Trading Metrics calculated at close of trading on 05-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2008 |
05-May-2008 |
Change |
Change % |
Previous Week |
Open |
13,012.53 |
13,056.57 |
44.04 |
0.3% |
12,890.72 |
High |
13,132.46 |
13,058.45 |
-74.01 |
-0.6% |
13,132.46 |
Low |
12,981.83 |
12,939.74 |
-42.09 |
-0.3% |
12,793.10 |
Close |
13,058.20 |
12,969.54 |
-88.66 |
-0.7% |
13,058.20 |
Range |
150.63 |
118.71 |
-31.92 |
-21.2% |
339.36 |
ATR |
178.07 |
173.83 |
-4.24 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,345.37 |
13,276.17 |
13,034.83 |
|
R3 |
13,226.66 |
13,157.46 |
13,002.19 |
|
R2 |
13,107.95 |
13,107.95 |
12,991.30 |
|
R1 |
13,038.75 |
13,038.75 |
12,980.42 |
13,014.00 |
PP |
12,989.24 |
12,989.24 |
12,989.24 |
12,976.87 |
S1 |
12,920.04 |
12,920.04 |
12,958.66 |
12,895.29 |
S2 |
12,870.53 |
12,870.53 |
12,947.78 |
|
S3 |
12,751.82 |
12,801.33 |
12,936.89 |
|
S4 |
12,633.11 |
12,682.62 |
12,904.25 |
|
|
Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,012.67 |
13,874.79 |
13,244.85 |
|
R3 |
13,673.31 |
13,535.43 |
13,151.52 |
|
R2 |
13,333.95 |
13,333.95 |
13,120.42 |
|
R1 |
13,196.07 |
13,196.07 |
13,089.31 |
13,265.01 |
PP |
12,994.59 |
12,994.59 |
12,994.59 |
13,029.06 |
S1 |
12,856.71 |
12,856.71 |
13,027.09 |
12,925.65 |
S2 |
12,655.23 |
12,655.23 |
12,995.98 |
|
S3 |
12,315.87 |
12,517.35 |
12,964.88 |
|
S4 |
11,976.51 |
12,177.99 |
12,871.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,132.46 |
12,793.10 |
339.36 |
2.6% |
158.30 |
1.2% |
52% |
False |
False |
|
10 |
13,132.46 |
12,656.56 |
475.90 |
3.7% |
157.78 |
1.2% |
66% |
False |
False |
|
20 |
13,132.46 |
12,269.81 |
862.65 |
6.7% |
158.10 |
1.2% |
81% |
False |
False |
|
40 |
13,132.46 |
11,731.60 |
1,400.86 |
10.8% |
203.04 |
1.6% |
88% |
False |
False |
|
60 |
13,132.46 |
11,731.60 |
1,400.86 |
10.8% |
205.46 |
1.6% |
88% |
False |
False |
|
80 |
13,132.46 |
11,634.82 |
1,497.64 |
11.5% |
226.62 |
1.7% |
89% |
False |
False |
|
100 |
13,780.11 |
11,634.82 |
2,145.29 |
16.5% |
221.71 |
1.7% |
62% |
False |
False |
|
120 |
13,780.11 |
11,634.82 |
2,145.29 |
16.5% |
218.34 |
1.7% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,562.97 |
2.618 |
13,369.23 |
1.618 |
13,250.52 |
1.000 |
13,177.16 |
0.618 |
13,131.81 |
HIGH |
13,058.45 |
0.618 |
13,013.10 |
0.500 |
12,999.10 |
0.382 |
12,985.09 |
LOW |
12,939.74 |
0.618 |
12,866.38 |
1.000 |
12,821.03 |
1.618 |
12,747.67 |
2.618 |
12,628.96 |
4.250 |
12,435.22 |
|
|
Fisher Pivots for day following 05-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,999.10 |
12,967.29 |
PP |
12,989.24 |
12,965.03 |
S1 |
12,979.39 |
12,962.78 |
|