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 |
3,800.0 |
3,810.0 |
10.0 |
0.3% |
3,838.0 |
High |
3,821.0 |
3,814.0 |
-7.0 |
-0.2% |
3,865.0 |
Low |
3,784.0 |
3,772.0 |
-12.0 |
-0.3% |
3,765.0 |
Close |
3,799.0 |
3,802.0 |
3.0 |
0.1% |
3,787.0 |
Range |
37.0 |
42.0 |
5.0 |
13.5% |
100.0 |
ATR |
63.7 |
62.1 |
-1.5 |
-2.4% |
0.0 |
Volume |
290 |
687 |
397 |
136.9% |
9,185 |
|
Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,922.0 |
3,904.0 |
3,825.1 |
|
R3 |
3,880.0 |
3,862.0 |
3,813.6 |
|
R2 |
3,838.0 |
3,838.0 |
3,809.7 |
|
R1 |
3,820.0 |
3,820.0 |
3,805.9 |
3,808.0 |
PP |
3,796.0 |
3,796.0 |
3,796.0 |
3,790.0 |
S1 |
3,778.0 |
3,778.0 |
3,798.2 |
3,766.0 |
S2 |
3,754.0 |
3,754.0 |
3,794.3 |
|
S3 |
3,712.0 |
3,736.0 |
3,790.5 |
|
S4 |
3,670.0 |
3,694.0 |
3,778.9 |
|
|
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% |
41.2 |
1.1% |
37% |
False |
False |
1,658 |
10 |
3,880.0 |
3,745.0 |
135.0 |
3.6% |
42.3 |
1.1% |
42% |
False |
False |
1,345 |
20 |
3,880.0 |
3,605.0 |
275.0 |
7.2% |
51.7 |
1.4% |
72% |
False |
False |
1,272 |
40 |
3,880.0 |
3,359.0 |
521.0 |
13.7% |
66.1 |
1.7% |
85% |
False |
False |
6,467 |
60 |
3,880.0 |
3,359.0 |
521.0 |
13.7% |
67.6 |
1.8% |
85% |
False |
False |
5,396 |
80 |
4,073.0 |
3,359.0 |
714.0 |
18.8% |
74.8 |
2.0% |
62% |
False |
False |
4,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,992.5 |
2.618 |
3,924.0 |
1.618 |
3,882.0 |
1.000 |
3,856.0 |
0.618 |
3,840.0 |
HIGH |
3,814.0 |
0.618 |
3,798.0 |
0.500 |
3,793.0 |
0.382 |
3,788.0 |
LOW |
3,772.0 |
0.618 |
3,746.0 |
1.000 |
3,730.0 |
1.618 |
3,704.0 |
2.618 |
3,662.0 |
4.250 |
3,593.5 |
|
|
Fisher Pivots for day following 13-May-2008 |
Pivot |
1 day |
3 day |
R1 |
3,799.0 |
3,799.0 |
PP |
3,796.0 |
3,796.0 |
S1 |
3,793.0 |
3,793.0 |
|