| Trading Metrics calculated at close of trading on 13-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,963.25 |
1,997.25 |
34.00 |
1.7% |
1,987.00 |
| High |
2,003.50 |
2,009.00 |
5.50 |
0.3% |
2,005.50 |
| Low |
1,961.50 |
1,985.50 |
24.00 |
1.2% |
1,950.00 |
| Close |
1,998.50 |
2,006.00 |
7.50 |
0.4% |
1,963.25 |
| Range |
42.00 |
23.50 |
-18.50 |
-44.0% |
55.50 |
| ATR |
40.34 |
39.13 |
-1.20 |
-3.0% |
0.00 |
| Volume |
260,386 |
281,049 |
20,663 |
7.9% |
1,606,768 |
|
| Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,070.75 |
2,061.75 |
2,019.00 |
|
| R3 |
2,047.25 |
2,038.25 |
2,012.50 |
|
| R2 |
2,023.75 |
2,023.75 |
2,010.25 |
|
| R1 |
2,014.75 |
2,014.75 |
2,008.25 |
2,019.25 |
| PP |
2,000.25 |
2,000.25 |
2,000.25 |
2,002.50 |
| S1 |
1,991.25 |
1,991.25 |
2,003.75 |
1,995.75 |
| S2 |
1,976.75 |
1,976.75 |
2,001.75 |
|
| S3 |
1,953.25 |
1,967.75 |
1,999.50 |
|
| S4 |
1,929.75 |
1,944.25 |
1,993.00 |
|
|
| 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 |
2,009.00 |
1,950.00 |
59.00 |
2.9% |
33.75 |
1.7% |
95% |
True |
False |
312,809 |
| 10 |
2,009.00 |
1,916.75 |
92.25 |
4.6% |
38.50 |
1.9% |
97% |
True |
False |
323,719 |
| 20 |
2,009.00 |
1,814.50 |
194.50 |
9.7% |
38.50 |
1.9% |
98% |
True |
False |
317,450 |
| 40 |
2,009.00 |
1,694.50 |
314.50 |
15.7% |
41.50 |
2.1% |
99% |
True |
False |
341,318 |
| 60 |
2,009.00 |
1,674.00 |
335.00 |
16.7% |
43.50 |
2.2% |
99% |
True |
False |
247,153 |
| 80 |
2,009.00 |
1,674.00 |
335.00 |
16.7% |
46.00 |
2.3% |
99% |
True |
False |
185,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,109.00 |
|
2.618 |
2,070.50 |
|
1.618 |
2,047.00 |
|
1.000 |
2,032.50 |
|
0.618 |
2,023.50 |
|
HIGH |
2,009.00 |
|
0.618 |
2,000.00 |
|
0.500 |
1,997.25 |
|
0.382 |
1,994.50 |
|
LOW |
1,985.50 |
|
0.618 |
1,971.00 |
|
1.000 |
1,962.00 |
|
1.618 |
1,947.50 |
|
2.618 |
1,924.00 |
|
4.250 |
1,885.50 |
|
|
| Fisher Pivots for day following 13-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,003.00 |
1,997.50 |
| PP |
2,000.25 |
1,988.75 |
| S1 |
1,997.25 |
1,980.00 |
|