| Trading Metrics calculated at close of trading on 23-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,966.75 |
1,966.00 |
-0.75 |
0.0% |
2,035.50 |
| High |
1,981.50 |
1,969.50 |
-12.00 |
-0.6% |
2,054.25 |
| Low |
1,957.50 |
1,945.75 |
-11.75 |
-0.6% |
1,945.75 |
| Close |
1,966.50 |
1,958.25 |
-8.25 |
-0.4% |
1,958.25 |
| Range |
24.00 |
23.75 |
-0.25 |
-1.0% |
108.50 |
| ATR |
39.51 |
38.39 |
-1.13 |
-2.8% |
0.00 |
| Volume |
480,931 |
378,163 |
-102,768 |
-21.4% |
1,919,908 |
|
| Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,029.00 |
2,017.50 |
1,971.25 |
|
| R3 |
2,005.25 |
1,993.75 |
1,964.75 |
|
| R2 |
1,981.50 |
1,981.50 |
1,962.50 |
|
| R1 |
1,970.00 |
1,970.00 |
1,960.50 |
1,964.00 |
| PP |
1,957.75 |
1,957.75 |
1,957.75 |
1,954.75 |
| S1 |
1,946.25 |
1,946.25 |
1,956.00 |
1,940.00 |
| S2 |
1,934.00 |
1,934.00 |
1,954.00 |
|
| S3 |
1,910.25 |
1,922.50 |
1,951.75 |
|
| S4 |
1,886.50 |
1,898.75 |
1,945.25 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,311.50 |
2,243.50 |
2,018.00 |
|
| R3 |
2,203.00 |
2,135.00 |
1,988.00 |
|
| R2 |
2,094.50 |
2,094.50 |
1,978.25 |
|
| R1 |
2,026.50 |
2,026.50 |
1,968.25 |
2,006.25 |
| PP |
1,986.00 |
1,986.00 |
1,986.00 |
1,976.00 |
| S1 |
1,918.00 |
1,918.00 |
1,948.25 |
1,897.75 |
| S2 |
1,877.50 |
1,877.50 |
1,938.25 |
|
| S3 |
1,769.00 |
1,809.50 |
1,928.50 |
|
| S4 |
1,660.50 |
1,701.00 |
1,898.50 |
|
|
| 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 |
1,945.75 |
108.50 |
5.5% |
39.00 |
2.0% |
12% |
False |
True |
383,981 |
| 10 |
2,054.25 |
1,945.75 |
108.50 |
5.5% |
37.00 |
1.9% |
12% |
False |
True |
345,464 |
| 20 |
2,054.25 |
1,916.75 |
137.50 |
7.0% |
37.00 |
1.9% |
30% |
False |
False |
332,189 |
| 40 |
2,054.25 |
1,767.50 |
286.75 |
14.6% |
39.00 |
2.0% |
67% |
False |
False |
326,533 |
| 60 |
2,054.25 |
1,674.00 |
380.25 |
19.4% |
43.50 |
2.2% |
75% |
False |
False |
295,645 |
| 80 |
2,054.25 |
1,674.00 |
380.25 |
19.4% |
43.25 |
2.2% |
75% |
False |
False |
221,845 |
| 100 |
2,100.00 |
1,674.00 |
426.00 |
21.8% |
46.75 |
2.4% |
67% |
False |
False |
177,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,070.50 |
|
2.618 |
2,031.75 |
|
1.618 |
2,008.00 |
|
1.000 |
1,993.25 |
|
0.618 |
1,984.25 |
|
HIGH |
1,969.50 |
|
0.618 |
1,960.50 |
|
0.500 |
1,957.50 |
|
0.382 |
1,954.75 |
|
LOW |
1,945.75 |
|
0.618 |
1,931.00 |
|
1.000 |
1,922.00 |
|
1.618 |
1,907.25 |
|
2.618 |
1,883.50 |
|
4.250 |
1,844.75 |
|
|
| Fisher Pivots for day following 23-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,958.00 |
1,982.50 |
| PP |
1,957.75 |
1,974.50 |
| S1 |
1,957.50 |
1,966.25 |
|