| 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 |
7,221.5 |
7,106.0 |
-115.5 |
-1.6% |
7,139.0 |
| High |
7,254.0 |
7,186.0 |
-68.0 |
-0.9% |
7,320.5 |
| Low |
7,070.0 |
7,080.0 |
10.0 |
0.1% |
7,110.5 |
| Close |
7,148.0 |
7,174.5 |
26.5 |
0.4% |
7,250.0 |
| Range |
184.0 |
106.0 |
-78.0 |
-42.4% |
210.0 |
| ATR |
114.4 |
113.8 |
-0.6 |
-0.5% |
0.0 |
| Volume |
782 |
747 |
-35 |
-4.5% |
2,090 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,464.8 |
7,425.7 |
7,232.8 |
|
| R3 |
7,358.8 |
7,319.7 |
7,203.7 |
|
| R2 |
7,252.8 |
7,252.8 |
7,193.9 |
|
| R1 |
7,213.7 |
7,213.7 |
7,184.2 |
7,233.3 |
| PP |
7,146.8 |
7,146.8 |
7,146.8 |
7,156.6 |
| S1 |
7,107.7 |
7,107.7 |
7,164.8 |
7,127.3 |
| S2 |
7,040.8 |
7,040.8 |
7,155.1 |
|
| S3 |
6,934.8 |
7,001.7 |
7,145.4 |
|
| S4 |
6,828.8 |
6,895.7 |
7,116.2 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,857.0 |
7,763.5 |
7,365.5 |
|
| R3 |
7,647.0 |
7,553.5 |
7,307.8 |
|
| R2 |
7,437.0 |
7,437.0 |
7,288.5 |
|
| R1 |
7,343.5 |
7,343.5 |
7,269.3 |
7,390.3 |
| PP |
7,227.0 |
7,227.0 |
7,227.0 |
7,250.4 |
| S1 |
7,133.5 |
7,133.5 |
7,230.8 |
7,180.3 |
| S2 |
7,017.0 |
7,017.0 |
7,211.5 |
|
| S3 |
6,807.0 |
6,923.5 |
7,192.3 |
|
| S4 |
6,597.0 |
6,713.5 |
7,134.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,340.0 |
7,070.0 |
270.0 |
3.8% |
107.5 |
1.5% |
39% |
False |
False |
518 |
| 10 |
7,340.0 |
7,070.0 |
270.0 |
3.8% |
94.4 |
1.3% |
39% |
False |
False |
449 |
| 20 |
7,340.0 |
6,842.0 |
498.0 |
6.9% |
89.3 |
1.2% |
67% |
False |
False |
365 |
| 40 |
7,340.0 |
6,560.0 |
780.0 |
10.9% |
105.3 |
1.5% |
79% |
False |
False |
434 |
| 60 |
7,340.0 |
6,306.5 |
1,033.5 |
14.4% |
113.2 |
1.6% |
84% |
False |
False |
1,027 |
| 80 |
7,340.0 |
6,306.5 |
1,033.5 |
14.4% |
116.3 |
1.6% |
84% |
False |
False |
865 |
| 100 |
8,310.5 |
6,306.5 |
2,004.0 |
27.9% |
124.6 |
1.7% |
43% |
False |
False |
740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,636.5 |
|
2.618 |
7,463.5 |
|
1.618 |
7,357.5 |
|
1.000 |
7,292.0 |
|
0.618 |
7,251.5 |
|
HIGH |
7,186.0 |
|
0.618 |
7,145.5 |
|
0.500 |
7,133.0 |
|
0.382 |
7,120.5 |
|
LOW |
7,080.0 |
|
0.618 |
7,014.5 |
|
1.000 |
6,974.0 |
|
1.618 |
6,908.5 |
|
2.618 |
6,802.5 |
|
4.250 |
6,629.5 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,160.7 |
7,177.5 |
| PP |
7,146.8 |
7,176.5 |
| S1 |
7,133.0 |
7,175.5 |
|