| Trading Metrics calculated at close of trading on 27-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,966.00 |
1,960.25 |
-5.75 |
-0.3% |
2,035.50 |
| High |
1,969.50 |
1,998.50 |
29.00 |
1.5% |
2,054.25 |
| Low |
1,945.75 |
1,954.00 |
8.25 |
0.4% |
1,945.75 |
| Close |
1,958.25 |
1,993.00 |
34.75 |
1.8% |
1,958.25 |
| Range |
23.75 |
44.50 |
20.75 |
87.4% |
108.50 |
| ATR |
38.39 |
38.82 |
0.44 |
1.1% |
0.00 |
| Volume |
378,163 |
281,965 |
-96,198 |
-25.4% |
1,919,908 |
|
| Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,115.25 |
2,098.75 |
2,017.50 |
|
| R3 |
2,070.75 |
2,054.25 |
2,005.25 |
|
| R2 |
2,026.25 |
2,026.25 |
2,001.25 |
|
| R1 |
2,009.75 |
2,009.75 |
1,997.00 |
2,018.00 |
| PP |
1,981.75 |
1,981.75 |
1,981.75 |
1,986.00 |
| S1 |
1,965.25 |
1,965.25 |
1,989.00 |
1,973.50 |
| S2 |
1,937.25 |
1,937.25 |
1,984.75 |
|
| S3 |
1,892.75 |
1,920.75 |
1,980.75 |
|
| S4 |
1,848.25 |
1,876.25 |
1,968.50 |
|
|
| 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 |
2,026.00 |
1,945.75 |
80.25 |
4.0% |
38.75 |
1.9% |
59% |
False |
False |
372,498 |
| 10 |
2,054.25 |
1,945.75 |
108.50 |
5.4% |
37.25 |
1.9% |
44% |
False |
False |
347,622 |
| 20 |
2,054.25 |
1,916.75 |
137.50 |
6.9% |
38.00 |
1.9% |
55% |
False |
False |
331,069 |
| 40 |
2,054.25 |
1,777.25 |
277.00 |
13.9% |
39.50 |
2.0% |
78% |
False |
False |
326,426 |
| 60 |
2,054.25 |
1,674.00 |
380.25 |
19.1% |
43.50 |
2.2% |
84% |
False |
False |
300,327 |
| 80 |
2,054.25 |
1,674.00 |
380.25 |
19.1% |
43.25 |
2.2% |
84% |
False |
False |
225,367 |
| 100 |
2,100.00 |
1,674.00 |
426.00 |
21.4% |
47.00 |
2.4% |
75% |
False |
False |
180,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,187.50 |
|
2.618 |
2,115.00 |
|
1.618 |
2,070.50 |
|
1.000 |
2,043.00 |
|
0.618 |
2,026.00 |
|
HIGH |
1,998.50 |
|
0.618 |
1,981.50 |
|
0.500 |
1,976.25 |
|
0.382 |
1,971.00 |
|
LOW |
1,954.00 |
|
0.618 |
1,926.50 |
|
1.000 |
1,909.50 |
|
1.618 |
1,882.00 |
|
2.618 |
1,837.50 |
|
4.250 |
1,765.00 |
|
|
| Fisher Pivots for day following 27-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,987.50 |
1,986.00 |
| PP |
1,981.75 |
1,979.00 |
| S1 |
1,976.25 |
1,972.00 |
|