Trading Metrics calculated at close of trading on 07-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
Open |
3,853.0 |
3,840.0 |
-13.0 |
-0.3% |
3,782.0 |
High |
3,854.0 |
3,865.0 |
11.0 |
0.3% |
3,880.0 |
Low |
3,800.0 |
3,807.0 |
7.0 |
0.2% |
3,745.0 |
Close |
3,826.0 |
3,853.0 |
27.0 |
0.7% |
3,857.0 |
Range |
54.0 |
58.0 |
4.0 |
7.4% |
135.0 |
ATR |
68.2 |
67.5 |
-0.7 |
-1.1% |
0.0 |
Volume |
1,780 |
1,763 |
-17 |
-1.0% |
3,344 |
|
Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,015.7 |
3,992.3 |
3,884.9 |
|
R3 |
3,957.7 |
3,934.3 |
3,869.0 |
|
R2 |
3,899.7 |
3,899.7 |
3,863.6 |
|
R1 |
3,876.3 |
3,876.3 |
3,858.3 |
3,888.0 |
PP |
3,841.7 |
3,841.7 |
3,841.7 |
3,847.5 |
S1 |
3,818.3 |
3,818.3 |
3,847.7 |
3,830.0 |
S2 |
3,783.7 |
3,783.7 |
3,842.4 |
|
S3 |
3,725.7 |
3,760.3 |
3,837.1 |
|
S4 |
3,667.7 |
3,702.3 |
3,821.1 |
|
|
Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,232.3 |
4,179.7 |
3,931.3 |
|
R3 |
4,097.3 |
4,044.7 |
3,894.1 |
|
R2 |
3,962.3 |
3,962.3 |
3,881.8 |
|
R1 |
3,909.7 |
3,909.7 |
3,869.4 |
3,936.0 |
PP |
3,827.3 |
3,827.3 |
3,827.3 |
3,840.5 |
S1 |
3,774.7 |
3,774.7 |
3,844.6 |
3,801.0 |
S2 |
3,692.3 |
3,692.3 |
3,832.3 |
|
S3 |
3,557.3 |
3,639.7 |
3,819.9 |
|
S4 |
3,422.3 |
3,504.7 |
3,782.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,880.0 |
3,745.0 |
135.0 |
3.5% |
49.2 |
1.3% |
80% |
False |
False |
1,360 |
10 |
3,880.0 |
3,653.0 |
227.0 |
5.9% |
50.3 |
1.3% |
88% |
False |
False |
925 |
20 |
3,880.0 |
3,603.0 |
277.0 |
7.2% |
58.4 |
1.5% |
90% |
False |
False |
1,113 |
40 |
3,880.0 |
3,359.0 |
521.0 |
13.5% |
71.8 |
1.9% |
95% |
False |
False |
7,545 |
60 |
3,880.0 |
3,359.0 |
521.0 |
13.5% |
70.8 |
1.8% |
95% |
False |
False |
5,382 |
80 |
4,245.0 |
3,359.0 |
886.0 |
23.0% |
76.7 |
2.0% |
56% |
False |
False |
4,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,111.5 |
2.618 |
4,016.8 |
1.618 |
3,958.8 |
1.000 |
3,923.0 |
0.618 |
3,900.8 |
HIGH |
3,865.0 |
0.618 |
3,842.8 |
0.500 |
3,836.0 |
0.382 |
3,829.2 |
LOW |
3,807.0 |
0.618 |
3,771.2 |
1.000 |
3,749.0 |
1.618 |
3,713.2 |
2.618 |
3,655.2 |
4.250 |
3,560.5 |
|
|
Fisher Pivots for day following 07-May-2008 |
Pivot |
1 day |
3 day |
R1 |
3,847.3 |
3,846.2 |
PP |
3,841.7 |
3,839.3 |
S1 |
3,836.0 |
3,832.5 |
|