| 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 |
2,000.75 |
1,961.00 |
-39.75 |
-2.0% |
1,922.25 |
| High |
2,005.50 |
1,984.00 |
-21.50 |
-1.1% |
2,008.00 |
| Low |
1,950.00 |
1,958.00 |
8.00 |
0.4% |
1,916.75 |
| Close |
1,960.50 |
1,965.00 |
4.50 |
0.2% |
1,990.25 |
| Range |
55.50 |
26.00 |
-29.50 |
-53.2% |
91.25 |
| ATR |
42.79 |
41.59 |
-1.20 |
-2.8% |
0.00 |
| Volume |
341,520 |
377,149 |
35,629 |
10.4% |
1,582,368 |
|
| Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,047.00 |
2,032.00 |
1,979.25 |
|
| R3 |
2,021.00 |
2,006.00 |
1,972.25 |
|
| R2 |
1,995.00 |
1,995.00 |
1,969.75 |
|
| R1 |
1,980.00 |
1,980.00 |
1,967.50 |
1,987.50 |
| PP |
1,969.00 |
1,969.00 |
1,969.00 |
1,972.75 |
| S1 |
1,954.00 |
1,954.00 |
1,962.50 |
1,961.50 |
| S2 |
1,943.00 |
1,943.00 |
1,960.25 |
|
| S3 |
1,917.00 |
1,928.00 |
1,957.75 |
|
| S4 |
1,891.00 |
1,902.00 |
1,950.75 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,245.50 |
2,209.00 |
2,040.50 |
|
| R3 |
2,154.25 |
2,117.75 |
2,015.25 |
|
| R2 |
2,063.00 |
2,063.00 |
2,007.00 |
|
| R1 |
2,026.50 |
2,026.50 |
1,998.50 |
2,044.75 |
| PP |
1,971.75 |
1,971.75 |
1,971.75 |
1,980.75 |
| S1 |
1,935.25 |
1,935.25 |
1,982.00 |
1,953.50 |
| S2 |
1,880.50 |
1,880.50 |
1,973.50 |
|
| S3 |
1,789.25 |
1,844.00 |
1,965.25 |
|
| S4 |
1,698.00 |
1,752.75 |
1,940.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,008.00 |
1,950.00 |
58.00 |
3.0% |
37.75 |
1.9% |
26% |
False |
False |
347,978 |
| 10 |
2,008.00 |
1,898.75 |
109.25 |
5.6% |
38.50 |
2.0% |
61% |
False |
False |
330,658 |
| 20 |
2,008.00 |
1,781.25 |
226.75 |
11.5% |
40.25 |
2.0% |
81% |
False |
False |
320,611 |
| 40 |
2,008.00 |
1,674.00 |
334.00 |
17.0% |
45.00 |
2.3% |
87% |
False |
False |
348,312 |
| 60 |
2,008.00 |
1,674.00 |
334.00 |
17.0% |
44.00 |
2.2% |
87% |
False |
False |
233,099 |
| 80 |
2,008.00 |
1,674.00 |
334.00 |
17.0% |
47.00 |
2.4% |
87% |
False |
False |
174,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,094.50 |
|
2.618 |
2,052.00 |
|
1.618 |
2,026.00 |
|
1.000 |
2,010.00 |
|
0.618 |
2,000.00 |
|
HIGH |
1,984.00 |
|
0.618 |
1,974.00 |
|
0.500 |
1,971.00 |
|
0.382 |
1,968.00 |
|
LOW |
1,958.00 |
|
0.618 |
1,942.00 |
|
1.000 |
1,932.00 |
|
1.618 |
1,916.00 |
|
2.618 |
1,890.00 |
|
4.250 |
1,847.50 |
|
|
| Fisher Pivots for day following 08-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,971.00 |
1,977.75 |
| PP |
1,969.00 |
1,973.50 |
| S1 |
1,967.00 |
1,969.25 |
|