| Trading Metrics calculated at close of trading on 14-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,997.25 |
2,006.25 |
9.00 |
0.5% |
1,987.00 |
| High |
2,009.00 |
2,032.75 |
23.75 |
1.2% |
2,005.50 |
| Low |
1,985.50 |
1,995.75 |
10.25 |
0.5% |
1,950.00 |
| Close |
2,006.00 |
1,996.50 |
-9.50 |
-0.5% |
1,963.25 |
| Range |
23.50 |
37.00 |
13.50 |
57.4% |
55.50 |
| ATR |
39.13 |
38.98 |
-0.15 |
-0.4% |
0.00 |
| Volume |
281,049 |
274,146 |
-6,903 |
-2.5% |
1,606,768 |
|
| Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,119.25 |
2,095.00 |
2,016.75 |
|
| R3 |
2,082.25 |
2,058.00 |
2,006.75 |
|
| R2 |
2,045.25 |
2,045.25 |
2,003.25 |
|
| R1 |
2,021.00 |
2,021.00 |
2,000.00 |
2,014.50 |
| PP |
2,008.25 |
2,008.25 |
2,008.25 |
2,005.25 |
| S1 |
1,984.00 |
1,984.00 |
1,993.00 |
1,977.50 |
| S2 |
1,971.25 |
1,971.25 |
1,989.75 |
|
| S3 |
1,934.25 |
1,947.00 |
1,986.25 |
|
| S4 |
1,897.25 |
1,910.00 |
1,976.25 |
|
|
| 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 |
2,032.75 |
1,951.25 |
81.50 |
4.1% |
30.25 |
1.5% |
56% |
True |
False |
299,334 |
| 10 |
2,032.75 |
1,921.50 |
111.25 |
5.6% |
37.75 |
1.9% |
67% |
True |
False |
322,757 |
| 20 |
2,032.75 |
1,834.50 |
198.25 |
9.9% |
37.75 |
1.9% |
82% |
True |
False |
316,362 |
| 40 |
2,032.75 |
1,709.75 |
323.00 |
16.2% |
40.50 |
2.0% |
89% |
True |
False |
333,151 |
| 60 |
2,032.75 |
1,674.00 |
358.75 |
18.0% |
43.25 |
2.2% |
90% |
True |
False |
251,717 |
| 80 |
2,032.75 |
1,674.00 |
358.75 |
18.0% |
45.25 |
2.3% |
90% |
True |
False |
188,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,190.00 |
|
2.618 |
2,129.50 |
|
1.618 |
2,092.50 |
|
1.000 |
2,069.75 |
|
0.618 |
2,055.50 |
|
HIGH |
2,032.75 |
|
0.618 |
2,018.50 |
|
0.500 |
2,014.25 |
|
0.382 |
2,010.00 |
|
LOW |
1,995.75 |
|
0.618 |
1,973.00 |
|
1.000 |
1,958.75 |
|
1.618 |
1,936.00 |
|
2.618 |
1,899.00 |
|
4.250 |
1,838.50 |
|
|
| Fisher Pivots for day following 14-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,014.25 |
1,997.00 |
| PP |
2,008.25 |
1,997.00 |
| S1 |
2,002.50 |
1,996.75 |
|