Trading Metrics calculated at close of trading on 06-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
Open |
13,056.57 |
12,968.89 |
-87.68 |
-0.7% |
12,890.72 |
High |
13,058.45 |
13,046.15 |
-12.30 |
-0.1% |
13,132.46 |
Low |
12,939.74 |
12,863.20 |
-76.54 |
-0.6% |
12,793.10 |
Close |
12,969.54 |
13,020.83 |
51.29 |
0.4% |
13,058.20 |
Range |
118.71 |
182.95 |
64.24 |
54.1% |
339.36 |
ATR |
173.83 |
174.48 |
0.65 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,525.58 |
13,456.15 |
13,121.45 |
|
R3 |
13,342.63 |
13,273.20 |
13,071.14 |
|
R2 |
13,159.68 |
13,159.68 |
13,054.37 |
|
R1 |
13,090.25 |
13,090.25 |
13,037.60 |
13,124.97 |
PP |
12,976.73 |
12,976.73 |
12,976.73 |
12,994.08 |
S1 |
12,907.30 |
12,907.30 |
13,004.06 |
12,942.02 |
S2 |
12,793.78 |
12,793.78 |
12,987.29 |
|
S3 |
12,610.83 |
12,724.35 |
12,970.52 |
|
S4 |
12,427.88 |
12,541.40 |
12,920.21 |
|
|
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% |
177.85 |
1.4% |
67% |
False |
False |
|
10 |
13,132.46 |
12,703.05 |
429.41 |
3.3% |
159.21 |
1.2% |
74% |
False |
False |
|
20 |
13,132.46 |
12,269.81 |
862.65 |
6.6% |
163.17 |
1.3% |
87% |
False |
False |
|
40 |
13,132.46 |
11,741.01 |
1,391.45 |
10.7% |
202.74 |
1.6% |
92% |
False |
False |
|
60 |
13,132.46 |
11,731.60 |
1,400.86 |
10.8% |
205.54 |
1.6% |
92% |
False |
False |
|
80 |
13,132.46 |
11,634.82 |
1,497.64 |
11.5% |
225.16 |
1.7% |
93% |
False |
False |
|
100 |
13,704.52 |
11,634.82 |
2,069.70 |
15.9% |
219.88 |
1.7% |
67% |
False |
False |
|
120 |
13,780.11 |
11,634.82 |
2,145.29 |
16.5% |
218.35 |
1.7% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,823.69 |
2.618 |
13,525.11 |
1.618 |
13,342.16 |
1.000 |
13,229.10 |
0.618 |
13,159.21 |
HIGH |
13,046.15 |
0.618 |
12,976.26 |
0.500 |
12,954.68 |
0.382 |
12,933.09 |
LOW |
12,863.20 |
0.618 |
12,750.14 |
1.000 |
12,680.25 |
1.618 |
12,567.19 |
2.618 |
12,384.24 |
4.250 |
12,085.66 |
|
|
Fisher Pivots for day following 06-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,998.78 |
13,013.16 |
PP |
12,976.73 |
13,005.50 |
S1 |
12,954.68 |
12,997.83 |
|