| Trading Metrics calculated at close of trading on 09-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,394.00 |
1,391.25 |
-2.75 |
-0.2% |
1,413.50 |
| High |
1,403.00 |
1,393.25 |
-9.75 |
-0.7% |
1,424.00 |
| Low |
1,389.25 |
1,381.75 |
-7.50 |
-0.5% |
1,381.75 |
| Close |
1,392.00 |
1,389.00 |
-3.00 |
-0.2% |
1,389.00 |
| Range |
13.75 |
11.50 |
-2.25 |
-16.4% |
42.25 |
| ATR |
23.00 |
22.18 |
-0.82 |
-3.6% |
0.00 |
| Volume |
1,944,506 |
1,703,231 |
-241,275 |
-12.4% |
8,711,275 |
|
| Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,422.50 |
1,417.25 |
1,395.25 |
|
| R3 |
1,411.00 |
1,405.75 |
1,392.25 |
|
| R2 |
1,399.50 |
1,399.50 |
1,391.00 |
|
| R1 |
1,394.25 |
1,394.25 |
1,390.00 |
1,391.00 |
| PP |
1,388.00 |
1,388.00 |
1,388.00 |
1,386.50 |
| S1 |
1,382.75 |
1,382.75 |
1,388.00 |
1,379.50 |
| S2 |
1,376.50 |
1,376.50 |
1,387.00 |
|
| S3 |
1,365.00 |
1,371.25 |
1,385.75 |
|
| S4 |
1,353.50 |
1,359.75 |
1,382.75 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,525.00 |
1,499.25 |
1,412.25 |
|
| R3 |
1,482.75 |
1,457.00 |
1,400.50 |
|
| R2 |
1,440.50 |
1,440.50 |
1,396.75 |
|
| R1 |
1,414.75 |
1,414.75 |
1,392.75 |
1,406.50 |
| PP |
1,398.25 |
1,398.25 |
1,398.25 |
1,394.00 |
| S1 |
1,372.50 |
1,372.50 |
1,385.25 |
1,364.25 |
| S2 |
1,356.00 |
1,356.00 |
1,381.25 |
|
| S3 |
1,313.75 |
1,330.25 |
1,377.50 |
|
| S4 |
1,271.50 |
1,288.00 |
1,365.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,424.00 |
1,381.75 |
42.25 |
3.0% |
20.00 |
1.4% |
17% |
False |
True |
1,742,255 |
| 10 |
1,427.00 |
1,381.75 |
45.25 |
3.3% |
19.75 |
1.4% |
16% |
False |
True |
1,670,398 |
| 20 |
1,427.00 |
1,325.00 |
102.00 |
7.3% |
20.25 |
1.5% |
63% |
False |
False |
1,739,997 |
| 40 |
1,427.00 |
1,253.00 |
174.00 |
12.5% |
26.00 |
1.9% |
78% |
False |
False |
1,944,688 |
| 60 |
1,427.00 |
1,253.00 |
174.00 |
12.5% |
26.75 |
1.9% |
78% |
False |
False |
1,313,093 |
| 80 |
1,427.00 |
1,253.00 |
174.00 |
12.5% |
29.50 |
2.1% |
78% |
False |
False |
986,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,442.00 |
|
2.618 |
1,423.25 |
|
1.618 |
1,411.75 |
|
1.000 |
1,404.75 |
|
0.618 |
1,400.25 |
|
HIGH |
1,393.25 |
|
0.618 |
1,388.75 |
|
0.500 |
1,387.50 |
|
0.382 |
1,386.25 |
|
LOW |
1,381.75 |
|
0.618 |
1,374.75 |
|
1.000 |
1,370.25 |
|
1.618 |
1,363.25 |
|
2.618 |
1,351.75 |
|
4.250 |
1,333.00 |
|
|
| Fisher Pivots for day following 09-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,388.50 |
1,403.00 |
| PP |
1,388.00 |
1,398.25 |
| S1 |
1,387.50 |
1,393.50 |
|