| 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 |
3,753.0 |
3,762.0 |
9.0 |
0.2% |
3,870.0 |
| High |
3,755.0 |
3,766.0 |
11.0 |
0.3% |
3,905.0 |
| Low |
3,737.0 |
3,722.0 |
-15.0 |
-0.4% |
3,741.0 |
| Close |
3,752.0 |
3,737.0 |
-15.0 |
-0.4% |
3,752.0 |
| Range |
18.0 |
44.0 |
26.0 |
144.4% |
164.0 |
| ATR |
58.9 |
57.9 |
-1.1 |
-1.8% |
0.0 |
| Volume |
1,098 |
2,658 |
1,560 |
142.1% |
26,444 |
|
| Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,873.7 |
3,849.3 |
3,761.2 |
|
| R3 |
3,829.7 |
3,805.3 |
3,749.1 |
|
| R2 |
3,785.7 |
3,785.7 |
3,745.1 |
|
| R1 |
3,761.3 |
3,761.3 |
3,741.0 |
3,751.5 |
| PP |
3,741.7 |
3,741.7 |
3,741.7 |
3,736.8 |
| S1 |
3,717.3 |
3,717.3 |
3,733.0 |
3,707.5 |
| S2 |
3,697.7 |
3,697.7 |
3,728.9 |
|
| S3 |
3,653.7 |
3,673.3 |
3,724.9 |
|
| S4 |
3,609.7 |
3,629.3 |
3,712.8 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,291.3 |
4,185.7 |
3,842.2 |
|
| R3 |
4,127.3 |
4,021.7 |
3,797.1 |
|
| R2 |
3,963.3 |
3,963.3 |
3,782.1 |
|
| R1 |
3,857.7 |
3,857.7 |
3,767.0 |
3,828.5 |
| PP |
3,799.3 |
3,799.3 |
3,799.3 |
3,784.8 |
| S1 |
3,693.7 |
3,693.7 |
3,737.0 |
3,664.5 |
| S2 |
3,635.3 |
3,635.3 |
3,721.9 |
|
| S3 |
3,471.3 |
3,529.7 |
3,706.9 |
|
| S4 |
3,307.3 |
3,365.7 |
3,661.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,854.0 |
3,722.0 |
132.0 |
3.5% |
52.2 |
1.4% |
11% |
False |
True |
2,381 |
| 10 |
3,905.0 |
3,722.0 |
183.0 |
4.9% |
49.8 |
1.3% |
8% |
False |
True |
3,752 |
| 20 |
3,905.0 |
3,722.0 |
183.0 |
4.9% |
46.1 |
1.2% |
8% |
False |
True |
2,548 |
| 40 |
3,905.0 |
3,557.0 |
348.0 |
9.3% |
55.6 |
1.5% |
52% |
False |
False |
1,732 |
| 60 |
3,905.0 |
3,359.0 |
546.0 |
14.6% |
65.4 |
1.7% |
69% |
False |
False |
5,870 |
| 80 |
3,905.0 |
3,359.0 |
546.0 |
14.6% |
65.9 |
1.8% |
69% |
False |
False |
4,688 |
| 100 |
4,302.0 |
3,359.0 |
943.0 |
25.2% |
70.0 |
1.9% |
40% |
False |
False |
3,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,953.0 |
|
2.618 |
3,881.2 |
|
1.618 |
3,837.2 |
|
1.000 |
3,810.0 |
|
0.618 |
3,793.2 |
|
HIGH |
3,766.0 |
|
0.618 |
3,749.2 |
|
0.500 |
3,744.0 |
|
0.382 |
3,738.8 |
|
LOW |
3,722.0 |
|
0.618 |
3,694.8 |
|
1.000 |
3,678.0 |
|
1.618 |
3,650.8 |
|
2.618 |
3,606.8 |
|
4.250 |
3,535.0 |
|
|
| Fisher Pivots for day following 27-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,744.0 |
3,762.5 |
| PP |
3,741.7 |
3,754.0 |
| S1 |
3,739.3 |
3,745.5 |
|