| Trading Metrics calculated at close of trading on 21-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
| Open |
3,869.0 |
3,839.0 |
-30.0 |
-0.8% |
3,800.0 |
| High |
3,870.0 |
3,854.0 |
-16.0 |
-0.4% |
3,891.0 |
| Low |
3,831.0 |
3,765.0 |
-66.0 |
-1.7% |
3,772.0 |
| Close |
3,843.0 |
3,811.0 |
-32.0 |
-0.8% |
3,852.0 |
| Range |
39.0 |
89.0 |
50.0 |
128.2% |
119.0 |
| ATR |
60.1 |
62.2 |
2.1 |
3.4% |
0.0 |
| Volume |
613 |
1,792 |
1,179 |
192.3% |
8,299 |
|
| Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,077.0 |
4,033.0 |
3,860.0 |
|
| R3 |
3,988.0 |
3,944.0 |
3,835.5 |
|
| R2 |
3,899.0 |
3,899.0 |
3,827.3 |
|
| R1 |
3,855.0 |
3,855.0 |
3,819.2 |
3,832.5 |
| PP |
3,810.0 |
3,810.0 |
3,810.0 |
3,798.8 |
| S1 |
3,766.0 |
3,766.0 |
3,802.8 |
3,743.5 |
| S2 |
3,721.0 |
3,721.0 |
3,794.7 |
|
| S3 |
3,632.0 |
3,677.0 |
3,786.5 |
|
| S4 |
3,543.0 |
3,588.0 |
3,762.1 |
|
|
| 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 |
3,905.0 |
3,765.0 |
140.0 |
3.7% |
54.2 |
1.4% |
33% |
False |
True |
4,699 |
| 10 |
3,905.0 |
3,765.0 |
140.0 |
3.7% |
47.4 |
1.2% |
33% |
False |
True |
3,393 |
| 20 |
3,905.0 |
3,653.0 |
252.0 |
6.6% |
48.9 |
1.3% |
63% |
False |
False |
2,159 |
| 40 |
3,905.0 |
3,522.0 |
383.0 |
10.0% |
57.4 |
1.5% |
75% |
False |
False |
1,560 |
| 60 |
3,905.0 |
3,359.0 |
546.0 |
14.3% |
66.4 |
1.7% |
83% |
False |
False |
5,722 |
| 80 |
3,905.0 |
3,359.0 |
546.0 |
14.3% |
66.8 |
1.8% |
83% |
False |
False |
4,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,232.3 |
|
2.618 |
4,087.0 |
|
1.618 |
3,998.0 |
|
1.000 |
3,943.0 |
|
0.618 |
3,909.0 |
|
HIGH |
3,854.0 |
|
0.618 |
3,820.0 |
|
0.500 |
3,809.5 |
|
0.382 |
3,799.0 |
|
LOW |
3,765.0 |
|
0.618 |
3,710.0 |
|
1.000 |
3,676.0 |
|
1.618 |
3,621.0 |
|
2.618 |
3,532.0 |
|
4.250 |
3,386.8 |
|
|
| Fisher Pivots for day following 21-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,810.5 |
3,835.0 |
| PP |
3,810.0 |
3,827.0 |
| S1 |
3,809.5 |
3,819.0 |
|