| Trading Metrics calculated at close of trading on 08-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2008 |
08-May-2008 |
Change |
Change % |
Previous Week |
| Open |
3,840.0 |
3,810.0 |
-30.0 |
-0.8% |
3,782.0 |
| High |
3,865.0 |
3,839.0 |
-26.0 |
-0.7% |
3,880.0 |
| Low |
3,807.0 |
3,806.0 |
-1.0 |
0.0% |
3,745.0 |
| Close |
3,853.0 |
3,827.0 |
-26.0 |
-0.7% |
3,857.0 |
| Range |
58.0 |
33.0 |
-25.0 |
-43.1% |
135.0 |
| ATR |
67.5 |
66.0 |
-1.5 |
-2.2% |
0.0 |
| Volume |
1,763 |
2,641 |
878 |
49.8% |
3,344 |
|
| Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,923.0 |
3,908.0 |
3,845.2 |
|
| R3 |
3,890.0 |
3,875.0 |
3,836.1 |
|
| R2 |
3,857.0 |
3,857.0 |
3,833.1 |
|
| R1 |
3,842.0 |
3,842.0 |
3,830.0 |
3,849.5 |
| PP |
3,824.0 |
3,824.0 |
3,824.0 |
3,827.8 |
| S1 |
3,809.0 |
3,809.0 |
3,824.0 |
3,816.5 |
| S2 |
3,791.0 |
3,791.0 |
3,821.0 |
|
| S3 |
3,758.0 |
3,776.0 |
3,817.9 |
|
| S4 |
3,725.0 |
3,743.0 |
3,808.9 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,232.3 |
4,179.7 |
3,931.3 |
|
| R3 |
4,097.3 |
4,044.7 |
3,894.1 |
|
| R2 |
3,962.3 |
3,962.3 |
3,881.8 |
|
| R1 |
3,909.7 |
3,909.7 |
3,869.4 |
3,936.0 |
| PP |
3,827.3 |
3,827.3 |
3,827.3 |
3,840.5 |
| S1 |
3,774.7 |
3,774.7 |
3,844.6 |
3,801.0 |
| S2 |
3,692.3 |
3,692.3 |
3,832.3 |
|
| S3 |
3,557.3 |
3,639.7 |
3,819.9 |
|
| S4 |
3,422.3 |
3,504.7 |
3,782.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,880.0 |
3,800.0 |
80.0 |
2.1% |
44.4 |
1.2% |
34% |
False |
False |
1,364 |
| 10 |
3,880.0 |
3,674.0 |
206.0 |
5.4% |
46.3 |
1.2% |
74% |
False |
False |
1,135 |
| 20 |
3,880.0 |
3,603.0 |
277.0 |
7.2% |
57.1 |
1.5% |
81% |
False |
False |
1,203 |
| 40 |
3,880.0 |
3,359.0 |
521.0 |
13.6% |
70.9 |
1.9% |
90% |
False |
False |
7,452 |
| 60 |
3,880.0 |
3,359.0 |
521.0 |
13.6% |
70.2 |
1.8% |
90% |
False |
False |
5,414 |
| 80 |
4,212.0 |
3,359.0 |
853.0 |
22.3% |
76.5 |
2.0% |
55% |
False |
False |
4,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,979.3 |
|
2.618 |
3,925.4 |
|
1.618 |
3,892.4 |
|
1.000 |
3,872.0 |
|
0.618 |
3,859.4 |
|
HIGH |
3,839.0 |
|
0.618 |
3,826.4 |
|
0.500 |
3,822.5 |
|
0.382 |
3,818.6 |
|
LOW |
3,806.0 |
|
0.618 |
3,785.6 |
|
1.000 |
3,773.0 |
|
1.618 |
3,752.6 |
|
2.618 |
3,719.6 |
|
4.250 |
3,665.8 |
|
|
| Fisher Pivots for day following 08-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,825.5 |
3,832.5 |
| PP |
3,824.0 |
3,830.7 |
| S1 |
3,822.5 |
3,828.8 |
|