| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
3,832.0 |
3,871.0 |
39.0 |
1.0% |
3,800.0 |
| High |
3,879.0 |
3,891.0 |
12.0 |
0.3% |
3,891.0 |
| Low |
3,823.0 |
3,850.0 |
27.0 |
0.7% |
3,772.0 |
| Close |
3,842.0 |
3,852.0 |
10.0 |
0.3% |
3,852.0 |
| Range |
56.0 |
41.0 |
-15.0 |
-26.8% |
119.0 |
| ATR |
61.2 |
60.3 |
-0.9 |
-1.4% |
0.0 |
| Volume |
2,574 |
834 |
-1,740 |
-67.6% |
8,299 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,987.3 |
3,960.7 |
3,874.6 |
|
| R3 |
3,946.3 |
3,919.7 |
3,863.3 |
|
| R2 |
3,905.3 |
3,905.3 |
3,859.5 |
|
| R1 |
3,878.7 |
3,878.7 |
3,855.8 |
3,871.5 |
| PP |
3,864.3 |
3,864.3 |
3,864.3 |
3,860.8 |
| S1 |
3,837.7 |
3,837.7 |
3,848.2 |
3,830.5 |
| S2 |
3,823.3 |
3,823.3 |
3,844.5 |
|
| S3 |
3,782.3 |
3,796.7 |
3,840.7 |
|
| S4 |
3,741.3 |
3,755.7 |
3,829.5 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,195.3 |
4,142.7 |
3,917.5 |
|
| R3 |
4,076.3 |
4,023.7 |
3,884.7 |
|
| R2 |
3,957.3 |
3,957.3 |
3,873.8 |
|
| R1 |
3,904.7 |
3,904.7 |
3,862.9 |
3,931.0 |
| PP |
3,838.3 |
3,838.3 |
3,838.3 |
3,851.5 |
| S1 |
3,785.7 |
3,785.7 |
3,841.1 |
3,812.0 |
| S2 |
3,719.3 |
3,719.3 |
3,830.2 |
|
| S3 |
3,600.3 |
3,666.7 |
3,819.3 |
|
| S4 |
3,481.3 |
3,547.7 |
3,786.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,891.0 |
3,772.0 |
119.0 |
3.1% |
46.2 |
1.2% |
67% |
True |
False |
1,659 |
| 10 |
3,891.0 |
3,765.0 |
126.0 |
3.3% |
43.6 |
1.1% |
69% |
True |
False |
1,748 |
| 20 |
3,891.0 |
3,653.0 |
238.0 |
6.2% |
49.9 |
1.3% |
84% |
True |
False |
1,289 |
| 40 |
3,891.0 |
3,415.0 |
476.0 |
12.4% |
60.3 |
1.6% |
92% |
True |
False |
2,743 |
| 60 |
3,891.0 |
3,359.0 |
532.0 |
13.8% |
66.1 |
1.7% |
93% |
True |
False |
5,491 |
| 80 |
3,891.0 |
3,359.0 |
532.0 |
13.8% |
69.7 |
1.8% |
93% |
True |
False |
4,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,065.3 |
|
2.618 |
3,998.3 |
|
1.618 |
3,957.3 |
|
1.000 |
3,932.0 |
|
0.618 |
3,916.3 |
|
HIGH |
3,891.0 |
|
0.618 |
3,875.3 |
|
0.500 |
3,870.5 |
|
0.382 |
3,865.7 |
|
LOW |
3,850.0 |
|
0.618 |
3,824.7 |
|
1.000 |
3,809.0 |
|
1.618 |
3,783.7 |
|
2.618 |
3,742.7 |
|
4.250 |
3,675.8 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,870.5 |
3,849.8 |
| PP |
3,864.3 |
3,847.7 |
| S1 |
3,858.2 |
3,845.5 |
|