| 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 |
13,026.04 |
12,824.94 |
-201.10 |
-1.5% |
12,745.55 |
| High |
13,026.04 |
12,862.47 |
-163.57 |
-1.3% |
13,001.94 |
| Low |
12,781.78 |
12,573.67 |
-208.11 |
-1.6% |
12,740.50 |
| Close |
12,828.68 |
12,601.19 |
-227.49 |
-1.8% |
12,986.80 |
| Range |
244.26 |
288.80 |
44.54 |
18.2% |
261.44 |
| ATR |
168.85 |
177.41 |
8.57 |
5.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,545.51 |
13,362.15 |
12,760.03 |
|
| R3 |
13,256.71 |
13,073.35 |
12,680.61 |
|
| R2 |
12,967.91 |
12,967.91 |
12,654.14 |
|
| R1 |
12,784.55 |
12,784.55 |
12,627.66 |
12,731.83 |
| PP |
12,679.11 |
12,679.11 |
12,679.11 |
12,652.75 |
| S1 |
12,495.75 |
12,495.75 |
12,574.72 |
12,443.03 |
| S2 |
12,390.31 |
12,390.31 |
12,548.24 |
|
| S3 |
12,101.51 |
12,206.95 |
12,521.77 |
|
| S4 |
11,812.71 |
11,918.15 |
12,442.35 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,694.07 |
13,601.87 |
13,130.59 |
|
| R3 |
13,432.63 |
13,340.43 |
13,058.70 |
|
| R2 |
13,171.19 |
13,171.19 |
13,034.73 |
|
| R1 |
13,078.99 |
13,078.99 |
13,010.77 |
13,125.09 |
| PP |
12,909.75 |
12,909.75 |
12,909.75 |
12,932.80 |
| S1 |
12,817.55 |
12,817.55 |
12,962.83 |
12,863.65 |
| S2 |
12,648.31 |
12,648.31 |
12,938.87 |
|
| S3 |
12,386.87 |
12,556.11 |
12,914.90 |
|
| S4 |
12,125.43 |
12,294.67 |
12,843.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,136.69 |
12,573.67 |
563.02 |
4.5% |
191.79 |
1.5% |
5% |
False |
True |
|
| 10 |
13,136.69 |
12,573.67 |
563.02 |
4.5% |
166.25 |
1.3% |
5% |
False |
True |
|
| 20 |
13,136.69 |
12,573.67 |
563.02 |
4.5% |
168.04 |
1.3% |
5% |
False |
True |
|
| 40 |
13,136.69 |
12,176.11 |
960.58 |
7.6% |
168.99 |
1.3% |
44% |
False |
False |
|
| 60 |
13,136.69 |
11,731.60 |
1,405.09 |
11.2% |
198.73 |
1.6% |
62% |
False |
False |
|
| 80 |
13,136.69 |
11,731.60 |
1,405.09 |
11.2% |
204.79 |
1.6% |
62% |
False |
False |
|
| 100 |
13,451.38 |
11,634.82 |
1,816.56 |
14.4% |
218.75 |
1.7% |
53% |
False |
False |
|
| 120 |
13,780.11 |
11,634.82 |
2,145.29 |
17.0% |
211.53 |
1.7% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,089.87 |
|
2.618 |
13,618.55 |
|
1.618 |
13,329.75 |
|
1.000 |
13,151.27 |
|
0.618 |
13,040.95 |
|
HIGH |
12,862.47 |
|
0.618 |
12,752.15 |
|
0.500 |
12,718.07 |
|
0.382 |
12,683.99 |
|
LOW |
12,573.67 |
|
0.618 |
12,395.19 |
|
1.000 |
12,284.87 |
|
1.618 |
12,106.39 |
|
2.618 |
11,817.59 |
|
4.250 |
11,346.27 |
|
|
| Fisher Pivots for day following 21-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,718.07 |
12,855.18 |
| PP |
12,679.11 |
12,770.52 |
| S1 |
12,640.15 |
12,685.85 |
|