Trading Metrics calculated at close of trading on 15-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
Open |
3,817.0 |
3,832.0 |
15.0 |
0.4% |
3,838.0 |
High |
3,855.0 |
3,879.0 |
24.0 |
0.6% |
3,865.0 |
Low |
3,800.0 |
3,823.0 |
23.0 |
0.6% |
3,765.0 |
Close |
3,847.0 |
3,842.0 |
-5.0 |
-0.1% |
3,787.0 |
Range |
55.0 |
56.0 |
1.0 |
1.8% |
100.0 |
ATR |
61.6 |
61.2 |
-0.4 |
-0.7% |
0.0 |
Volume |
3,914 |
2,574 |
-1,340 |
-34.2% |
9,185 |
|
Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,016.0 |
3,985.0 |
3,872.8 |
|
R3 |
3,960.0 |
3,929.0 |
3,857.4 |
|
R2 |
3,904.0 |
3,904.0 |
3,852.3 |
|
R1 |
3,873.0 |
3,873.0 |
3,847.1 |
3,888.5 |
PP |
3,848.0 |
3,848.0 |
3,848.0 |
3,855.8 |
S1 |
3,817.0 |
3,817.0 |
3,836.9 |
3,832.5 |
S2 |
3,792.0 |
3,792.0 |
3,831.7 |
|
S3 |
3,736.0 |
3,761.0 |
3,826.6 |
|
S4 |
3,680.0 |
3,705.0 |
3,811.2 |
|
|
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 |
3,879.0 |
3,765.0 |
114.0 |
3.0% |
45.2 |
1.2% |
68% |
True |
False |
2,075 |
10 |
3,880.0 |
3,765.0 |
115.0 |
3.0% |
44.8 |
1.2% |
67% |
False |
False |
1,719 |
20 |
3,880.0 |
3,653.0 |
227.0 |
5.9% |
50.7 |
1.3% |
83% |
False |
False |
1,296 |
40 |
3,880.0 |
3,415.0 |
465.0 |
12.1% |
62.8 |
1.6% |
92% |
False |
False |
4,278 |
60 |
3,880.0 |
3,359.0 |
521.0 |
13.6% |
67.0 |
1.7% |
93% |
False |
False |
5,491 |
80 |
3,880.0 |
3,359.0 |
521.0 |
13.6% |
71.5 |
1.9% |
93% |
False |
False |
4,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,117.0 |
2.618 |
4,025.6 |
1.618 |
3,969.6 |
1.000 |
3,935.0 |
0.618 |
3,913.6 |
HIGH |
3,879.0 |
0.618 |
3,857.6 |
0.500 |
3,851.0 |
0.382 |
3,844.4 |
LOW |
3,823.0 |
0.618 |
3,788.4 |
1.000 |
3,767.0 |
1.618 |
3,732.4 |
2.618 |
3,676.4 |
4.250 |
3,585.0 |
|
|
Fisher Pivots for day following 15-May-2008 |
Pivot |
1 day |
3 day |
R1 |
3,851.0 |
3,836.5 |
PP |
3,848.0 |
3,831.0 |
S1 |
3,845.0 |
3,825.5 |
|