| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
2,008.75 |
1,966.75 |
-42.00 |
-2.1% |
1,963.25 |
| High |
2,019.25 |
1,981.50 |
-37.75 |
-1.9% |
2,041.50 |
| Low |
1,954.00 |
1,957.50 |
3.50 |
0.2% |
1,961.50 |
| Close |
1,964.50 |
1,966.50 |
2.00 |
0.1% |
2,035.50 |
| Range |
65.25 |
24.00 |
-41.25 |
-63.2% |
80.00 |
| ATR |
40.70 |
39.51 |
-1.19 |
-2.9% |
0.00 |
| Volume |
357,159 |
480,931 |
123,772 |
34.7% |
1,534,737 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,040.50 |
2,027.50 |
1,979.75 |
|
| R3 |
2,016.50 |
2,003.50 |
1,973.00 |
|
| R2 |
1,992.50 |
1,992.50 |
1,971.00 |
|
| R1 |
1,979.50 |
1,979.50 |
1,968.75 |
1,974.00 |
| PP |
1,968.50 |
1,968.50 |
1,968.50 |
1,965.75 |
| S1 |
1,955.50 |
1,955.50 |
1,964.25 |
1,950.00 |
| S2 |
1,944.50 |
1,944.50 |
1,962.00 |
|
| S3 |
1,920.50 |
1,931.50 |
1,960.00 |
|
| S4 |
1,896.50 |
1,907.50 |
1,953.25 |
|
|
| 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% |
40.00 |
2.0% |
12% |
False |
False |
381,086 |
| 10 |
2,054.25 |
1,951.25 |
103.00 |
5.2% |
36.75 |
1.9% |
15% |
False |
False |
338,042 |
| 20 |
2,054.25 |
1,898.75 |
155.50 |
7.9% |
37.50 |
1.9% |
44% |
False |
False |
334,350 |
| 40 |
2,054.25 |
1,767.50 |
286.75 |
14.6% |
39.50 |
2.0% |
69% |
False |
False |
326,524 |
| 60 |
2,054.25 |
1,674.00 |
380.25 |
19.3% |
43.75 |
2.2% |
77% |
False |
False |
289,372 |
| 80 |
2,054.25 |
1,674.00 |
380.25 |
19.3% |
43.75 |
2.2% |
77% |
False |
False |
217,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,083.50 |
|
2.618 |
2,044.25 |
|
1.618 |
2,020.25 |
|
1.000 |
2,005.50 |
|
0.618 |
1,996.25 |
|
HIGH |
1,981.50 |
|
0.618 |
1,972.25 |
|
0.500 |
1,969.50 |
|
0.382 |
1,966.75 |
|
LOW |
1,957.50 |
|
0.618 |
1,942.75 |
|
1.000 |
1,933.50 |
|
1.618 |
1,918.75 |
|
2.618 |
1,894.75 |
|
4.250 |
1,855.50 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,969.50 |
1,990.00 |
| PP |
1,968.50 |
1,982.25 |
| S1 |
1,967.50 |
1,974.25 |
|