| Trading Metrics calculated at close of trading on 05-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2008 |
05-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,984.00 |
1,987.00 |
3.00 |
0.2% |
1,922.25 |
| High |
2,008.00 |
1,997.75 |
-10.25 |
-0.5% |
2,008.00 |
| Low |
1,970.00 |
1,969.00 |
-1.00 |
-0.1% |
1,916.75 |
| Close |
1,990.25 |
1,980.50 |
-9.75 |
-0.5% |
1,990.25 |
| Range |
38.00 |
28.75 |
-9.25 |
-24.3% |
91.25 |
| ATR |
42.93 |
41.91 |
-1.01 |
-2.4% |
0.00 |
| Volume |
437,067 |
373,363 |
-63,704 |
-14.6% |
1,582,368 |
|
| Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,068.75 |
2,053.25 |
1,996.25 |
|
| R3 |
2,040.00 |
2,024.50 |
1,988.50 |
|
| R2 |
2,011.25 |
2,011.25 |
1,985.75 |
|
| R1 |
1,995.75 |
1,995.75 |
1,983.25 |
1,989.00 |
| PP |
1,982.50 |
1,982.50 |
1,982.50 |
1,979.00 |
| S1 |
1,967.00 |
1,967.00 |
1,977.75 |
1,960.50 |
| S2 |
1,953.75 |
1,953.75 |
1,975.25 |
|
| S3 |
1,925.00 |
1,938.25 |
1,972.50 |
|
| S4 |
1,896.25 |
1,909.50 |
1,964.75 |
|
|
| 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% |
40.75 |
2.1% |
70% |
False |
False |
330,275 |
| 10 |
2,008.00 |
1,872.75 |
135.25 |
6.8% |
40.00 |
2.0% |
80% |
False |
False |
316,509 |
| 20 |
2,008.00 |
1,781.25 |
226.75 |
11.4% |
39.75 |
2.0% |
88% |
False |
False |
318,212 |
| 40 |
2,008.00 |
1,674.00 |
334.00 |
16.9% |
46.00 |
2.3% |
92% |
False |
False |
325,918 |
| 60 |
2,008.00 |
1,674.00 |
334.00 |
16.9% |
44.00 |
2.2% |
92% |
False |
False |
217,617 |
| 80 |
2,008.00 |
1,674.00 |
334.00 |
16.9% |
47.50 |
2.4% |
92% |
False |
False |
163,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,120.00 |
|
2.618 |
2,073.00 |
|
1.618 |
2,044.25 |
|
1.000 |
2,026.50 |
|
0.618 |
2,015.50 |
|
HIGH |
1,997.75 |
|
0.618 |
1,986.75 |
|
0.500 |
1,983.50 |
|
0.382 |
1,980.00 |
|
LOW |
1,969.00 |
|
0.618 |
1,951.25 |
|
1.000 |
1,940.25 |
|
1.618 |
1,922.50 |
|
2.618 |
1,893.75 |
|
4.250 |
1,846.75 |
|
|
| Fisher Pivots for day following 05-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,983.50 |
1,975.25 |
| PP |
1,982.50 |
1,970.00 |
| S1 |
1,981.50 |
1,964.75 |
|