| Trading Metrics calculated at close of trading on 05-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2008 |
05-May-2008 |
Change |
Change % |
Previous Week |
| Open |
12,993 |
13,043 |
50 |
0.4% |
12,880 |
| High |
13,133 |
13,060 |
-73 |
-0.6% |
13,133 |
| Low |
12,966 |
12,926 |
-40 |
-0.3% |
12,781 |
| Close |
13,060 |
12,967 |
-93 |
-0.7% |
13,060 |
| Range |
167 |
134 |
-33 |
-19.8% |
352 |
| ATR |
194 |
190 |
-4 |
-2.2% |
0 |
| Volume |
154,452 |
172,966 |
18,514 |
12.0% |
693,211 |
|
| Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,386 |
13,311 |
13,041 |
|
| R3 |
13,252 |
13,177 |
13,004 |
|
| R2 |
13,118 |
13,118 |
12,992 |
|
| R1 |
13,043 |
13,043 |
12,979 |
13,014 |
| PP |
12,984 |
12,984 |
12,984 |
12,970 |
| S1 |
12,909 |
12,909 |
12,955 |
12,880 |
| S2 |
12,850 |
12,850 |
12,943 |
|
| S3 |
12,716 |
12,775 |
12,930 |
|
| S4 |
12,582 |
12,641 |
12,893 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,047 |
13,906 |
13,254 |
|
| R3 |
13,695 |
13,554 |
13,157 |
|
| R2 |
13,343 |
13,343 |
13,125 |
|
| R1 |
13,202 |
13,202 |
13,092 |
13,273 |
| PP |
12,991 |
12,991 |
12,991 |
13,027 |
| S1 |
12,850 |
12,850 |
13,028 |
12,921 |
| S2 |
12,639 |
12,639 |
12,996 |
|
| S3 |
12,287 |
12,498 |
12,963 |
|
| S4 |
11,935 |
12,146 |
12,867 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,133 |
12,781 |
352 |
2.7% |
170 |
1.3% |
53% |
False |
False |
143,322 |
| 10 |
13,133 |
12,653 |
480 |
3.7% |
172 |
1.3% |
65% |
False |
False |
142,970 |
| 20 |
13,133 |
12,262 |
871 |
6.7% |
174 |
1.3% |
81% |
False |
False |
139,970 |
| 40 |
13,133 |
11,671 |
1,462 |
11.3% |
227 |
1.8% |
89% |
False |
False |
145,743 |
| 60 |
13,133 |
11,671 |
1,462 |
11.3% |
221 |
1.7% |
89% |
False |
False |
97,216 |
| 80 |
13,133 |
11,542 |
1,591 |
12.3% |
224 |
1.7% |
90% |
False |
False |
72,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,630 |
|
2.618 |
13,411 |
|
1.618 |
13,277 |
|
1.000 |
13,194 |
|
0.618 |
13,143 |
|
HIGH |
13,060 |
|
0.618 |
13,009 |
|
0.500 |
12,993 |
|
0.382 |
12,977 |
|
LOW |
12,926 |
|
0.618 |
12,843 |
|
1.000 |
12,792 |
|
1.618 |
12,709 |
|
2.618 |
12,575 |
|
4.250 |
12,357 |
|
|
| Fisher Pivots for day following 05-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,993 |
12,964 |
| PP |
12,984 |
12,960 |
| S1 |
12,976 |
12,957 |
|