| Trading Metrics calculated at close of trading on 12-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,964.00 |
1,963.25 |
-0.75 |
0.0% |
1,987.00 |
| High |
1,973.50 |
2,003.50 |
30.00 |
1.5% |
2,005.50 |
| Low |
1,951.25 |
1,961.50 |
10.25 |
0.5% |
1,950.00 |
| Close |
1,963.25 |
1,998.50 |
35.25 |
1.8% |
1,963.25 |
| Range |
22.25 |
42.00 |
19.75 |
88.8% |
55.50 |
| ATR |
40.21 |
40.34 |
0.13 |
0.3% |
0.00 |
| Volume |
303,943 |
260,386 |
-43,557 |
-14.3% |
1,606,768 |
|
| Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,113.75 |
2,098.25 |
2,021.50 |
|
| R3 |
2,071.75 |
2,056.25 |
2,010.00 |
|
| R2 |
2,029.75 |
2,029.75 |
2,006.25 |
|
| R1 |
2,014.25 |
2,014.25 |
2,002.25 |
2,022.00 |
| PP |
1,987.75 |
1,987.75 |
1,987.75 |
1,991.75 |
| S1 |
1,972.25 |
1,972.25 |
1,994.75 |
1,980.00 |
| S2 |
1,945.75 |
1,945.75 |
1,990.75 |
|
| S3 |
1,903.75 |
1,930.25 |
1,987.00 |
|
| S4 |
1,861.75 |
1,888.25 |
1,975.50 |
|
|
| 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% |
37.25 |
1.9% |
87% |
False |
False |
298,758 |
| 10 |
2,008.00 |
1,916.75 |
91.25 |
4.6% |
39.00 |
2.0% |
90% |
False |
False |
314,516 |
| 20 |
2,008.00 |
1,781.25 |
226.75 |
11.3% |
38.75 |
1.9% |
96% |
False |
False |
315,970 |
| 40 |
2,008.00 |
1,674.00 |
334.00 |
16.7% |
43.00 |
2.2% |
97% |
False |
False |
350,755 |
| 60 |
2,008.00 |
1,674.00 |
334.00 |
16.7% |
43.75 |
2.2% |
97% |
False |
False |
242,486 |
| 80 |
2,008.00 |
1,674.00 |
334.00 |
16.7% |
46.50 |
2.3% |
97% |
False |
False |
181,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,182.00 |
|
2.618 |
2,113.50 |
|
1.618 |
2,071.50 |
|
1.000 |
2,045.50 |
|
0.618 |
2,029.50 |
|
HIGH |
2,003.50 |
|
0.618 |
1,987.50 |
|
0.500 |
1,982.50 |
|
0.382 |
1,977.50 |
|
LOW |
1,961.50 |
|
0.618 |
1,935.50 |
|
1.000 |
1,919.50 |
|
1.618 |
1,893.50 |
|
2.618 |
1,851.50 |
|
4.250 |
1,783.00 |
|
|
| Fisher Pivots for day following 12-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,993.25 |
1,991.50 |
| PP |
1,987.75 |
1,984.50 |
| S1 |
1,982.50 |
1,977.50 |
|