% |
81% |
True |
False |
316,473 |
| 10 |
2,008.00 |
1,872.75 |
135.25 |
6.8% |
39.75 |
2.0% |
87% |
True |
False |
316,588 |
| 20 |
2,008.00 |
1,781.25 |
226.75 |
11.4% |
40.00 |
2.0% |
92% |
True |
False |
315,626 |
| 40 |
2,008.00 |
1,674.00 |
334.00 |
16.8% |
46.50 |
2.3% |
95% |
True |
False |
316,810 |
| 60 |
2,008.00 |
1,674.00 |
334.00 |
16.8% |
44.00 |
2.2% |
95% |
True |
False |
211,416 |
| 80 |
2,008.00 |
1,674.00 |
334.00 |
16.8% |
47.75 |
2.4% |
95% |
True |
False |
158,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,169.50 |
|
2.618 |
2,107.50 |
|
1.618 |
2,069.50 |
|
1.000 |
2,046.00 |
|
0.618 |
2,031.50 |
|
HIGH |
2,008.00 |
|
0.618 |
1,993.50 |
|
0.500 |
1,989.00 |
|
0.382 |
1,984.50 |
|
LOW |
1,970.00 |
|
0.618 |
1,946.50 |
|
1.000 |
1,932.00 |
|
1.618 |
1,908.50 |
|
2.618 |
1,870.50 |
|
4.250 |
1,808.50 |
|
|
| Fisher Pivots for day following 02-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,989.75 |
1,981.00 |
| PP |
1,989.50 |
1,971.75 |
| S1 |
1,989.00 |
1,962.50 |
|