| Trading Metrics calculated at close of trading on 19-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
| Open |
2,035.00 |
2,035.50 |
0.50 |
0.0% |
1,963.25 |
| High |
2,041.50 |
2,054.25 |
12.75 |
0.6% |
2,041.50 |
| Low |
2,012.75 |
2,008.25 |
-4.50 |
-0.2% |
1,961.50 |
| Close |
2,035.50 |
2,025.75 |
-9.75 |
-0.5% |
2,035.50 |
| Range |
28.75 |
46.00 |
17.25 |
60.0% |
80.00 |
| ATR |
38.52 |
39.05 |
0.53 |
1.4% |
0.00 |
| Volume |
363,687 |
339,383 |
-24,304 |
-6.7% |
1,534,737 |
|
| Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,167.50 |
2,142.50 |
2,051.00 |
|
| R3 |
2,121.50 |
2,096.50 |
2,038.50 |
|
| R2 |
2,075.50 |
2,075.50 |
2,034.25 |
|
| R1 |
2,050.50 |
2,050.50 |
2,030.00 |
2,040.00 |
| PP |
2,029.50 |
2,029.50 |
2,029.50 |
2,024.00 |
| S1 |
2,004.50 |
2,004.50 |
2,021.50 |
1,994.00 |
| S2 |
1,983.50 |
1,983.50 |
2,017.25 |
|
| S3 |
1,937.50 |
1,958.50 |
2,013.00 |
|
| S4 |
1,891.50 |
1,912.50 |
2,000.50 |
|
|
| 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 |
2,054.25 |
1,985.50 |
68.75 |
3.4% |
35.75 |
1.8% |
59% |
True |
False |
322,746 |
| 10 |
2,054.25 |
1,950.00 |
104.25 |
5.1% |
36.50 |
1.8% |
73% |
True |
False |
310,752 |
| 20 |
2,054.25 |
1,872.75 |
181.50 |
9.0% |
38.25 |
1.9% |
84% |
True |
False |
313,630 |
| 40 |
2,054.25 |
1,767.50 |
286.75 |
14.2% |
38.75 |
1.9% |
90% |
True |
False |
321,123 |
| 60 |
2,054.25 |
1,674.00 |
380.25 |
18.8% |
43.00 |
2.1% |
93% |
True |
False |
269,341 |
| 80 |
2,054.25 |
1,674.00 |
380.25 |
18.8% |
44.00 |
2.2% |
93% |
True |
False |
202,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,249.75 |
|
2.618 |
2,174.75 |
|
1.618 |
2,128.75 |
|
1.000 |
2,100.25 |
|
0.618 |
2,082.75 |
|
HIGH |
2,054.25 |
|
0.618 |
2,036.75 |
|
0.500 |
2,031.25 |
|
0.382 |
2,025.75 |
|
LOW |
2,008.25 |
|
0.618 |
1,979.75 |
|
1.000 |
1,962.25 |
|
1.618 |
1,933.75 |
|
2.618 |
1,887.75 |
|
4.250 |
1,812.75 |
|
|
| Fisher Pivots for day following 19-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,031.25 |
2,025.25 |
| PP |
2,029.50 |
2,024.75 |
| S1 |
2,027.50 |
2,024.25 |
|