| Trading Metrics calculated at close of trading on 29-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1,993.75 |
2,002.50 |
8.75 |
0.4% |
2,035.50 |
| High |
2,008.75 |
2,033.00 |
24.25 |
1.2% |
2,054.25 |
| Low |
1,983.25 |
1,999.75 |
16.50 |
0.8% |
1,945.75 |
| Close |
2,005.00 |
2,023.00 |
18.00 |
0.9% |
1,958.25 |
| Range |
25.50 |
33.25 |
7.75 |
30.4% |
108.50 |
| ATR |
37.87 |
37.54 |
-0.33 |
-0.9% |
0.00 |
| Volume |
327,749 |
309,767 |
-17,982 |
-5.5% |
1,919,908 |
|
| Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,118.25 |
2,104.00 |
2,041.25 |
|
| R3 |
2,085.00 |
2,070.75 |
2,032.25 |
|
| R2 |
2,051.75 |
2,051.75 |
2,029.00 |
|
| R1 |
2,037.50 |
2,037.50 |
2,026.00 |
2,044.50 |
| PP |
2,018.50 |
2,018.50 |
2,018.50 |
2,022.25 |
| S1 |
2,004.25 |
2,004.25 |
2,020.00 |
2,011.50 |
| S2 |
1,985.25 |
1,985.25 |
2,017.00 |
|
| S3 |
1,952.00 |
1,971.00 |
2,013.75 |
|
| S4 |
1,918.75 |
1,937.75 |
2,004.75 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,311.50 |
2,243.50 |
2,018.00 |
|
| R3 |
2,203.00 |
2,135.00 |
1,988.00 |
|
| R2 |
2,094.50 |
2,094.50 |
1,978.25 |
|
| R1 |
2,026.50 |
2,026.50 |
1,968.25 |
2,006.25 |
| PP |
1,986.00 |
1,986.00 |
1,986.00 |
1,976.00 |
| S1 |
1,918.00 |
1,918.00 |
1,948.25 |
1,897.75 |
| S2 |
1,877.50 |
1,877.50 |
1,938.25 |
|
| S3 |
1,769.00 |
1,809.50 |
1,928.50 |
|
| S4 |
1,660.50 |
1,701.00 |
1,898.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,033.00 |
1,945.75 |
87.25 |
4.3% |
30.25 |
1.5% |
89% |
True |
False |
355,715 |
| 10 |
2,054.25 |
1,945.75 |
108.50 |
5.4% |
37.00 |
1.8% |
71% |
False |
False |
355,854 |
| 20 |
2,054.25 |
1,921.50 |
132.75 |
6.6% |
37.50 |
1.8% |
76% |
False |
False |
339,305 |
| 40 |
2,054.25 |
1,781.25 |
273.00 |
13.5% |
37.75 |
1.9% |
89% |
False |
False |
323,892 |
| 60 |
2,054.25 |
1,674.00 |
380.25 |
18.8% |
43.25 |
2.1% |
92% |
False |
False |
310,926 |
| 80 |
2,054.25 |
1,674.00 |
380.25 |
18.8% |
42.75 |
2.1% |
92% |
False |
False |
233,334 |
| 100 |
2,054.25 |
1,674.00 |
380.25 |
18.8% |
46.00 |
2.3% |
92% |
False |
False |
186,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,174.25 |
|
2.618 |
2,120.00 |
|
1.618 |
2,086.75 |
|
1.000 |
2,066.25 |
|
0.618 |
2,053.50 |
|
HIGH |
2,033.00 |
|
0.618 |
2,020.25 |
|
0.500 |
2,016.50 |
|
0.382 |
2,012.50 |
|
LOW |
1,999.75 |
|
0.618 |
1,979.25 |
|
1.000 |
1,966.50 |
|
1.618 |
1,946.00 |
|
2.618 |
1,912.75 |
|
4.250 |
1,858.50 |
|
|
| Fisher Pivots for day following 29-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,020.75 |
2,013.25 |
| PP |
2,018.50 |
2,003.25 |
| S1 |
2,016.50 |
1,993.50 |
|