Trading Metrics calculated at close of trading on 09-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
Open |
3,810.0 |
3,782.0 |
-28.0 |
-0.7% |
3,838.0 |
High |
3,839.0 |
3,801.0 |
-38.0 |
-1.0% |
3,865.0 |
Low |
3,806.0 |
3,765.0 |
-41.0 |
-1.1% |
3,765.0 |
Close |
3,827.0 |
3,787.0 |
-40.0 |
-1.0% |
3,787.0 |
Range |
33.0 |
36.0 |
3.0 |
9.1% |
100.0 |
ATR |
66.0 |
65.7 |
-0.3 |
-0.4% |
0.0 |
Volume |
2,641 |
2,910 |
269 |
10.2% |
9,185 |
|
Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,892.3 |
3,875.7 |
3,806.8 |
|
R3 |
3,856.3 |
3,839.7 |
3,796.9 |
|
R2 |
3,820.3 |
3,820.3 |
3,793.6 |
|
R1 |
3,803.7 |
3,803.7 |
3,790.3 |
3,812.0 |
PP |
3,784.3 |
3,784.3 |
3,784.3 |
3,788.5 |
S1 |
3,767.7 |
3,767.7 |
3,783.7 |
3,776.0 |
S2 |
3,748.3 |
3,748.3 |
3,780.4 |
|
S3 |
3,712.3 |
3,731.7 |
3,777.1 |
|
S4 |
3,676.3 |
3,695.7 |
3,767.2 |
|
|
Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,105.7 |
4,046.3 |
3,842.0 |
|
R3 |
4,005.7 |
3,946.3 |
3,814.5 |
|
R2 |
3,905.7 |
3,905.7 |
3,805.3 |
|
R1 |
3,846.3 |
3,846.3 |
3,796.2 |
3,826.0 |
PP |
3,805.7 |
3,805.7 |
3,805.7 |
3,795.5 |
S1 |
3,746.3 |
3,746.3 |
3,777.8 |
3,726.0 |
S2 |
3,705.7 |
3,705.7 |
3,768.7 |
|
S3 |
3,605.7 |
3,646.3 |
3,759.5 |
|
S4 |
3,505.7 |
3,546.3 |
3,732.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,865.0 |
3,765.0 |
100.0 |
2.6% |
41.0 |
1.1% |
22% |
False |
True |
1,837 |
10 |
3,880.0 |
3,744.0 |
136.0 |
3.6% |
41.5 |
1.1% |
32% |
False |
False |
1,291 |
20 |
3,880.0 |
3,603.0 |
277.0 |
7.3% |
55.9 |
1.5% |
66% |
False |
False |
1,283 |
40 |
3,880.0 |
3,359.0 |
521.0 |
13.8% |
68.7 |
1.8% |
82% |
False |
False |
7,128 |
60 |
3,880.0 |
3,359.0 |
521.0 |
13.8% |
68.6 |
1.8% |
82% |
False |
False |
5,412 |
80 |
4,117.0 |
3,359.0 |
758.0 |
20.0% |
75.8 |
2.0% |
56% |
False |
False |
4,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,954.0 |
2.618 |
3,895.2 |
1.618 |
3,859.2 |
1.000 |
3,837.0 |
0.618 |
3,823.2 |
HIGH |
3,801.0 |
0.618 |
3,787.2 |
0.500 |
3,783.0 |
0.382 |
3,778.8 |
LOW |
3,765.0 |
0.618 |
3,742.8 |
1.000 |
3,729.0 |
1.618 |
3,706.8 |
2.618 |
3,670.8 |
4.250 |
3,612.0 |
|
|
Fisher Pivots for day following 09-May-2008 |
Pivot |
1 day |
3 day |
R1 |
3,785.7 |
3,815.0 |
PP |
3,784.3 |
3,805.7 |
S1 |
3,783.0 |
3,796.3 |
|