| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,996.50 |
2,035.00 |
38.50 |
1.9% |
1,963.25 |
| High |
2,037.25 |
2,041.50 |
4.25 |
0.2% |
2,041.50 |
| Low |
1,994.25 |
2,012.75 |
18.50 |
0.9% |
1,961.50 |
| Close |
2,035.75 |
2,035.50 |
-0.25 |
0.0% |
2,035.50 |
| Range |
43.00 |
28.75 |
-14.25 |
-33.1% |
80.00 |
| ATR |
39.27 |
38.52 |
-0.75 |
-1.9% |
0.00 |
| Volume |
355,469 |
363,687 |
8,218 |
2.3% |
1,534,737 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,116.25 |
2,104.50 |
2,051.25 |
|
| R3 |
2,087.50 |
2,075.75 |
2,043.50 |
|
| R2 |
2,058.75 |
2,058.75 |
2,040.75 |
|
| R1 |
2,047.00 |
2,047.00 |
2,038.25 |
2,053.00 |
| PP |
2,030.00 |
2,030.00 |
2,030.00 |
2,032.75 |
| S1 |
2,018.25 |
2,018.25 |
2,032.75 |
2,024.00 |
| S2 |
2,001.25 |
2,001.25 |
2,030.25 |
|
| S3 |
1,972.50 |
1,989.50 |
2,027.50 |
|
| S4 |
1,943.75 |
1,960.75 |
2,019.75 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,252.75 |
2,224.25 |
2,079.50 |
|
| R3 |
2,172.75 |
2,144.25 |
2,057.50 |
|
| R2 |
2,092.75 |
2,092.75 |
2,050.25 |
|
| R1 |
2,064.25 |
2,064.25 |
2,042.75 |
2,078.50 |
| PP |
2,012.75 |
2,012.75 |
2,012.75 |
2,020.00 |
| S1 |
1,984.25 |
1,984.25 |
2,028.25 |
1,998.50 |
| S2 |
1,932.75 |
1,932.75 |
2,020.75 |
|
| S3 |
1,852.75 |
1,904.25 |
2,013.50 |
|
| S4 |
1,772.75 |
1,824.25 |
1,991.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,041.50 |
1,961.50 |
80.00 |
3.9% |
34.75 |
1.7% |
93% |
True |
False |
306,947 |
| 10 |
2,041.50 |
1,950.00 |
91.50 |
4.5% |
34.75 |
1.7% |
93% |
True |
False |
314,150 |
| 20 |
2,041.50 |
1,872.75 |
168.75 |
8.3% |
37.25 |
1.8% |
96% |
True |
False |
315,369 |
| 40 |
2,041.50 |
1,748.50 |
293.00 |
14.4% |
39.75 |
1.9% |
98% |
True |
False |
322,332 |
| 60 |
2,041.50 |
1,674.00 |
367.50 |
18.1% |
43.00 |
2.1% |
98% |
True |
False |
263,690 |
| 80 |
2,041.50 |
1,674.00 |
367.50 |
18.1% |
44.25 |
2.2% |
98% |
True |
False |
197,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,163.75 |
|
2.618 |
2,116.75 |
|
1.618 |
2,088.00 |
|
1.000 |
2,070.25 |
|
0.618 |
2,059.25 |
|
HIGH |
2,041.50 |
|
0.618 |
2,030.50 |
|
0.500 |
2,027.00 |
|
0.382 |
2,023.75 |
|
LOW |
2,012.75 |
|
0.618 |
1,995.00 |
|
1.000 |
1,984.00 |
|
1.618 |
1,966.25 |
|
2.618 |
1,937.50 |
|
4.250 |
1,890.50 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,032.75 |
2,029.50 |
| PP |
2,030.00 |
2,023.75 |
| S1 |
2,027.00 |
2,018.00 |
|