| Trading Metrics calculated at close of trading on 02-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2008 |
02-May-2008 |
Change |
Change % |
Previous Week |
| Open |
12,818.34 |
13,012.53 |
194.19 |
1.5% |
12,890.72 |
| High |
13,029.05 |
13,132.46 |
103.41 |
0.8% |
13,132.46 |
| Low |
12,793.10 |
12,981.83 |
188.73 |
1.5% |
12,793.10 |
| Close |
13,010.00 |
13,058.20 |
48.20 |
0.4% |
13,058.20 |
| Range |
235.95 |
150.63 |
-85.32 |
-36.2% |
339.36 |
| ATR |
180.18 |
178.07 |
-2.11 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,509.39 |
13,434.42 |
13,141.05 |
|
| R3 |
13,358.76 |
13,283.79 |
13,099.62 |
|
| R2 |
13,208.13 |
13,208.13 |
13,085.82 |
|
| R1 |
13,133.16 |
13,133.16 |
13,072.01 |
13,170.65 |
| PP |
13,057.50 |
13,057.50 |
13,057.50 |
13,076.24 |
| S1 |
12,982.53 |
12,982.53 |
13,044.39 |
13,020.02 |
| S2 |
12,906.87 |
12,906.87 |
13,030.58 |
|
| S3 |
12,756.24 |
12,831.90 |
13,016.78 |
|
| S4 |
12,605.61 |
12,681.27 |
12,975.35 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,012.67 |
13,874.79 |
13,244.85 |
|
| R3 |
13,673.31 |
13,535.43 |
13,151.52 |
|
| R2 |
13,333.95 |
13,333.95 |
13,120.42 |
|
| R1 |
13,196.07 |
13,196.07 |
13,089.31 |
13,265.01 |
| PP |
12,994.59 |
12,994.59 |
12,994.59 |
13,029.06 |
| S1 |
12,856.71 |
12,856.71 |
13,027.09 |
12,925.65 |
| S2 |
12,655.23 |
12,655.23 |
12,995.98 |
|
| S3 |
12,315.87 |
12,517.35 |
12,964.88 |
|
| S4 |
11,976.51 |
12,177.99 |
12,871.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,132.46 |
12,793.10 |
339.36 |
2.6% |
150.81 |
1.2% |
78% |
True |
False |
|
| 10 |
13,132.46 |
12,656.56 |
475.90 |
3.6% |
155.89 |
1.2% |
84% |
True |
False |
|
| 20 |
13,132.46 |
12,269.81 |
862.65 |
6.6% |
159.68 |
1.2% |
91% |
True |
False |
|
| 40 |
13,132.46 |
11,731.60 |
1,400.86 |
10.7% |
206.94 |
1.6% |
95% |
True |
False |
|
| 60 |
13,132.46 |
11,731.60 |
1,400.86 |
10.7% |
207.02 |
1.6% |
95% |
True |
False |
|
| 80 |
13,132.46 |
11,634.82 |
1,497.64 |
11.5% |
228.09 |
1.7% |
95% |
True |
False |
|
| 100 |
13,780.11 |
11,634.82 |
2,145.29 |
16.4% |
221.83 |
1.7% |
66% |
False |
False |
|
| 120 |
13,780.11 |
11,634.82 |
2,145.29 |
16.4% |
219.39 |
1.7% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,772.64 |
|
2.618 |
13,526.81 |
|
1.618 |
13,376.18 |
|
1.000 |
13,283.09 |
|
0.618 |
13,225.55 |
|
HIGH |
13,132.46 |
|
0.618 |
13,074.92 |
|
0.500 |
13,057.15 |
|
0.382 |
13,039.37 |
|
LOW |
12,981.83 |
|
0.618 |
12,888.74 |
|
1.000 |
12,831.20 |
|
1.618 |
12,738.11 |
|
2.618 |
12,587.48 |
|
4.250 |
12,341.65 |
|
|
| Fisher Pivots for day following 02-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
13,057.85 |
13,026.39 |
| PP |
13,057.50 |
12,994.59 |
| S1 |
13,057.15 |
12,962.78 |
|