| Trading Metrics calculated at close of trading on 13-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
| Open |
12,740 |
12,859 |
119 |
0.9% |
13,043 |
| High |
12,897 |
12,915 |
18 |
0.1% |
13,060 |
| Low |
12,730 |
12,775 |
45 |
0.4% |
12,705 |
| Close |
12,864 |
12,826 |
-38 |
-0.3% |
12,744 |
| Range |
167 |
140 |
-27 |
-16.2% |
355 |
| ATR |
183 |
180 |
-3 |
-1.7% |
0 |
| Volume |
129,857 |
123,605 |
-6,252 |
-4.8% |
735,927 |
|
| Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,259 |
13,182 |
12,903 |
|
| R3 |
13,119 |
13,042 |
12,865 |
|
| R2 |
12,979 |
12,979 |
12,852 |
|
| R1 |
12,902 |
12,902 |
12,839 |
12,871 |
| PP |
12,839 |
12,839 |
12,839 |
12,823 |
| S1 |
12,762 |
12,762 |
12,813 |
12,731 |
| S2 |
12,699 |
12,699 |
12,800 |
|
| S3 |
12,559 |
12,622 |
12,788 |
|
| S4 |
12,419 |
12,482 |
12,749 |
|
|
| 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 |
13,049 |
12,705 |
344 |
2.7% |
160 |
1.2% |
35% |
False |
False |
141,968 |
| 10 |
13,133 |
12,705 |
428 |
3.3% |
175 |
1.4% |
28% |
False |
False |
143,602 |
| 20 |
13,133 |
12,362 |
771 |
6.0% |
174 |
1.4% |
60% |
False |
False |
140,220 |
| 40 |
13,133 |
11,988 |
1,145 |
8.9% |
198 |
1.5% |
73% |
False |
False |
153,502 |
| 60 |
13,133 |
11,671 |
1,462 |
11.4% |
218 |
1.7% |
79% |
False |
False |
110,817 |
| 80 |
13,133 |
11,542 |
1,591 |
12.4% |
223 |
1.7% |
81% |
False |
False |
83,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,510 |
|
2.618 |
13,282 |
|
1.618 |
13,142 |
|
1.000 |
13,055 |
|
0.618 |
13,002 |
|
HIGH |
12,915 |
|
0.618 |
12,862 |
|
0.500 |
12,845 |
|
0.382 |
12,829 |
|
LOW |
12,775 |
|
0.618 |
12,689 |
|
1.000 |
12,635 |
|
1.618 |
12,549 |
|
2.618 |
12,409 |
|
4.250 |
12,180 |
|
|
| Fisher Pivots for day following 13-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,845 |
12,821 |
| PP |
12,839 |
12,815 |
| S1 |
12,832 |
12,810 |
|