| Trading Metrics calculated at close of trading on 27-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
| Open |
7,043.0 |
7,067.0 |
24.0 |
0.3% |
7,314.0 |
| High |
7,059.5 |
7,094.5 |
35.0 |
0.5% |
7,340.0 |
| Low |
7,014.0 |
7,004.0 |
-10.0 |
-0.1% |
7,030.0 |
| Close |
7,054.5 |
7,055.0 |
0.5 |
0.0% |
7,043.0 |
| Range |
45.5 |
90.5 |
45.0 |
98.9% |
310.0 |
| ATR |
111.0 |
109.5 |
-1.5 |
-1.3% |
0.0 |
| Volume |
166 |
293 |
127 |
76.5% |
2,592 |
|
| Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,322.7 |
7,279.3 |
7,104.8 |
|
| R3 |
7,232.2 |
7,188.8 |
7,079.9 |
|
| R2 |
7,141.7 |
7,141.7 |
7,071.6 |
|
| R1 |
7,098.3 |
7,098.3 |
7,063.3 |
7,074.8 |
| PP |
7,051.2 |
7,051.2 |
7,051.2 |
7,039.4 |
| S1 |
7,007.8 |
7,007.8 |
7,046.7 |
6,984.3 |
| S2 |
6,960.7 |
6,960.7 |
7,038.4 |
|
| S3 |
6,870.2 |
6,917.3 |
7,030.1 |
|
| S4 |
6,779.7 |
6,826.8 |
7,005.2 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,067.7 |
7,865.3 |
7,213.5 |
|
| R3 |
7,757.7 |
7,555.3 |
7,128.3 |
|
| R2 |
7,447.7 |
7,447.7 |
7,099.8 |
|
| R1 |
7,245.3 |
7,245.3 |
7,071.4 |
7,191.5 |
| PP |
7,137.7 |
7,137.7 |
7,137.7 |
7,110.8 |
| S1 |
6,935.3 |
6,935.3 |
7,014.6 |
6,881.5 |
| S2 |
6,827.7 |
6,827.7 |
6,986.2 |
|
| S3 |
6,517.7 |
6,625.3 |
6,957.8 |
|
| S4 |
6,207.7 |
6,315.3 |
6,872.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,254.0 |
7,004.0 |
250.0 |
3.5% |
110.2 |
1.6% |
20% |
False |
True |
512 |
| 10 |
7,340.0 |
7,004.0 |
336.0 |
4.8% |
99.8 |
1.4% |
15% |
False |
True |
463 |
| 20 |
7,340.0 |
6,974.5 |
365.5 |
5.2% |
87.5 |
1.2% |
22% |
False |
False |
363 |
| 40 |
7,340.0 |
6,626.0 |
714.0 |
10.1% |
102.2 |
1.4% |
60% |
False |
False |
404 |
| 60 |
7,340.0 |
6,306.5 |
1,033.5 |
14.6% |
112.8 |
1.6% |
72% |
False |
False |
1,037 |
| 80 |
7,340.0 |
6,306.5 |
1,033.5 |
14.6% |
115.2 |
1.6% |
72% |
False |
False |
864 |
| 100 |
8,164.5 |
6,306.5 |
1,858.0 |
26.3% |
125.3 |
1.8% |
40% |
False |
False |
742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,479.1 |
|
2.618 |
7,331.4 |
|
1.618 |
7,240.9 |
|
1.000 |
7,185.0 |
|
0.618 |
7,150.4 |
|
HIGH |
7,094.5 |
|
0.618 |
7,059.9 |
|
0.500 |
7,049.3 |
|
0.382 |
7,038.6 |
|
LOW |
7,004.0 |
|
0.618 |
6,948.1 |
|
1.000 |
6,913.5 |
|
1.618 |
6,857.6 |
|
2.618 |
6,767.1 |
|
4.250 |
6,619.4 |
|
|
| Fisher Pivots for day following 27-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,053.1 |
7,079.5 |
| PP |
7,051.2 |
7,071.3 |
| S1 |
7,049.3 |
7,063.2 |
|