Trading Metrics calculated at close of trading on 07-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
Open |
12,968.89 |
13,010.82 |
41.93 |
0.3% |
12,890.72 |
High |
13,046.15 |
13,036.71 |
-9.44 |
-0.1% |
13,132.46 |
Low |
12,863.20 |
12,796.19 |
-67.01 |
-0.5% |
12,793.10 |
Close |
13,020.83 |
12,814.35 |
-206.48 |
-1.6% |
13,058.20 |
Range |
182.95 |
240.52 |
57.57 |
31.5% |
339.36 |
ATR |
174.48 |
179.20 |
4.72 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,603.98 |
13,449.68 |
12,946.64 |
|
R3 |
13,363.46 |
13,209.16 |
12,880.49 |
|
R2 |
13,122.94 |
13,122.94 |
12,858.45 |
|
R1 |
12,968.64 |
12,968.64 |
12,836.40 |
12,925.53 |
PP |
12,882.42 |
12,882.42 |
12,882.42 |
12,860.86 |
S1 |
12,728.12 |
12,728.12 |
12,792.30 |
12,685.01 |
S2 |
12,641.90 |
12,641.90 |
12,770.25 |
|
S3 |
12,401.38 |
12,487.60 |
12,748.21 |
|
S4 |
12,160.86 |
12,247.08 |
12,682.06 |
|
|
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% |
185.75 |
1.4% |
6% |
False |
False |
|
10 |
13,132.46 |
12,706.63 |
425.83 |
3.3% |
169.83 |
1.3% |
25% |
False |
False |
|
20 |
13,132.46 |
12,269.81 |
862.65 |
6.7% |
167.57 |
1.3% |
63% |
False |
False |
|
40 |
13,132.46 |
11,756.60 |
1,375.86 |
10.7% |
198.26 |
1.5% |
77% |
False |
False |
|
60 |
13,132.46 |
11,731.60 |
1,400.86 |
10.9% |
206.50 |
1.6% |
77% |
False |
False |
|
80 |
13,132.46 |
11,634.82 |
1,497.64 |
11.7% |
224.33 |
1.8% |
79% |
False |
False |
|
100 |
13,563.48 |
11,634.82 |
1,928.66 |
15.1% |
218.46 |
1.7% |
61% |
False |
False |
|
120 |
13,780.11 |
11,634.82 |
2,145.29 |
16.7% |
217.49 |
1.7% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,058.92 |
2.618 |
13,666.39 |
1.618 |
13,425.87 |
1.000 |
13,277.23 |
0.618 |
13,185.35 |
HIGH |
13,036.71 |
0.618 |
12,944.83 |
0.500 |
12,916.45 |
0.382 |
12,888.07 |
LOW |
12,796.19 |
0.618 |
12,647.55 |
1.000 |
12,555.67 |
1.618 |
12,407.03 |
2.618 |
12,166.51 |
4.250 |
11,773.98 |
|
|
Fisher Pivots for day following 07-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,916.45 |
12,927.32 |
PP |
12,882.42 |
12,889.66 |
S1 |
12,848.38 |
12,852.01 |
|