| Trading Metrics calculated at close of trading on 28-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,960.25 |
1,993.75 |
33.50 |
1.7% |
2,035.50 |
| High |
1,998.50 |
2,008.75 |
10.25 |
0.5% |
2,054.25 |
| Low |
1,954.00 |
1,983.25 |
29.25 |
1.5% |
1,945.75 |
| Close |
1,993.00 |
2,005.00 |
12.00 |
0.6% |
1,958.25 |
| Range |
44.50 |
25.50 |
-19.00 |
-42.7% |
108.50 |
| ATR |
38.82 |
37.87 |
-0.95 |
-2.5% |
0.00 |
| Volume |
281,965 |
327,749 |
45,784 |
16.2% |
1,919,908 |
|
| Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,075.50 |
2,065.75 |
2,019.00 |
|
| R3 |
2,050.00 |
2,040.25 |
2,012.00 |
|
| R2 |
2,024.50 |
2,024.50 |
2,009.75 |
|
| R1 |
2,014.75 |
2,014.75 |
2,007.25 |
2,019.50 |
| PP |
1,999.00 |
1,999.00 |
1,999.00 |
2,001.50 |
| S1 |
1,989.25 |
1,989.25 |
2,002.75 |
1,994.00 |
| S2 |
1,973.50 |
1,973.50 |
2,000.25 |
|
| S3 |
1,948.00 |
1,963.75 |
1,998.00 |
|
| S4 |
1,922.50 |
1,938.25 |
1,991.00 |
|
|
| 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 |
2,019.25 |
1,945.75 |
73.50 |
3.7% |
36.50 |
1.8% |
81% |
False |
False |
365,193 |
| 10 |
2,054.25 |
1,945.75 |
108.50 |
5.4% |
37.25 |
1.9% |
55% |
False |
False |
352,292 |
| 20 |
2,054.25 |
1,916.75 |
137.50 |
6.9% |
38.00 |
1.9% |
64% |
False |
False |
338,005 |
| 40 |
2,054.25 |
1,781.25 |
273.00 |
13.6% |
38.00 |
1.9% |
82% |
False |
False |
327,071 |
| 60 |
2,054.25 |
1,674.00 |
380.25 |
19.0% |
43.50 |
2.2% |
87% |
False |
False |
305,777 |
| 80 |
2,054.25 |
1,674.00 |
380.25 |
19.0% |
43.00 |
2.1% |
87% |
False |
False |
229,462 |
| 100 |
2,054.25 |
1,674.00 |
380.25 |
19.0% |
46.25 |
2.3% |
87% |
False |
False |
183,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,117.00 |
|
2.618 |
2,075.50 |
|
1.618 |
2,050.00 |
|
1.000 |
2,034.25 |
|
0.618 |
2,024.50 |
|
HIGH |
2,008.75 |
|
0.618 |
1,999.00 |
|
0.500 |
1,996.00 |
|
0.382 |
1,993.00 |
|
LOW |
1,983.25 |
|
0.618 |
1,967.50 |
|
1.000 |
1,957.75 |
|
1.618 |
1,942.00 |
|
2.618 |
1,916.50 |
|
4.250 |
1,875.00 |
|
|
| Fisher Pivots for day following 28-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,002.00 |
1,995.75 |
| PP |
1,999.00 |
1,986.50 |
| S1 |
1,996.00 |
1,977.25 |
|