| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
2,006.25 |
1,996.50 |
-9.75 |
-0.5% |
1,987.00 |
| High |
2,032.75 |
2,037.25 |
4.50 |
0.2% |
2,005.50 |
| Low |
1,995.75 |
1,994.25 |
-1.50 |
-0.1% |
1,950.00 |
| Close |
1,996.50 |
2,035.75 |
39.25 |
2.0% |
1,963.25 |
| Range |
37.00 |
43.00 |
6.00 |
16.2% |
55.50 |
| ATR |
38.98 |
39.27 |
0.29 |
0.7% |
0.00 |
| Volume |
274,146 |
355,469 |
81,323 |
29.7% |
1,606,768 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,151.50 |
2,136.50 |
2,059.50 |
|
| R3 |
2,108.50 |
2,093.50 |
2,047.50 |
|
| R2 |
2,065.50 |
2,065.50 |
2,043.75 |
|
| R1 |
2,050.50 |
2,050.50 |
2,039.75 |
2,058.00 |
| PP |
2,022.50 |
2,022.50 |
2,022.50 |
2,026.00 |
| S1 |
2,007.50 |
2,007.50 |
2,031.75 |
2,015.00 |
| S2 |
1,979.50 |
1,979.50 |
2,027.75 |
|
| S3 |
1,936.50 |
1,964.50 |
2,024.00 |
|
| S4 |
1,893.50 |
1,921.50 |
2,012.00 |
|
|
| 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 |
2,037.25 |
1,951.25 |
86.00 |
4.2% |
33.50 |
1.6% |
98% |
True |
False |
294,998 |
| 10 |
2,037.25 |
1,950.00 |
87.25 |
4.3% |
35.75 |
1.8% |
98% |
True |
False |
321,488 |
| 20 |
2,037.25 |
1,870.50 |
166.75 |
8.2% |
38.00 |
1.9% |
99% |
True |
False |
313,651 |
| 40 |
2,037.25 |
1,709.75 |
327.50 |
16.1% |
40.25 |
2.0% |
100% |
True |
False |
327,701 |
| 60 |
2,037.25 |
1,674.00 |
363.25 |
17.8% |
43.25 |
2.1% |
100% |
True |
False |
257,637 |
| 80 |
2,037.25 |
1,674.00 |
363.25 |
17.8% |
44.50 |
2.2% |
100% |
True |
False |
193,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,220.00 |
|
2.618 |
2,149.75 |
|
1.618 |
2,106.75 |
|
1.000 |
2,080.25 |
|
0.618 |
2,063.75 |
|
HIGH |
2,037.25 |
|
0.618 |
2,020.75 |
|
0.500 |
2,015.75 |
|
0.382 |
2,010.75 |
|
LOW |
1,994.25 |
|
0.618 |
1,967.75 |
|
1.000 |
1,951.25 |
|
1.618 |
1,924.75 |
|
2.618 |
1,881.75 |
|
4.250 |
1,811.50 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,029.00 |
2,027.50 |
| PP |
2,022.50 |
2,019.50 |
| S1 |
2,015.75 |
2,011.50 |
|