| Trading Metrics calculated at close of trading on 30-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2008 |
30-May-2008 |
Change |
Change % |
Previous Week |
| Open |
2,002.50 |
2,025.75 |
23.25 |
1.2% |
1,960.25 |
| High |
2,033.00 |
2,043.75 |
10.75 |
0.5% |
2,043.75 |
| Low |
1,999.75 |
2,023.50 |
23.75 |
1.2% |
1,954.00 |
| Close |
2,023.00 |
2,035.25 |
12.25 |
0.6% |
2,035.25 |
| Range |
33.25 |
20.25 |
-13.00 |
-39.1% |
89.75 |
| ATR |
37.54 |
36.34 |
-1.20 |
-3.2% |
0.00 |
| Volume |
309,767 |
355,558 |
45,791 |
14.8% |
1,275,039 |
|
| Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,095.00 |
2,085.25 |
2,046.50 |
|
| R3 |
2,074.75 |
2,065.00 |
2,040.75 |
|
| R2 |
2,054.50 |
2,054.50 |
2,039.00 |
|
| R1 |
2,044.75 |
2,044.75 |
2,037.00 |
2,049.50 |
| PP |
2,034.25 |
2,034.25 |
2,034.25 |
2,036.50 |
| S1 |
2,024.50 |
2,024.50 |
2,033.50 |
2,029.50 |
| S2 |
2,014.00 |
2,014.00 |
2,031.50 |
|
| S3 |
1,993.75 |
2,004.25 |
2,029.75 |
|
| S4 |
1,973.50 |
1,984.00 |
2,024.00 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,280.25 |
2,247.50 |
2,084.50 |
|
| R3 |
2,190.50 |
2,157.75 |
2,060.00 |
|
| R2 |
2,100.75 |
2,100.75 |
2,051.75 |
|
| R1 |
2,068.00 |
2,068.00 |
2,043.50 |
2,084.50 |
| PP |
2,011.00 |
2,011.00 |
2,011.00 |
2,019.25 |
| S1 |
1,978.25 |
1,978.25 |
2,027.00 |
1,994.50 |
| S2 |
1,921.25 |
1,921.25 |
2,018.75 |
|
| S3 |
1,831.50 |
1,888.50 |
2,010.50 |
|
| S4 |
1,741.75 |
1,798.75 |
1,986.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,043.75 |
1,945.75 |
98.00 |
4.8% |
29.50 |
1.4% |
91% |
True |
False |
330,640 |
| 10 |
2,054.25 |
1,945.75 |
108.50 |
5.3% |
34.75 |
1.7% |
82% |
False |
False |
355,863 |
| 20 |
2,054.25 |
1,945.75 |
108.50 |
5.3% |
35.25 |
1.7% |
82% |
False |
False |
338,675 |
| 40 |
2,054.25 |
1,781.25 |
273.00 |
13.4% |
37.50 |
1.8% |
93% |
False |
False |
323,608 |
| 60 |
2,054.25 |
1,674.00 |
380.25 |
18.7% |
43.25 |
2.1% |
95% |
False |
False |
316,833 |
| 80 |
2,054.25 |
1,674.00 |
380.25 |
18.7% |
42.25 |
2.1% |
95% |
False |
False |
237,769 |
| 100 |
2,054.25 |
1,674.00 |
380.25 |
18.7% |
45.50 |
2.2% |
95% |
False |
False |
190,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,129.75 |
|
2.618 |
2,096.75 |
|
1.618 |
2,076.50 |
|
1.000 |
2,064.00 |
|
0.618 |
2,056.25 |
|
HIGH |
2,043.75 |
|
0.618 |
2,036.00 |
|
0.500 |
2,033.50 |
|
0.382 |
2,031.25 |
|
LOW |
2,023.50 |
|
0.618 |
2,011.00 |
|
1.000 |
2,003.25 |
|
1.618 |
1,990.75 |
|
2.618 |
1,970.50 |
|
4.250 |
1,937.50 |
|
|
| Fisher Pivots for day following 30-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,034.75 |
2,028.00 |
| PP |
2,034.25 |
2,020.75 |
| S1 |
2,033.50 |
2,013.50 |
|