| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
12,845 |
12,626 |
-219 |
-1.7% |
12,740 |
| High |
12,880 |
12,673 |
-207 |
-1.6% |
13,033 |
| Low |
12,571 |
12,592 |
21 |
0.2% |
12,730 |
| Close |
12,619 |
12,616 |
-3 |
0.0% |
12,983 |
| Range |
309 |
81 |
-228 |
-73.8% |
303 |
| ATR |
192 |
185 |
-8 |
-4.1% |
0 |
| Volume |
184,955 |
205,164 |
20,209 |
10.9% |
674,810 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,870 |
12,824 |
12,661 |
|
| R3 |
12,789 |
12,743 |
12,638 |
|
| R2 |
12,708 |
12,708 |
12,631 |
|
| R1 |
12,662 |
12,662 |
12,624 |
12,645 |
| PP |
12,627 |
12,627 |
12,627 |
12,618 |
| S1 |
12,581 |
12,581 |
12,609 |
12,564 |
| S2 |
12,546 |
12,546 |
12,601 |
|
| S3 |
12,465 |
12,500 |
12,594 |
|
| S4 |
12,384 |
12,419 |
12,572 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,824 |
13,707 |
13,150 |
|
| R3 |
13,521 |
13,404 |
13,066 |
|
| R2 |
13,218 |
13,218 |
13,039 |
|
| R1 |
13,101 |
13,101 |
13,011 |
13,160 |
| PP |
12,915 |
12,915 |
12,915 |
12,945 |
| S1 |
12,798 |
12,798 |
12,955 |
12,857 |
| S2 |
12,612 |
12,612 |
12,928 |
|
| S3 |
12,309 |
12,495 |
12,900 |
|
| S4 |
12,006 |
12,192 |
12,816 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,140 |
12,571 |
569 |
4.5% |
196 |
1.6% |
8% |
False |
False |
165,901 |
| 10 |
13,140 |
12,571 |
569 |
4.5% |
176 |
1.4% |
8% |
False |
False |
151,360 |
| 20 |
13,140 |
12,571 |
569 |
4.5% |
172 |
1.4% |
8% |
False |
False |
148,962 |
| 40 |
13,140 |
12,158 |
982 |
7.8% |
183 |
1.4% |
47% |
False |
False |
146,267 |
| 60 |
13,140 |
11,671 |
1,469 |
11.6% |
218 |
1.7% |
64% |
False |
False |
129,315 |
| 80 |
13,140 |
11,671 |
1,469 |
11.6% |
216 |
1.7% |
64% |
False |
False |
97,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,017 |
|
2.618 |
12,885 |
|
1.618 |
12,804 |
|
1.000 |
12,754 |
|
0.618 |
12,723 |
|
HIGH |
12,673 |
|
0.618 |
12,642 |
|
0.500 |
12,633 |
|
0.382 |
12,623 |
|
LOW |
12,592 |
|
0.618 |
12,542 |
|
1.000 |
12,511 |
|
1.618 |
12,461 |
|
2.618 |
12,380 |
|
4.250 |
12,248 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,633 |
12,809 |
| PP |
12,627 |
12,745 |
| S1 |
12,622 |
12,680 |
|