| 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 |
5,575.0 |
5,655.0 |
80.0 |
1.4% |
5,703.0 |
| High |
5,611.0 |
5,738.0 |
127.0 |
2.3% |
5,738.0 |
| Low |
5,556.0 |
5,655.0 |
99.0 |
1.8% |
5,548.0 |
| Close |
5,594.0 |
5,694.0 |
100.0 |
1.8% |
5,694.0 |
| Range |
55.0 |
83.0 |
28.0 |
50.9% |
190.0 |
| ATR |
109.2 |
111.7 |
2.5 |
2.3% |
0.0 |
| Volume |
15,948 |
26,724 |
10,776 |
67.6% |
108,358 |
|
| Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,944.7 |
5,902.3 |
5,739.7 |
|
| R3 |
5,861.7 |
5,819.3 |
5,716.8 |
|
| R2 |
5,778.7 |
5,778.7 |
5,709.2 |
|
| R1 |
5,736.3 |
5,736.3 |
5,701.6 |
5,757.5 |
| PP |
5,695.7 |
5,695.7 |
5,695.7 |
5,706.3 |
| S1 |
5,653.3 |
5,653.3 |
5,686.4 |
5,674.5 |
| S2 |
5,612.7 |
5,612.7 |
5,678.8 |
|
| S3 |
5,529.7 |
5,570.3 |
5,671.2 |
|
| S4 |
5,446.7 |
5,487.3 |
5,648.4 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,230.0 |
6,152.0 |
5,798.5 |
|
| R3 |
6,040.0 |
5,962.0 |
5,746.3 |
|
| R2 |
5,850.0 |
5,850.0 |
5,728.8 |
|
| R1 |
5,772.0 |
5,772.0 |
5,711.4 |
5,716.0 |
| PP |
5,660.0 |
5,660.0 |
5,660.0 |
5,632.0 |
| S1 |
5,582.0 |
5,582.0 |
5,676.6 |
5,526.0 |
| S2 |
5,470.0 |
5,470.0 |
5,659.2 |
|
| S3 |
5,280.0 |
5,392.0 |
5,641.8 |
|
| S4 |
5,090.0 |
5,202.0 |
5,589.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,738.0 |
5,548.0 |
190.0 |
3.3% |
85.4 |
1.5% |
77% |
True |
False |
21,671 |
| 10 |
5,738.0 |
5,423.0 |
315.0 |
5.5% |
97.5 |
1.7% |
86% |
True |
False |
22,466 |
| 20 |
5,738.0 |
5,343.0 |
395.0 |
6.9% |
87.8 |
1.5% |
89% |
True |
False |
21,434 |
| 40 |
5,738.0 |
5,090.0 |
648.0 |
11.4% |
86.5 |
1.5% |
93% |
True |
False |
22,051 |
| 60 |
5,816.0 |
5,090.0 |
726.0 |
12.8% |
72.7 |
1.3% |
83% |
False |
False |
14,737 |
| 80 |
6,150.0 |
5,090.0 |
1,060.0 |
18.6% |
75.2 |
1.3% |
57% |
False |
False |
11,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,090.8 |
|
2.618 |
5,955.3 |
|
1.618 |
5,872.3 |
|
1.000 |
5,821.0 |
|
0.618 |
5,789.3 |
|
HIGH |
5,738.0 |
|
0.618 |
5,706.3 |
|
0.500 |
5,696.5 |
|
0.382 |
5,686.7 |
|
LOW |
5,655.0 |
|
0.618 |
5,603.7 |
|
1.000 |
5,572.0 |
|
1.618 |
5,520.7 |
|
2.618 |
5,437.7 |
|
4.250 |
5,302.3 |
|
|
| Fisher Pivots for day following 02-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,696.5 |
5,677.0 |
| PP |
5,695.7 |
5,660.0 |
| S1 |
5,694.8 |
5,643.0 |
|