Trading Metrics calculated at close of trading on 09-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
Open |
12,814.84 |
12,860.68 |
45.84 |
0.4% |
13,056.57 |
High |
12,909.86 |
12,861.41 |
-48.45 |
-0.4% |
13,058.45 |
Low |
12,794.81 |
12,715.02 |
-79.79 |
-0.6% |
12,715.02 |
Close |
12,866.78 |
12,745.88 |
-120.90 |
-0.9% |
12,745.88 |
Range |
115.05 |
146.39 |
31.34 |
27.2% |
343.43 |
ATR |
174.62 |
172.99 |
-1.63 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,213.27 |
13,125.97 |
12,826.39 |
|
R3 |
13,066.88 |
12,979.58 |
12,786.14 |
|
R2 |
12,920.49 |
12,920.49 |
12,772.72 |
|
R1 |
12,833.19 |
12,833.19 |
12,759.30 |
12,803.65 |
PP |
12,774.10 |
12,774.10 |
12,774.10 |
12,759.33 |
S1 |
12,686.80 |
12,686.80 |
12,732.46 |
12,657.26 |
S2 |
12,627.71 |
12,627.71 |
12,719.04 |
|
S3 |
12,481.32 |
12,540.41 |
12,705.62 |
|
S4 |
12,334.93 |
12,394.02 |
12,665.37 |
|
|
Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,870.07 |
13,651.41 |
12,934.77 |
|
R3 |
13,526.64 |
13,307.98 |
12,840.32 |
|
R2 |
13,183.21 |
13,183.21 |
12,808.84 |
|
R1 |
12,964.55 |
12,964.55 |
12,777.36 |
12,902.17 |
PP |
12,839.78 |
12,839.78 |
12,839.78 |
12,808.59 |
S1 |
12,621.12 |
12,621.12 |
12,714.40 |
12,558.74 |
S2 |
12,496.35 |
12,496.35 |
12,682.92 |
|
S3 |
12,152.92 |
12,277.69 |
12,651.44 |
|
S4 |
11,809.49 |
11,934.26 |
12,556.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,058.45 |
12,715.02 |
343.43 |
2.7% |
160.72 |
1.3% |
9% |
False |
True |
|
10 |
13,132.46 |
12,715.02 |
417.44 |
3.3% |
155.77 |
1.2% |
7% |
False |
True |
|
20 |
13,132.46 |
12,269.81 |
862.65 |
6.8% |
159.12 |
1.2% |
55% |
False |
False |
|
40 |
13,132.46 |
11,756.60 |
1,375.86 |
10.8% |
191.03 |
1.5% |
72% |
False |
False |
|
60 |
13,132.46 |
11,731.60 |
1,400.86 |
11.0% |
203.64 |
1.6% |
72% |
False |
False |
|
80 |
13,132.46 |
11,634.82 |
1,497.64 |
11.7% |
221.73 |
1.7% |
74% |
False |
False |
|
100 |
13,563.48 |
11,634.82 |
1,928.66 |
15.1% |
217.50 |
1.7% |
58% |
False |
False |
|
120 |
13,780.11 |
11,634.82 |
2,145.29 |
16.8% |
216.54 |
1.7% |
52% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,483.57 |
2.618 |
13,244.66 |
1.618 |
13,098.27 |
1.000 |
13,007.80 |
0.618 |
12,951.88 |
HIGH |
12,861.41 |
0.618 |
12,805.49 |
0.500 |
12,788.22 |
0.382 |
12,770.94 |
LOW |
12,715.02 |
0.618 |
12,624.55 |
1.000 |
12,568.63 |
1.618 |
12,478.16 |
2.618 |
12,331.77 |
4.250 |
12,092.86 |
|
|
Fisher Pivots for day following 09-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,788.22 |
12,875.87 |
PP |
12,774.10 |
12,832.54 |
S1 |
12,759.99 |
12,789.21 |
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