| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
12,825 |
12,876 |
51 |
0.4% |
13,043 |
| High |
12,994 |
13,002 |
8 |
0.1% |
13,060 |
| Low |
12,782 |
12,858 |
76 |
0.6% |
12,705 |
| Close |
12,879 |
12,996 |
117 |
0.9% |
12,744 |
| Range |
212 |
144 |
-68 |
-32.1% |
355 |
| ATR |
182 |
179 |
-3 |
-1.5% |
0 |
| Volume |
131,238 |
149,877 |
18,639 |
14.2% |
735,927 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,384 |
13,334 |
13,075 |
|
| R3 |
13,240 |
13,190 |
13,036 |
|
| R2 |
13,096 |
13,096 |
13,023 |
|
| R1 |
13,046 |
13,046 |
13,009 |
13,071 |
| PP |
12,952 |
12,952 |
12,952 |
12,965 |
| S1 |
12,902 |
12,902 |
12,983 |
12,927 |
| S2 |
12,808 |
12,808 |
12,970 |
|
| S3 |
12,664 |
12,758 |
12,957 |
|
| S4 |
12,520 |
12,614 |
12,917 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,901 |
13,678 |
12,939 |
|
| R3 |
13,546 |
13,323 |
12,842 |
|
| R2 |
13,191 |
13,191 |
12,809 |
|
| R1 |
12,968 |
12,968 |
12,777 |
12,902 |
| PP |
12,836 |
12,836 |
12,836 |
12,804 |
| S1 |
12,613 |
12,613 |
12,712 |
12,547 |
| S2 |
12,481 |
12,481 |
12,679 |
|
| S3 |
12,126 |
12,258 |
12,647 |
|
| S4 |
11,771 |
11,903 |
12,549 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,002 |
12,705 |
297 |
2.3% |
156 |
1.2% |
98% |
True |
False |
136,818 |
| 10 |
13,133 |
12,705 |
428 |
3.3% |
164 |
1.3% |
68% |
False |
False |
142,495 |
| 20 |
13,133 |
12,641 |
492 |
3.8% |
171 |
1.3% |
72% |
False |
False |
140,166 |
| 40 |
13,133 |
12,046 |
1,087 |
8.4% |
187 |
1.4% |
87% |
False |
False |
147,107 |
| 60 |
13,133 |
11,671 |
1,462 |
11.2% |
217 |
1.7% |
91% |
False |
False |
115,500 |
| 80 |
13,133 |
11,671 |
1,462 |
11.2% |
218 |
1.7% |
91% |
False |
False |
86,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,614 |
|
2.618 |
13,379 |
|
1.618 |
13,235 |
|
1.000 |
13,146 |
|
0.618 |
13,091 |
|
HIGH |
13,002 |
|
0.618 |
12,947 |
|
0.500 |
12,930 |
|
0.382 |
12,913 |
|
LOW |
12,858 |
|
0.618 |
12,769 |
|
1.000 |
12,714 |
|
1.618 |
12,625 |
|
2.618 |
12,481 |
|
4.250 |
12,246 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,974 |
12,960 |
| PP |
12,952 |
12,924 |
| S1 |
12,930 |
12,889 |
|