| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
2,035.50 |
2,024.75 |
-10.75 |
-0.5% |
1,963.25 |
| High |
2,054.25 |
2,026.00 |
-28.25 |
-1.4% |
2,041.50 |
| Low |
2,008.25 |
1,990.25 |
-18.00 |
-0.9% |
1,961.50 |
| Close |
2,025.75 |
2,009.50 |
-16.25 |
-0.8% |
2,035.50 |
| Range |
46.00 |
35.75 |
-10.25 |
-22.3% |
80.00 |
| ATR |
39.05 |
38.82 |
-0.24 |
-0.6% |
0.00 |
| Volume |
339,383 |
364,272 |
24,889 |
7.3% |
1,534,737 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,115.75 |
2,098.50 |
2,029.25 |
|
| R3 |
2,080.00 |
2,062.75 |
2,019.25 |
|
| R2 |
2,044.25 |
2,044.25 |
2,016.00 |
|
| R1 |
2,027.00 |
2,027.00 |
2,012.75 |
2,017.75 |
| PP |
2,008.50 |
2,008.50 |
2,008.50 |
2,004.00 |
| S1 |
1,991.25 |
1,991.25 |
2,006.25 |
1,982.00 |
| S2 |
1,972.75 |
1,972.75 |
2,003.00 |
|
| S3 |
1,937.00 |
1,955.50 |
1,999.75 |
|
| S4 |
1,901.25 |
1,919.75 |
1,989.75 |
|
|
| 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 |
2,054.25 |
1,990.25 |
64.00 |
3.2% |
38.00 |
1.9% |
30% |
False |
True |
339,391 |
| 10 |
2,054.25 |
1,950.00 |
104.25 |
5.2% |
36.00 |
1.8% |
57% |
False |
False |
326,100 |
| 20 |
2,054.25 |
1,887.00 |
167.25 |
8.3% |
37.75 |
1.9% |
73% |
False |
False |
321,494 |
| 40 |
2,054.25 |
1,767.50 |
286.75 |
14.3% |
39.00 |
1.9% |
84% |
False |
False |
321,399 |
| 60 |
2,054.25 |
1,674.00 |
380.25 |
18.9% |
43.50 |
2.2% |
88% |
False |
False |
275,410 |
| 80 |
2,054.25 |
1,674.00 |
380.25 |
18.9% |
43.75 |
2.2% |
88% |
False |
False |
206,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,178.00 |
|
2.618 |
2,119.50 |
|
1.618 |
2,083.75 |
|
1.000 |
2,061.75 |
|
0.618 |
2,048.00 |
|
HIGH |
2,026.00 |
|
0.618 |
2,012.25 |
|
0.500 |
2,008.00 |
|
0.382 |
2,004.00 |
|
LOW |
1,990.25 |
|
0.618 |
1,968.25 |
|
1.000 |
1,954.50 |
|
1.618 |
1,932.50 |
|
2.618 |
1,896.75 |
|
4.250 |
1,838.25 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,009.00 |
2,022.25 |
| PP |
2,008.50 |
2,018.00 |
| S1 |
2,008.00 |
2,013.75 |
|