| Trading Metrics calculated at close of trading on 28-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
| Open |
12,480 |
12,553 |
73 |
0.6% |
12,986 |
| High |
12,572 |
12,614 |
42 |
0.3% |
13,140 |
| Low |
12,438 |
12,492 |
54 |
0.4% |
12,460 |
| Close |
12,553 |
12,599 |
46 |
0.4% |
12,471 |
| Range |
134 |
122 |
-12 |
-9.0% |
680 |
| ATR |
180 |
176 |
-4 |
-2.3% |
0 |
| Volume |
128,368 |
138,034 |
9,666 |
7.5% |
835,356 |
|
| Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,934 |
12,889 |
12,666 |
|
| R3 |
12,812 |
12,767 |
12,633 |
|
| R2 |
12,690 |
12,690 |
12,621 |
|
| R1 |
12,645 |
12,645 |
12,610 |
12,668 |
| PP |
12,568 |
12,568 |
12,568 |
12,580 |
| S1 |
12,523 |
12,523 |
12,588 |
12,546 |
| S2 |
12,446 |
12,446 |
12,577 |
|
| S3 |
12,324 |
12,401 |
12,566 |
|
| S4 |
12,202 |
12,279 |
12,532 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,730 |
14,281 |
12,845 |
|
| R3 |
14,050 |
13,601 |
12,658 |
|
| R2 |
13,370 |
13,370 |
12,596 |
|
| R1 |
12,921 |
12,921 |
12,533 |
12,806 |
| PP |
12,690 |
12,690 |
12,690 |
12,633 |
| S1 |
12,241 |
12,241 |
12,409 |
12,126 |
| S2 |
12,010 |
12,010 |
12,346 |
|
| S3 |
11,330 |
11,561 |
12,284 |
|
| S4 |
10,650 |
10,881 |
12,097 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,880 |
12,438 |
442 |
3.5% |
163 |
1.3% |
36% |
False |
False |
160,520 |
| 10 |
13,140 |
12,438 |
702 |
5.6% |
176 |
1.4% |
23% |
False |
False |
152,310 |
| 20 |
13,140 |
12,438 |
702 |
5.6% |
175 |
1.4% |
23% |
False |
False |
147,956 |
| 40 |
13,140 |
12,262 |
878 |
7.0% |
173 |
1.4% |
38% |
False |
False |
144,984 |
| 60 |
13,140 |
11,671 |
1,469 |
11.7% |
215 |
1.7% |
63% |
False |
False |
136,182 |
| 80 |
13,140 |
11,671 |
1,469 |
11.7% |
212 |
1.7% |
63% |
False |
False |
102,160 |
| 100 |
13,186 |
11,542 |
1,644 |
13.0% |
216 |
1.7% |
64% |
False |
False |
81,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,133 |
|
2.618 |
12,934 |
|
1.618 |
12,812 |
|
1.000 |
12,736 |
|
0.618 |
12,690 |
|
HIGH |
12,614 |
|
0.618 |
12,568 |
|
0.500 |
12,553 |
|
0.382 |
12,539 |
|
LOW |
12,492 |
|
0.618 |
12,417 |
|
1.000 |
12,370 |
|
1.618 |
12,295 |
|
2.618 |
12,173 |
|
4.250 |
11,974 |
|
|
| Fisher Pivots for day following 28-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,584 |
12,577 |
| PP |
12,568 |
12,554 |
| S1 |
12,553 |
12,532 |
|