| Trading Metrics calculated at close of trading on 21-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
| Open |
2,024.75 |
2,008.75 |
-16.00 |
-0.8% |
1,963.25 |
| High |
2,026.00 |
2,019.25 |
-6.75 |
-0.3% |
2,041.50 |
| Low |
1,990.25 |
1,954.00 |
-36.25 |
-1.8% |
1,961.50 |
| Close |
2,009.50 |
1,964.50 |
-45.00 |
-2.2% |
2,035.50 |
| Range |
35.75 |
65.25 |
29.50 |
82.5% |
80.00 |
| ATR |
38.82 |
40.70 |
1.89 |
4.9% |
0.00 |
| Volume |
364,272 |
357,159 |
-7,113 |
-2.0% |
1,534,737 |
|
| Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.00 |
2,135.00 |
2,000.50 |
|
| R3 |
2,109.75 |
2,069.75 |
1,982.50 |
|
| R2 |
2,044.50 |
2,044.50 |
1,976.50 |
|
| R1 |
2,004.50 |
2,004.50 |
1,970.50 |
1,992.00 |
| PP |
1,979.25 |
1,979.25 |
1,979.25 |
1,973.00 |
| S1 |
1,939.25 |
1,939.25 |
1,958.50 |
1,926.50 |
| S2 |
1,914.00 |
1,914.00 |
1,952.50 |
|
| S3 |
1,848.75 |
1,874.00 |
1,946.50 |
|
| S4 |
1,783.50 |
1,808.75 |
1,928.50 |
|
|
| 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 |
1,954.00 |
100.25 |
5.1% |
43.75 |
2.2% |
10% |
False |
True |
355,994 |
| 10 |
2,054.25 |
1,951.25 |
103.00 |
5.2% |
37.00 |
1.9% |
13% |
False |
False |
327,664 |
| 20 |
2,054.25 |
1,887.00 |
167.25 |
8.5% |
39.50 |
2.0% |
46% |
False |
False |
324,946 |
| 40 |
2,054.25 |
1,767.50 |
286.75 |
14.6% |
39.75 |
2.0% |
69% |
False |
False |
322,104 |
| 60 |
2,054.25 |
1,674.00 |
380.25 |
19.4% |
43.75 |
2.2% |
76% |
False |
False |
281,361 |
| 80 |
2,054.25 |
1,674.00 |
380.25 |
19.4% |
44.25 |
2.2% |
76% |
False |
False |
211,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,296.50 |
|
2.618 |
2,190.00 |
|
1.618 |
2,124.75 |
|
1.000 |
2,084.50 |
|
0.618 |
2,059.50 |
|
HIGH |
2,019.25 |
|
0.618 |
1,994.25 |
|
0.500 |
1,986.50 |
|
0.382 |
1,979.00 |
|
LOW |
1,954.00 |
|
0.618 |
1,913.75 |
|
1.000 |
1,888.75 |
|
1.618 |
1,848.50 |
|
2.618 |
1,783.25 |
|
4.250 |
1,676.75 |
|
|
| Fisher Pivots for day following 21-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,986.50 |
2,004.00 |
| PP |
1,979.25 |
1,991.00 |
| S1 |
1,972.00 |
1,977.75 |
|