| Trading Metrics calculated at close of trading on 09-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,961.00 |
1,964.00 |
3.00 |
0.2% |
1,987.00 |
| High |
1,984.00 |
1,973.50 |
-10.50 |
-0.5% |
2,005.50 |
| Low |
1,958.00 |
1,951.25 |
-6.75 |
-0.3% |
1,950.00 |
| Close |
1,965.00 |
1,963.25 |
-1.75 |
-0.1% |
1,963.25 |
| Range |
26.00 |
22.25 |
-3.75 |
-14.4% |
55.50 |
| ATR |
41.59 |
40.21 |
-1.38 |
-3.3% |
0.00 |
| Volume |
377,149 |
303,943 |
-73,206 |
-19.4% |
1,606,768 |
|
| Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,029.50 |
2,018.50 |
1,975.50 |
|
| R3 |
2,007.25 |
1,996.25 |
1,969.25 |
|
| R2 |
1,985.00 |
1,985.00 |
1,967.25 |
|
| R1 |
1,974.00 |
1,974.00 |
1,965.25 |
1,968.50 |
| PP |
1,962.75 |
1,962.75 |
1,962.75 |
1,959.75 |
| S1 |
1,951.75 |
1,951.75 |
1,961.25 |
1,946.00 |
| S2 |
1,940.50 |
1,940.50 |
1,959.25 |
|
| S3 |
1,918.25 |
1,929.50 |
1,957.25 |
|
| S4 |
1,896.00 |
1,907.25 |
1,951.00 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,139.50 |
2,106.75 |
1,993.75 |
|
| R3 |
2,084.00 |
2,051.25 |
1,978.50 |
|
| R2 |
2,028.50 |
2,028.50 |
1,973.50 |
|
| R1 |
1,995.75 |
1,995.75 |
1,968.25 |
1,984.50 |
| PP |
1,973.00 |
1,973.00 |
1,973.00 |
1,967.25 |
| S1 |
1,940.25 |
1,940.25 |
1,958.25 |
1,929.00 |
| S2 |
1,917.50 |
1,917.50 |
1,953.00 |
|
| S3 |
1,862.00 |
1,884.75 |
1,948.00 |
|
| S4 |
1,806.50 |
1,829.25 |
1,932.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,005.50 |
1,950.00 |
55.50 |
2.8% |
34.50 |
1.8% |
24% |
False |
False |
321,353 |
| 10 |
2,008.00 |
1,916.75 |
91.25 |
4.6% |
37.00 |
1.9% |
51% |
False |
False |
318,913 |
| 20 |
2,008.00 |
1,781.25 |
226.75 |
11.5% |
37.75 |
1.9% |
80% |
False |
False |
320,423 |
| 40 |
2,008.00 |
1,674.00 |
334.00 |
17.0% |
44.00 |
2.2% |
87% |
False |
False |
354,700 |
| 60 |
2,008.00 |
1,674.00 |
334.00 |
17.0% |
43.50 |
2.2% |
87% |
False |
False |
238,163 |
| 80 |
2,008.00 |
1,674.00 |
334.00 |
17.0% |
46.50 |
2.4% |
87% |
False |
False |
178,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,068.00 |
|
2.618 |
2,031.75 |
|
1.618 |
2,009.50 |
|
1.000 |
1,995.75 |
|
0.618 |
1,987.25 |
|
HIGH |
1,973.50 |
|
0.618 |
1,965.00 |
|
0.500 |
1,962.50 |
|
0.382 |
1,959.75 |
|
LOW |
1,951.25 |
|
0.618 |
1,937.50 |
|
1.000 |
1,929.00 |
|
1.618 |
1,915.25 |
|
2.618 |
1,893.00 |
|
4.250 |
1,856.75 |
|
|
| Fisher Pivots for day following 09-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,963.00 |
1,977.75 |
| PP |
1,962.75 |
1,973.00 |
| S1 |
1,962.50 |
1,968.00 |
|