| Trading Metrics calculated at close of trading on 13-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,387.50 |
1,403.50 |
16.00 |
1.2% |
1,413.50 |
| High |
1,405.00 |
1,410.75 |
5.75 |
0.4% |
1,424.00 |
| Low |
1,386.25 |
1,396.50 |
10.25 |
0.7% |
1,381.75 |
| Close |
1,404.75 |
1,404.75 |
0.00 |
0.0% |
1,389.00 |
| Range |
18.75 |
14.25 |
-4.50 |
-24.0% |
42.25 |
| ATR |
21.93 |
21.38 |
-0.55 |
-2.5% |
0.00 |
| Volume |
1,625,250 |
1,570,216 |
-55,034 |
-3.4% |
8,711,275 |
|
| Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,446.75 |
1,440.00 |
1,412.50 |
|
| R3 |
1,432.50 |
1,425.75 |
1,408.75 |
|
| R2 |
1,418.25 |
1,418.25 |
1,407.25 |
|
| R1 |
1,411.50 |
1,411.50 |
1,406.00 |
1,415.00 |
| PP |
1,404.00 |
1,404.00 |
1,404.00 |
1,405.75 |
| S1 |
1,397.25 |
1,397.25 |
1,403.50 |
1,400.50 |
| S2 |
1,389.75 |
1,389.75 |
1,402.25 |
|
| S3 |
1,375.50 |
1,383.00 |
1,400.75 |
|
| S4 |
1,361.25 |
1,368.75 |
1,397.00 |
|
|
| 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% |
18.25 |
1.3% |
54% |
False |
False |
1,746,969 |
| 10 |
1,427.00 |
1,381.75 |
45.25 |
3.2% |
20.75 |
1.5% |
51% |
False |
False |
1,717,592 |
| 20 |
1,427.00 |
1,337.25 |
89.75 |
6.4% |
20.50 |
1.5% |
75% |
False |
False |
1,725,578 |
| 40 |
1,427.00 |
1,278.75 |
148.25 |
10.6% |
23.75 |
1.7% |
85% |
False |
False |
1,859,094 |
| 60 |
1,427.00 |
1,253.00 |
174.00 |
12.4% |
26.50 |
1.9% |
87% |
False |
False |
1,366,138 |
| 80 |
1,427.00 |
1,253.00 |
174.00 |
12.4% |
28.50 |
2.0% |
87% |
False |
False |
1,026,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,471.25 |
|
2.618 |
1,448.00 |
|
1.618 |
1,433.75 |
|
1.000 |
1,425.00 |
|
0.618 |
1,419.50 |
|
HIGH |
1,410.75 |
|
0.618 |
1,405.25 |
|
0.500 |
1,403.50 |
|
0.382 |
1,402.00 |
|
LOW |
1,396.50 |
|
0.618 |
1,387.75 |
|
1.000 |
1,382.25 |
|
1.618 |
1,373.50 |
|
2.618 |
1,359.25 |
|
4.250 |
1,336.00 |
|
|
| Fisher Pivots for day following 13-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,404.50 |
1,402.00 |
| PP |
1,404.00 |
1,399.00 |
| S1 |
1,403.50 |
1,396.25 |
|