| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,987.00 |
1,981.00 |
-6.00 |
-0.3% |
1,922.25 |
| High |
1,997.75 |
2,002.50 |
4.75 |
0.2% |
2,008.00 |
| Low |
1,969.00 |
1,962.00 |
-7.00 |
-0.4% |
1,916.75 |
| Close |
1,980.50 |
1,999.00 |
18.50 |
0.9% |
1,990.25 |
| Range |
28.75 |
40.50 |
11.75 |
40.9% |
91.25 |
| ATR |
41.91 |
41.81 |
-0.10 |
-0.2% |
0.00 |
| Volume |
373,363 |
210,793 |
-162,570 |
-43.5% |
1,582,368 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,109.25 |
2,094.75 |
2,021.25 |
|
| R3 |
2,068.75 |
2,054.25 |
2,010.25 |
|
| R2 |
2,028.25 |
2,028.25 |
2,006.50 |
|
| R1 |
2,013.75 |
2,013.75 |
2,002.75 |
2,021.00 |
| PP |
1,987.75 |
1,987.75 |
1,987.75 |
1,991.50 |
| S1 |
1,973.25 |
1,973.25 |
1,995.25 |
1,980.50 |
| S2 |
1,947.25 |
1,947.25 |
1,991.50 |
|
| S3 |
1,906.75 |
1,932.75 |
1,987.75 |
|
| S4 |
1,866.25 |
1,892.25 |
1,976.75 |
|
|
| 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% |
43.00 |
2.2% |
90% |
False |
False |
334,628 |
| 10 |
2,008.00 |
1,887.00 |
121.00 |
6.1% |
39.50 |
2.0% |
93% |
False |
False |
316,887 |
| 20 |
2,008.00 |
1,781.25 |
226.75 |
11.3% |
40.75 |
2.0% |
96% |
False |
False |
314,187 |
| 40 |
2,008.00 |
1,674.00 |
334.00 |
16.7% |
46.00 |
2.3% |
97% |
False |
False |
331,092 |
| 60 |
2,008.00 |
1,674.00 |
334.00 |
16.7% |
44.00 |
2.2% |
97% |
False |
False |
221,129 |
| 80 |
2,008.00 |
1,674.00 |
334.00 |
16.7% |
47.50 |
2.4% |
97% |
False |
False |
165,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,174.50 |
|
2.618 |
2,108.50 |
|
1.618 |
2,068.00 |
|
1.000 |
2,043.00 |
|
0.618 |
2,027.50 |
|
HIGH |
2,002.50 |
|
0.618 |
1,987.00 |
|
0.500 |
1,982.25 |
|
0.382 |
1,977.50 |
|
LOW |
1,962.00 |
|
0.618 |
1,937.00 |
|
1.000 |
1,921.50 |
|
1.618 |
1,896.50 |
|
2.618 |
1,856.00 |
|
4.250 |
1,790.00 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,993.50 |
1,994.25 |
| PP |
1,987.75 |
1,989.75 |
| S1 |
1,982.25 |
1,985.00 |
|