| 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 |
13,010.82 |
12,814.84 |
-195.98 |
-1.5% |
12,890.72 |
| High |
13,036.71 |
12,909.86 |
-126.85 |
-1.0% |
13,132.46 |
| Low |
12,796.19 |
12,794.81 |
-1.38 |
0.0% |
12,793.10 |
| Close |
12,814.35 |
12,866.78 |
52.43 |
0.4% |
13,058.20 |
| Range |
240.52 |
115.05 |
-125.47 |
-52.2% |
339.36 |
| ATR |
179.20 |
174.62 |
-4.58 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,202.30 |
13,149.59 |
12,930.06 |
|
| R3 |
13,087.25 |
13,034.54 |
12,898.42 |
|
| R2 |
12,972.20 |
12,972.20 |
12,887.87 |
|
| R1 |
12,919.49 |
12,919.49 |
12,877.33 |
12,945.85 |
| PP |
12,857.15 |
12,857.15 |
12,857.15 |
12,870.33 |
| S1 |
12,804.44 |
12,804.44 |
12,856.23 |
12,830.80 |
| S2 |
12,742.10 |
12,742.10 |
12,845.69 |
|
| S3 |
12,627.05 |
12,689.39 |
12,835.14 |
|
| S4 |
12,512.00 |
12,574.34 |
12,803.50 |
|
|
| 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 |
12,794.81 |
337.65 |
2.6% |
161.57 |
1.3% |
21% |
False |
True |
|
| 10 |
13,132.46 |
12,742.78 |
389.68 |
3.0% |
157.77 |
1.2% |
32% |
False |
False |
|
| 20 |
13,132.46 |
12,269.81 |
862.65 |
6.7% |
165.71 |
1.3% |
69% |
False |
False |
|
| 40 |
13,132.46 |
11,756.60 |
1,375.86 |
10.7% |
195.86 |
1.5% |
81% |
False |
False |
|
| 60 |
13,132.46 |
11,731.60 |
1,400.86 |
10.9% |
204.62 |
1.6% |
81% |
False |
False |
|
| 80 |
13,132.46 |
11,634.82 |
1,497.64 |
11.6% |
223.51 |
1.7% |
82% |
False |
False |
|
| 100 |
13,563.48 |
11,634.82 |
1,928.66 |
15.0% |
217.87 |
1.7% |
64% |
False |
False |
|
| 120 |
13,780.11 |
11,634.82 |
2,145.29 |
16.7% |
217.04 |
1.7% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,398.82 |
|
2.618 |
13,211.06 |
|
1.618 |
13,096.01 |
|
1.000 |
13,024.91 |
|
0.618 |
12,980.96 |
|
HIGH |
12,909.86 |
|
0.618 |
12,865.91 |
|
0.500 |
12,852.34 |
|
0.382 |
12,838.76 |
|
LOW |
12,794.81 |
|
0.618 |
12,723.71 |
|
1.000 |
12,679.76 |
|
1.618 |
12,608.66 |
|
2.618 |
12,493.61 |
|
4.250 |
12,305.85 |
|
|
| Fisher Pivots for day following 08-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,861.97 |
12,920.48 |
| PP |
12,857.15 |
12,902.58 |
| S1 |
12,852.34 |
12,884.68 |
|